Ah, well I'll look into coding it myself then =) If you don't use MT4, what DO you use? Almost all of my practice has been done on MT4, using various brokers. However, I've heard some experienced traders say that MT4 inherently disadvantages the trader and favors the dealer, among other criticisms. However, I haven't come across any solid alternatives for the individual trader that offer automated trading... I'm aware this gets off topic, but I enjoy getting opinions from people in the business that I'm trying to break into.
I use OEC...they do a pretty good job and have a good platform. I know that Ninja 7 have finally got their act together...you may have a look at that too..my back up is Mirus as a broker.. NiN
This webpage has some good instructions on how to use Dukascopy's historical data to vastly improve your modelling quality: http://eareview.net/tick-data
Thanks BigFunky. That sounds really appealing, but do you think it's helpful to backtest on Dukascopy's data, but then trade on another broker's price feed? I feel like if I'm going to open an account with a particular broker, I should test an EA on their price feed. Does that logic seem right?
It would make sense if all the required data was supplied by your broker, but as your modelling quality of 40% indicates, the tester is having to guess what happens within a bar, so the result isn't going to be a true reflection of live trading. Besides, if your broker's datafeed differs significantly from Dukascopy, then you shouldn't be trading with them.