Experts: Get M1 OHLC data for MetaTrader 4 backtesting

[Automated-Trading]

Get M1 OHLC data for MetaTrader 4 backtesting:

Usually most brokers do not provide M1 data over 3 months in MetaTrader 4, but they provide M1 data over 3 years in MetaTrader 5. So we can use this tool to obtain the M1 data in MetaTrader 5 tester and save the data into .hst file for MetaTrader 4 backtesting.

How to use it?

• Test EA in MetaTrader 5, select M1 time frame and 1 minute OHLC.
• After testing finish, the .hst file is saved in tester folder, copy it to your MetaTrader 4 history folder.
• Use period converter script to convert M1 .hst to other timeframes. https://www.mql5.com/en/code/19839.

Author: Ziheng Zhuang

[Ziheng Zhuang]

Aimak:

I tried this EA but I cannot find the resulted HST. Not in tester folder nor in MQL5\Files

Also, searching for files with "hst" returns no results.

After testing finish, click "Journal" tag (see the above screenshot), right click, open tester folder:

The  "EURGBP1.hst" file is in  Yourdatafolder\Tester\Agent-127.0.0.1-3000\MQL5\Files

[Ziheng Zhuang]

Aimak:

Thanks for your reply.

I'm a bit confused. In my Tester folder I can only see Cache and Log folders.

By the way. I do not have installed the MT5 Agent service. Does this matter?

Sorry, I am not sure, but I think it has nothing with MT5 Agent service.

why you do not have the Agent-127.0.0.1-3000 folder, you may ask desk service for help.

[Vitaly Muzichenko]

Automated-Trading:

Obtaining OHLC data on M1 for testing on history in MetaTrader 4:

Author: Ziheng Zhuang

Why do this when there is a ready-made MT5 product where you can test everything with much more plausible results, plus multi-currency, and bonus cloud that speeds up testing.

MT4 tester is rubbish!

[Ziheng Zhuang]

Vitaly Muzichenko:

Why do it, if there is a ready-made MT5 product, in which you can test everything with much more plausible results, plus multicurrency, and as a bonus cloud that speeds up testing.

MT4 tester is rubbish!

Yes, MT5 is too much better than MT4, but most traders prefer MT4, this is reality.

[Ziheng Zhuang]

In MT4 testing, a lot of people buy historical data from everywhere, and a lot of third-party data on the web has pits, so it's hard to find high-quality data.

So the best way is to find a platform provider that offers both MT5 and MT4, get M1 data from the platform's MT5, and then test it on its MT4 platform.

[Ziheng Zhuang]

A reminder is necessary:

Before converting data in MT4, you have to log in to your MT4 account and display all the instruments in the "Market Quotes" window. The purpose of doing this is to get the instrument properties, i.e. contract specifications (spreads, rates, commissions, trading patterns, bars, etc.).

This is done in order to get the contract specifications (spreads, rates, commissions, trading modes, bars, etc.), as they are needed for testing purposes.

Log in to your account, show all instruments, then you can delete your account password and convert your data.

[Ziheng Zhuang]

Some of you may need txt data for Python testing.

Then just modify the format of saving data in EA with parameter 1

void OnDeinit(const int reason)
  {
//--- 
    //hstBar.SaveData(0);
      hstBar.SaveData(1);   //1 is saved as a txt file, which can be used for Python testing.

  }

[Neal_Van]

Automated-Trading:

Get M1 OHLC data for MetaTrader 4 backtesting:

Author: Ziheng Zhuang

I don't see these options. I have it installed as an EA and it is on the chart but these options shown in the picture are not shown on my end. Any advice on using this?

[Ziheng Zhuang]

Neal_Van:
I don't see these options. I have it installed as an EA and it is on the chart but these options shown in the picture are not shown on my end. Any advice on using this?

Ctrl+R to popup the tester.

[Ziheng Zhuang]

https://www.mql5.com/zh/forum/267184