Discussion of article "Creating and testing custom symbols in MetaTrader 5" - page 6

[vestrub]

fxsaber:

It's not an economy. CSV takes up more space in a day than hcc takes up in a week.

I have the opposite situation:

SCV - 99 kb, tkc - 132 kb, hcc -39 MB (i.e. hundreds of times more).

This is, I emphasise, after completely deleting the history of the symbol and restarting the terminal and recording the symbol "from scratch".

[fxsaber]

vestrub:

I'm experiencing the opposite situation:

SCV - 99 kb, tkc - 132 kb, hcc -39 MB (i.e. hundreds of times more).

This, I emphasise, after complete deletion of the history of the symbol and restarting the terminal and recording the symbol "from scratch".

This is due to debugging such a result. If it was done once a day, the savings would be questionable.

The developers are aware of this feature. I think they will fix it.

[vestrub]

fxsaber:

It's the debugging that did it. If it was done once a day, the savings would be questionable.

The developers are aware of this feature. I think they'll fix it.

I hope so. Because 50 characters, for a couple of days 20 GB take a bite....

Thanks for your help.

[fxsaber]

vestrub:

50 characters, in a couple of days 20GB take a bite out of it....

Please write down in detail what you are doing for this.

Using this on the first run, I get these numbers

• Interval: 26.02.2018 - 02.04.2018.
• Ticks: 3,333,473.
• Bars: 37 100.
• Source storage (CSV to ZIP): 19,157,093 bytes.
• hcc: 1,605,587 bytes.
• tkc: 11,577,280 bytes.
• CSV bars (export from MT5): 2,239,494 bytes.
• ZIP of this CSV: 416,369 bytes.
• 7z of this CSV: 310,301 bytes.

Further runs will increase hcc/tkc by about the same values. But tens of GB could not be obtained.

What raises questions is that hcc is 4 times larger than a primitive ZIP, and even applied to a text CSV.

[............ ............]

Does anyone know how to run strategy tester with imported tick data on custom symbol?

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If this is not a right forum to post, kindly suggest the appropriate forum so i can move it ; )

I am using MT5 version: 5.00 build 1795 (03 Apr 2018) on Win7.

Trying to run strategy tester with custom symbol which only has imported tick data.

According to the instruction on MQL website in below, ref:https://www.mql5.com/en/articles/3540 , strategy tester can run just with imported tick data and do not need imported minute data.

But when I try this with recent version of MT5, I could not get it running.

One thing I find is in new version of strategy tester, comparing with above old strategy tester, new one has dropdown box (circle in red) to select the minute data and lowest is "M1" and it doesn't have "Tick".

Therefore, when I import tick data into custom symbol (without minute data), I get below error.

Does anyone know how to run strategy tester with imported tick data on custom symbol?

Below is steps what I have done.

1. in Symbol window -> Tick tab, exported recent 1 week tick data from USDJPY

2. in Symbol window -> Specification tab, create a custom symbol (named USDJPY.custom)

3. in Symbol window -> Tick tab, import step 1 tick data into USDJPY.custom

4. in strategy tester, selected USDJPY.custom, select every tick based on real tick and select M1 (as i need to select something)

5. in strategy tester window, it complain it can't find M1 data...

I believe I read that MT5 will generate minute data from tick data if tick data is available. has the requirement changed for testing in tick data, need also min. of M1 data?

 

kind regards,

Soi

[fxsaber]

soi kawasaki:

I believe I read that MT5 will generate minute data from tick data if tick data is available.

It's not true!

#property script_show_inputs

#include <fxsaber\ThirdPartyTicks\CustomSymbol.mqh> // https://www.mql5.com/ru/code/20225

// Generate M1-history from ticks
void OnStart()
{  
  MqlTick Ticks[];
  CUSTOMSYMBOL Symb;

  if (Symb.IsCustom() && (CopyTicksRange(Symb.Name, Ticks, COPY_TICKS_ALL, 0, LONG_MAX) > 0))
  {
    Symb.AddTicks(Ticks);
  
    Symb.CreateHistoryRates();
    
    ChartOpen(Symb.Name, PERIOD_CURRENT);
  }
}

[............ ............]

fxsaber:

It's not true!

Hi fxsaber,

Thank you for sharing this!

Hi Alain Verleyen,

Apology for double posting, was going to delete it later but seems like i can't. will not do from next time : )

[vestrub]

fxsaber:

Write in detail what you're doing to make it happen.

Seems pretty standard to me:

Two terminals. Each terminal has 25 characters. Request ticks every 12 seconds. After that I update and redraw via CustomRatesUpdate and ChartRedraw.

P.S. I apologise for the long pause in replying. I thought that the topic would not be continued....

[Maxim Romanov]

If I create custom symbols through a formula, is there any way to specify in the formula to take the price close to the previous bar or a few bars back? For example, I want to take the eurusd price 5 bars ago and add it to the gbpusd price 3 bars ago.

[Ivan Titov]

Please clarify why custom symbol ticks recorded with CustomTicksAdd() or CustomTicksReplace() are deleted after the terminal is reloaded.