Integrating of MT4/MT5 with a 3rd party datafeed ?

 

Hello everyone


and thanks for paying attention to my question!


I am newbie who has chosen Metatrader for systems trading but I ran into a problem for which I need a little bit of outside help:

For the creation of a robust system I need a lot of 1 minute intraday price data to train the system - maybe 10 years of 1 m intraday price history.

Since I suspect that no one MT4/MT5 broker offers such a deep price history I decided to use a 3rd party datafeed like DTN Iq feed, eSignal and IB TWS for

the training data which I can easily download in the form of a CSV file and train the system on it. But then the trading system must use the same 3rd party

data feed inside MT4/MT5 for the generating of the trading signals because if the system is applied on another datafeed (the brokers one) the trading signals

will be different and maybe wrong due to the difference between the brokers data feed and the 3rd party data feed. 


So my question is - Is there any direct or indirect way (through a bridge application) that makes it possible for MT4/MT5 to accept (to integrate) a 3rd party

data feed like above for live charting in real time so that a trading system that is trained on that 3rd party feed can also be applied on the very same feed for

the generating of the trading signals in real time ?


In the same regard I want to ask if anyone knows of a MT4/MT5 broker who offers intraday data for forex, index, stocks and futures that goes several years back ?


Also in the same context - Can MT4/MT5 be setup to read a CSV file from disk automatically every 30 seconds or at least every 1 minute ?


Regards

Christian

 
moonw541_gmail.com:

Hello everyone


and thanks for paying attention to my question!


I am newbie who has chosen Metatrader for systems trading but I ran into a problem for which I need a little bit of outside help:

For the creation of a robust system I need a lot of 1 minute intraday price data to train the system - maybe 10 years of 1 m intraday price history.

Since I suspect that no one MT4/MT5 broker offers such a deep price history I decided to use a 3rd party datafeed like DTN Iq feed, eSignal and IB TWS for

the training data which I can easily download in the form of a CSV file and train the system on it. But then the trading system must use the same 3rd party

data feed inside MT4/MT5 for the generating of the trading signals because if the system is applied on another datafeed (the brokers one) the trading signals

will be different and maybe wrong due to the difference between the brokers data feed and the 3rd party data feed. 


So my question is - Is there any direct or indirect way (through a bridge application) that makes it possible for MT4/MT5 to accept (to integrate) a 3rd party

data feed like above for live charting in real time so that a trading system that is trained on that 3rd party feed can also be applied on the very same feed for

the generating of the trading signals in real time ?


In the same regard I want to ask if anyone knows of a MT4/MT5 broker who offers intraday data for forex, index, stocks and futures that goes several years back ?


Also in the same context - Can MT4/MT5 be setup to read a CSV file from disk automatically every 30 seconds or at least every 1 minute ?


Regards

Christian

You could download datas and import it into MT5.

Reason: