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How to create custom history (HST?) files

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paysonwelch
319
paysonwelch  

Hello,

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?

Simon Gniadkowski
Moderator
18024
Simon Gniadkowski  
paysonwelch:

Hello,

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?

For MT5 you can't . . .  as far as I know.  If you want to do it for MT4 you should search on the MT4 forum
MQL4: automated trading forum
  • www.mql5.com
MQL4: automated trading forum
Alain Verleyen
Moderator
32442
Alain Verleyen  
paysonwelch:

Hello,

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.

MQL4: automated trading forum
  • www.mql5.com
MQL4: automated trading forum
Andrey Voytenko
23734
Andrey Voytenko  
paysonwelch:

Can anyone point me to some documentation, or give me an example of how to create the custom HST files?

Please look at this example: https://www.mql5.com/en/code/780

Save history to HST
Save history to HST
  • votes: 12
  • 2011.12.27
  • Andrey Voytenko
  • www.mql5.com
The script exports historical data to HST format for its use in MetaTrader 4 client terminal. This file can be imported in MetaTrader 4 as historical data or you can open it as offline chart.
Simon Gniadkowski
Moderator
18024
Simon Gniadkowski  
avoitenko:

Please look at this example: https://www.mql5.com/en/code/780

How do you get the  hst  file back into MT5 ?
Alain Verleyen
Moderator
32442
Alain Verleyen  
RaptorUK:
How do you get the  hst  file back into MT5 ?
You can't, it's for use in MT4.
paysonwelch
319
paysonwelch  
Hi everyone, I was referencing HST since this is what I am used to. I dug into the AppData folder for MT5 and there are files called ticks.dat organized in folders for each instrument. These files appear to be coded using a binary system, e.g. they are not ASCII csv files. So the same question applies, e.g. how do I make custom dat files?
Alain Verleyen
Moderator
32442
Alain Verleyen  
paysonwelch:
Hi everyone, I was referencing HST since this is what I am used to. I dug into the AppData folder for MT5 and there are files called ticks.dat organized in folders for each instrument. These files appear to be coded using a binary system, e.g. they are not ASCII csv files. So the same question applies, e.g. how do I make custom dat files?

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.

Simon Gniadkowski
Moderator
18024
Simon Gniadkowski  
angevoyageur:

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.

I don't see why Metaquotes can't give me the option, activated by a tick box in the Strategy Tester, to use my own data either as  hst files or similar or as a pre-prepared fxt file or similar.
paysonwelch
319
paysonwelch  
angevoyageur:

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.

Alain Verleyen
Moderator
32442
Alain Verleyen  
RaptorUK:
I don't see why Metaquotes can't give me the option, activated by a tick box in the Strategy Tester, to use my own data either as  hst files or similar or as a pre-prepared fxt file or similar.
They can, obvisouly. I am interessed having that also. But this is not available at the moment. That's all what I said.
12
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