I have tick level data that I have logged for the last few months. I would like to now create a custom HST file with the tick level data so that I can do extremely accurate backtesting.
Can anyone point me to some documentation, or give me an example of how to create the custom HST files?
HST file if for MT4. If your question is bout MT4, post here please.
Here it's about MT5, and you can't create custom history data for MT5.
Please look at this example: https://www.mql5.com/en/code/780
Why asking same question already answered ? Hoping the answer will change ? :-d
At the moment there is no way to make custom data for MT5 plateform. You can export data by some methods, as Andrey show you. But you can't import. May be in the future, Metaquotes will decide to publish neccesary informations to do it. I don't know. If you need more details, try a request to Service Desk.
Yes I was hoping there was a difference between hst and dat files ;) I didn't realize I was asking the wrong question. I'm looking at the example Andrey sent, I'll let you guys know if I come up with anything.