Convert ticks to M1 MT5

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Georgios Kourogiorgas
423
Georgios Kourogiorgas  

Hi. I have imported tick data (~12GB) from tick data suite to a custom symbol that is actually a copy of EUR_USD. I then tried to run a backtest but I got a message that there is no history. Then I got M1 data from tick data suite and imported them to MT5 for that custom symbol. I didn't get any error while or after importing. Then I started the backtest and I got the same error that there was no history. I opened the symbol dialog box and there was nothing in M1 as if I hadn't imported anything. Then I saw this post about not being able to import more than 130k data which I tried but still nothing.

Bear in mind that my data had >0 values in Tick Volume and 0 in Volume.

Any ideas?

Jean Francois Le Bas
1061
Jean Francois Le Bas  
why don't use use the "backtest based on real ticks" option ? it will download tick data from broker
Alain Verleyen
38997
Alain Verleyen  
Jean Francois Le Bas:
why don't use use the "backtest based on real ticks" option ? it will download tick data from broker
Probably because your will not get history ticks before 2017 from your broker.
Alain Verleyen
38997
Alain Verleyen  
Georgios Kourogiorgas:

Hi. I have imported tick data (~12GB) from tick data suite to a custom symbol that is actually a copy of EUR_USD. I then tried to run a backtest but I got a message that there is no history. Then I got M1 data from tick data suite and imported them to MT5 for that custom symbol. I didn't get any error while or after importing. Then I started the backtest and I got the same error that there was no history. I opened the symbol dialog box and there was nothing in M1 as if I hadn't imported anything. Then I saw this post about not being able to import more than 130k data which I tried but still nothing.

Bear in mind that my data had >0 values in Tick Volume and 0 in Volume.

Any ideas?

MT5 is silent (or almost) when there is an importation issue. You should try to play with the import settings on a small excerpt of the data. Importing ticks from Tick Date Suite to MT5 is working well.

You only need to import ticks, if it works correctly, the bars will be created automatically by MT5.

Georgios Kourogiorgas
423
Georgios Kourogiorgas  
Alain Verleyen:

MT5 is silent (or almost) when there is an importation issue. You should try to play with the import settings on a small excerpt of the data. Importing ticks from Tick Date Suite to MT5 is working well.

You only need to import ticks, if it works correctly, the bars will be created automatically by MT5.

OK. Just wanted to make sure I am not doing something wrong. Tick data from tick data suite are from 2003 from dukascopy and I think it is better than some other free source. I guess other more expensive ones should be better.

I will keep trial and error...

Georgios Kourogiorgas
423
Georgios Kourogiorgas  
Alain Verleyen:

MT5 is silent (or almost) when there is an importation issue. You should try to play with the import settings on a small excerpt of the data. Importing ticks from Tick Date Suite to MT5 is working well.

You only need to import ticks, if it works correctly, the bars will be created automatically by MT5.

Do you know what this does?
https://www.mql5.com/en/code/20225
ThirdPartyTicks
ThirdPartyTicks
  • www.mql5.com
Third-party applications for MetaTrader 4 allowing to obtain a tick history from various sources have always been popular. This history is typically used in the Strategy Tester for checking the operation of Expert Advisors as well as for conducting research (such as machine learning, etc.). Some sources of quotes discussed by users have become...
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