Best method to automatically update history files in MT4?
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Hi all, done some research on the following, and have hit a wall. In MT4 this seems to be more difficult to do, compared to MT5. Maybe I'm not searching in the right corner of the forum or internet? Wouldn't be surprised if I missed stuff. Hope someone here can point me in the right direction for the following:
Goal: To programmatically collect historical data (minute data is fine for my purposes) on an ongoing basis to support automated batch optimization processes. I would like to have more M1 data than the broker provides for optimization. I would like this to be as "hands-off" as possible, and let it run on a VPS unattended.
The method that I have tried: Using the MT history center M1 data as the "seed" for my history, I have been able to code functions to continually update a CSV file with the live data from the broker, which is very close to what I want ... but I am finding difficulty in creating the updated HST files directly from it. On some occasions the HST loads in offline mode but MT4 reports errors in the HST (but not what the errors are.) And, sometimes MT4 locks up when I open an HST in offline mode.
Being unable to read the HST directly makes troubleshooting this a pain in the neck. I found "Binary file unscrambler.mq4" on another forum, but it does not do a clean job of making clear the issues in the HST files. Also, with some of the data from the history center and some of it from the broker's feed, not sure if the resulting data set I am creating will have enough consistency to effectively optimize my EAs.
I have experimented with simple_CSV2FXT and Birt_CSV2FXT and both of those are looking for a different format of data. I would have to do a lot of hacking to make either of those workable, and I am not sure if that is the best route to go. For those who would suggest it, I have studied the Period Converter as well, and have based most of my code upon it. (not that I'm the best coder out there for sure...)
But maybe I am re-inventing the wheel and not doing this the most efficient way possible? What techniques/methods do you MT4 coders use to accomplish hands-off history updates? Although I would like to avoid using a paid service, is there a way to fully automate one of the various tick-data sites? Or maybe there is some code out there that I haven't run into yet?
Thanks for the assistance