I've done some limited manipulation of tickdata in the past but not ready to go there yet (I have so much to play with already being the Zorro n00b that I am). Some interesting research I've done before with synthesizing tickdata included grabbing different segments of multiple price streams and sewing them together in a normalized fashion (ie, take a week from EURUSD and sew it to the next week of GBPUSD, normalized, for example). The intent with that research was to try to improve robustness of the strategy, but also because the testing platform did not (at the time) support multiple currencies at once I think.
Yeah, that sound fun. I've even seen somewhere that people created some artifical forex index which is more tradable than it's components. By the moto, if you can't create profitable strategy for the market, create market that suits your strategy.
I like that idea.
And I like that you're thinking out of the box, just like I'm trying to do occassionaly. Stick with Zorro, it's a great tool. And most importantly have fun!
