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How import csv ?

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Fer137
33
Fer137  
How import/export csv history data in MT5 ?
Rashid Umarov
Admin
12402
Rashid Umarov  
You can save history data from menu File - MetaTrader 5 HelpUser InterfaceMain MenuFile:

File

Commands for working with charts, managing of profiles, storing of history data and charts are collected in this menu, as well as charts printing properties. The following commands are available in the menu:

 

Command

Description

 

New Chart

Open a new chart window for the symbol. When the command is executed, a list of financial symbols opened at the moment in the "Market Watch" window will be opened. Selecting a symbol from the list one can open its chart.

 

Open Offline

Open the submenu of deleted charts for restoration. Deleted charts are stored if "Save deleted charts to reopen" is enabled in the terminal settings. All templates of deleted charts are stored in the /Profiles/Deleted directory. When this command is executed, these templates are called and the corresponding chart is opened. Any template of deleted charts can be deleted using the corresponding command in this menu.

 

Profiles

Open the submenu for managing profiles. Profiles can be saved or deleted from this submenu, as well as previously stored ones can be downloaded.

 

Close

Close the currently active chart.

Save

Save

Save history data of the current chart as a text file in "CSV", "PRN" or "HTM" format;


Fer137
33
Fer137  
Rosh:
You can save history data from menu File - MetaTrader 5 HelpUser InterfaceMain MenuFile:

Thanks.  But i need import csv data, no only export. I do not see the option to import.

 

BTW, MT5 historical data in 1Minute are currently many holes. (Jumps of 1H or 1D in years previous to 2011).   This happens in metaquotes server and some brokers servers.

Fer137
33
Fer137  

Fer137:

Thanks.  But i need import csv data, no only export. I do not see the option to import. 

 BTW, MT5 historical data in 1Minute are currently many holes. (Jumps of 1H or 1D in years previous to 2011).   This happens in metaquotes server and some brokers servers.


Years in MT5 

(That with "maxbars-in-charts" 1000000 or unlimited) 

 

And hcs in tester/../history 

 

 

Imagine testing 1Minute with those files.

Import csv is necessary in many situations (cfd's,  etc.). But even more with this history data.

The MT5 Tester has features strikingly good. You have to solve these basic details.

 

Rashid Umarov
Admin
12402
Rashid Umarov  
It is not allowed neither to import your own history nor to create your own Symbol.

mstandifer
12
mstandifer  

Rosh, I would like to ask why this will not be allowed.

How else will we load complete data sets for periods not otherwise available for backtesting?

Or if the current data has holes in it...

Or will you still be able to just put in your own history data folders like in MT4?

chinabuaawd
27
chinabuaawd  
Fer137:
How import/export csv history data in MT5 ?
I am also quite concerned about this topic. To backtest a strategy in MT5 needs good history data, but no way to import data from outsource.
Sergey Golubev
Moderator
97568
Sergey Golubev  
chinabuaawd:
I am also quite concerned about this topic. To backtest a strategy in MT5 needs good history data, but no way to import data from outsource.


To baktest the strategy in MT5 we need real brokers' data (same data which we will use when trading with the broker).
We do not need some "virtual good data" which can be used for backtesting only.

As to MT5 so this trading platform is providing good backtesting/optinizing possibility to make it with 'every tick based on real ticks/ mode.

You can check this article for example: Testing trading strategies on real ticks

Forum on trading, automated trading systems and testing trading strategies

PriceChannel Parabolic system

Sergey Golubev, 2017.02.15 06:02


You can read this article (TESTING TRADING STRATEGIES ON REAL TICKS).

-------------------

Just an example -

MT4 and very old builds of MT5: I optimized the EAs from this thread just to find good settings for the pair, I was backtesting them, and I traded on demo for some time just to be sure that EAs are profitable.

With new builds of MT5: I will optimize the EAs from this thread to find the settings, and I will backtesting them with 'every tick based on real ticks' - and it will be same as trading by those EA on real account for many months or years!



Forum on trading, automated trading systems and testing trading strategies

MT4 & MT5 backtest

Sergey Golubev, 2017.02.17 20:53

If you are backtesting EA on MT5 using 'every tick based on real ticks' so it will be almost same with trading on MT5 platform with some particular broker (because it is based on actual historical data).

Example, read this thread: Why is it better MT5 than MT4?? Does it have fewer limitations ??? - this is the quote from the first post of the thread:

  • In MT5 you can backtesting robots with the closest possible conditions to the real market natively  (real tick data, real variable spreads, lag, slippage, etc). In MT4 you can't natively. You only can if you pay for a third-party software. If so, you also have to download history data from a few sources (there are many few, almost everyone uses the same source), transform it to MT4 format and open the platform through this third-party software in order to patch MT4 behavior. You take many hours to complete this process, and you have to repeat it every time you want to incorporate new data. 
    We have all seen hundreds of robots that obtained spectacular results in backtesting, but when operating in real account the results were very bad. This is mainly because they were made with conditions that had nothing to do with real market conditions.

For more information about it - read this summary.

--------------

As i know - some coders/traders are converting their MT4 EAs to MT5 just to backtest them and/or to find the settings with optimization to get the backtesting results that are closest to reality. 


Sergey Golubev
Moderator
97568
Sergey Golubev  
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