Tick Collector and Playback in Tester
Hi everybody!
I see there are a couple of tick collectors out there. But before I try which one is ok, I don't see any of them telling how to playback the ticks in Tester, which is supposed to be the primary objective of collecting the ticks. Most collectors save ticks in csv file but Tester is expecting hst file.
Can anyone point me to the right place that have instruction for the total solution (collect & playback)? Many thanks!
The tester actually uses a fxt file for the ticks and the hst files too.
Hi Raptor, what do you mean? txt file? How to make use of that in Tester?
The tester actually uses a fxt file for the ticks and the hst files too.
Hi Raptor, what do you mean? txt file? How to make use of that in Tester?
Following these processes may help your understanding of .fxt files.
Birt's site is a very good point to start. But it downloads data from Dukascopy and not from your own broker so provided data may be quite different. I decided to start to collect data from brokers I trade with, by ticks data collector (an EA running in MT4, for example https://www.mql5.com/en/code/10483, but similars are available, too). The problem is that these generate only .fxt files or generate .csv files in other format than expected in csv2fxt.
My problem is that even if I could create proper .csv files and convert them to .fxt and .hst MT4 will require Birt's tick data suite to use it at strategy tester. Tick data suite is a very good solution (all credits go to Birt) but it's not free and it requires a monthly subscription (altough a free trial is available).
By using an own data collection method as an EA we could build a more precise database built on our broker data which could be completely free. But these data collectors do not generate .hst files.
So my question is that is there any method to build .hst file from an .fxt or .csv file which could be able to use as source for backtesting?
Thanks for your answer,
ebhfor
Birt's site is a very good point to start. But it downloads data from Dukascopy and not from your own broker so provided data may be quite different. I decided to start to collect data from brokers I trade with, by ticks data collector (an EA running in MT4, for example https://www.mql5.com/en/code/10483, but similars are available, too). The problem is that these generate only .fxt files or generate .csv files in other format than expected in csv2fxt.
My problem is that even if I could create proper .csv files and convert them to .fxt and .hst MT4 will require Birt's tick data suite to use it at strategy tester.
1. Tick data suite is a very good solution (all credits go to Birt) but it's not free and it requires a monthly subscription (altough a free trial is available).
2. By using an own data collection method as an EA we could build a more precise database built on our broker data which could be completely free. But these data collectors do not generate .hst files.
3. So my question is that is there any method to build .hst file from an .fxt or .csv file which could be able to use as source for backtesting?
1. incorrect, a monthly fee is NOT needed.
2. converting CSV to hst is very easy, just use the History Center and import the M1 data. hst files are M1 and above, NOT tickdata
3. there is no point building hst from fxt . . . the issue is how to use a fxt file that you have generated ? you need to modify MT4 to stop it overwriting your fxt file. fxt is the source of ticks for the Strategy Tester.
Look in tester/history you will find a fxt file.
Thanks! I thought it was in '/history'. Now I got it in '/tester/history'. It does give me insight that I am actually looking for ticks for testers, not the main charts.
Following these processes may help your understanding of .fxt files.
It seems to be comprehensive but I'm not sure if the information there is a bit outdated. For instance, I find that I cannot download Dukascopy tickdata for a period but a day at a time only......................
http://www.dukascopy.com/swiss/english/marketwatch/historical/?ibref=2061
It seems to be comprehensive but I'm not sure if the information there is a bit outdated. For instance, I find that I cannot download Dukascopy tickdata for a period but a day at a time only......................
http://www.dukascopy.com/swiss/english/marketwatch/historical/?ibref=2061
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
You agree to website policy and terms of use
Hi everybody!
I see there are a couple of tick collectors out there. But before I try which one is ok, I don't see any of them telling how to playback the ticks in Tester, which is supposed to be the primary objective of collecting the ticks. Most collectors save ticks in csv file but Tester is expecting hst file.
Can anyone point me to the right place that have instruction for the total solution (collect & playback)? Many thanks!