Hm... that is kind of true. But I'm not too interested in real tick data from ECN brokers, since I'm only going to be using them to convert them into higher time frame, and the broker I use is Oanda. I'm sure I can somehow get tick data from a ECN ...

Hm, converting the tick data (not 1min) into 1min and subsequent 5min sounds pretty good. I will check out the tick data on histdata.com Thanks!

Sorry but I'm not using MT for backtesting. I am using Matlab, which is why I need an actual algorithm for converting this 1min data into 5min data accurately. MT is good but I like the flexibility and power of Matlab.

Actually thats where Im getting it from lol

Awesome. Thanks, that answered everything!

Does anyone know whether all the markets close (for a broker) simultaneously? It's not like EURUSD will trade for a couple hours more than the USDJPY or something like that, right? In theory, the data should be matched, right?

Figured it out. Thanks — yeah, I used a similar approach to reply #1, except I used OrderCloseTime to figure out whether it was a closed order or open order. (Then used OrderType)

Awesome. Thanks.

Ok. I managed to figure out the error 0 - it is a logic error in the updatestoploss function. But there is still the issue of the ea not recognizing that the stoploss has been hit and the trade is closed. I believe this is the main error. This and ...