I have a table of trades (file.txt).
time-> entry. time-> exit. direction of the trade.
I want to display these trades on a chart using the historical data of the past contract.
implementation idea: run simulated trading at increased speed. and during these trades read data from the file.txt.
if (platform==file(entry,exit,time)) put a marker of deals.
the logic code is written in an external file in a language other than the platform, so I cannot use the strategy directly for the test ..
question: is my reasoning about implementation correct or not?
If yes:
1. What nuances should I know about?
2. What api do I need?
3.How to set the maximum speed of simulated trades?
if not true:
1. how to solve this problem?
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