I read that thread. It talks about both volume and ticks. MT4 uses the number of ticks that come in during a bar as volume. The function is Volume or iVolume(Symbol(),Period(),0) to specify a different volume than the current symbol or timeframe.
The thread you pointed me to had a question at the end, which is the same question I need an answer to. Does Tickstory export volume in the sense MT4 counts it, or does it not. This is unclear, as is the settings needed to get this if indeed it is obtainable.
Why is this important? There are indicators that use Volume in MT4. If that information is incorrect, then the results obtained during backtesting are incorrect, and the time is wasted and the results can't de depended upon.
I will use an indicator in my tests that uses Tick Volume. It is Bill William's Market Facilitation Index available as a default indicator in MT4. Now I don't know if this is the type of volume that Bill Williams used since he traded the mini and the videos I watched were from 20 years ago on YouTube. So maybe we need to have choice between real volume as traded in stocks (number of contracts) and tick volume as MT4 has had for years and not real volume (tick volume being number of ticks, or price changes, that come in from broker during bar).
I did two tests, one exporting with filter duplicate ticks unchecked and one with it checked. In both tests, Suppress volume is unchecked since this is what we want - volume in our backtests. I exported last month of data EURUSD and used M5 in my backtest (even though Bill Williams only uses Daily charts, I wanted to get quicker results so backtested a lower timeframe just to see if the EA traded per rules like it is supposed to, per my understanding of Bill's rules). I got two different results when I backtested. I checked and saw that in History Center that the Volume column was different for each one. I saved as cvs out of MT4 the visual backtest charts and opened in excel. I took screen shots of the excel files and the charts. I placed the first set on the left and the second set of test chart pic and excel file on the right. You can see the differences and yes it makes a difference in backtesting.
So my questions are:
1. Which one, if either, uses MT4 Tick Volume which is what I think we need since MT4 doesn't use volume in any other ones does it? The Volume function is what is used in the indicator in MT4 I am almost certain.
2. If Tickstory doesn't export MT4 Tick Volume to MT4 then when can this be added?
3. And when would it be possible, if ever, to have it implemented to have the volume needed but also have smaller files and faster backtesting like when Filter duplicate ticks is checked?
4. DO we need real volume also? (Note: I don't know anything about spread, but of course if real spread during backtesting could be used that would be something that we wouldn't need a switch for since it would always be wanted).
This same volume information is used in offline charts also, so it is important.
Thanks! In advance.