Bring back tick generation methods

[Tantalus]

This is more of an Old Feature Suggestion than a New Feature Suggestion... I noticed that the latest version (2.6) has dropped two of the methods of calculating ticks that used to be there. I don't know why this was done, as I found all of them useful for their own purposes.

Actually, the least useful method is one that was kept - OHLC. This creates too few ticks that are too large in size. Not at all accurate and it's a real problem if you're running a strategy that makes decisions on a tick-by-tick basis. It's only useful for strategies that wait until a bar is closed to do their work.

I found the most useful was the point-by-point method... it's gone now

Any chance of bringing it back? Some of my most promising Strats and Indies are acting quite strangely now due to the very grainy ticks the OHLC method creates.

[FT Support]

Hello Brian,

Actually we removed point-by-point method because it was NOT accurate in comparison with real market.
Real market do not act this way, in real market price goes up-and-down inside one bar but if you generate ticks as point-by-point then the price goes only in one direction within one minute bar so you will get incorrect testing results.

If ticks are so important for you then we recommend to use our VIP data service which will give you real historical ticks for your testing. If it is too expensive for you then let us know and we'll offer you the discount for VIP data service.

[Tantalus]

I still think this would be very useful and I still miss it. The VIP service would not allow me to use any data I want on a tick-by-tick basis (for instance hourly or daily data of stocks and commodities) the way that the old tick generation methods would.