Using different datasets to the different timeframes would be exactly the solution I am looking for. Could you give me a clue how can I achieve this?

If I understand you well, I need to do the following, by two different scripts (because of the different BarPeriod)

Code
[loader.c]
- start a loader script, BarPeriod = 60*4, LookBack = X
- load the X H4 bar data by iterating every assets, from the broker
- save as file, as a CSV dataset
[trader.c]
- start the trading script: BarPeriod = 1, LookBack = X
- load the H4 dataset from file, and use the prices to analyze
- analyze M1 bars normally, make the decisions, make trading


And everytime I start trading, I need to first run the loader to download the H4 bars as datasets.
Am I correct?

I see the dataset help page,
https://zorro-project.com/manual/en/data.htm
but still can't figure out how can I use datasets it in the same way as backesting as realtime trading, because I need to update somehow the H4 dataset time-by-time, during the backtesting and also in the trading

Last edited by NorbertSz; 07/30/22 17:21.