importing tick data to history center

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I'm trying to import tick data into the history center and have the following questions:

1. In the history center data columns, would the tick BID price be entered into all the price columns (OPEN, HIGH, LOW, CLOSE), and the VOLUME column be set to 1?

2. Would the tick data be imported into the existing M1 data set and be mixed with the M1 bar data? If so, how does the strategy tester differentiate between the tick data and the existing bar data?

Thanks for your help.
 
article about backtesting and FXT file format coming soon
 
Slawa,

What is the estimation of getting this article about backtesting and the FXT file format ?

This is one of the areas I think many people are greatly interested in at the moment. Is it also worthwhile for users to perhaps add to this thread on what areas of the backtester need further explaination ?

Regards
Martin
 
"Strategy Tester: Modes of Modeling during Testing"
"Testing Features and Limits in MetaTrader 4"

in half hour time i'll translate topic about FXT from russian forum
 
Generated file begins with header
struct TestHistoryHeader
  {
   int               version;            // must be 402
   char              copyright[64];
   char              symbol[12];
   int               period;
   int               model;              // 0-every tick  1-control points  2-open prices
   int               bars;               // bars processed
   time_t            fromdate;
   time_t            todate;
   double            modelquality;
   //---- common parameters
   char              currency[12];
   int               spread;
   int               digits;
   double            point;
   int               lot_min;            // minimal lot-size multiplied by 100
   int               lot_max;            // maximal lot-size multiplied by 100
   int               lot_step;
   int               stops_level;        // minimal stops indentation in points
   int               gtc_pendings;       // good till cancel
   //---- profit calculation parameters
   double            contract_size;
   double            tick_value;
   double            tick_size;
   int               profit_mode;        // profit calculation mode { PROFIT_CALC_FOREX=0, PROFIT_CALC_CFD=1, PROFIT_CALC_FUTURES=2 }
   //---- swaps calculation
   int               swap_enable;        // 0 - disable, 1-enable
   int               swap_type;          //  { SWAP_BY_POINTS=0, SWAP_BY_DOLLARS=1, SWAP_BY_INTEREST=2 }
   double            swap_long;
   double            swap_short;         // swap sizes
   int               swap_rollover3days; // day (usually 3) of treble swaps
   //---- margin calculation
   int               leverage;
   int               free_margin_mode;   // { MARGIN_DONT_USE=0, MARGIN_USE_ALL=1, MARGIN_USE_PROFIT=2, MARGIN_USE_LOSS=3 }
   int               margin_mode;        //  { MARGIN_CALC_FOREX=0, MARGIN_CALC_CFD=1, MARGIN_CALC_FUTURES=2, MARGIN_CALC_CFDINDEX=3 };
   int               margin_stopout;
   double            margin_initial;
   double            margin_maintenance;
   double            margin_hedged;
   double            margin_divider;
   char              margin_currency[12];
   //---- commission calculation
   double            comm_base;          // base commission
   int               comm_type;          // base commission type { COMM_TYPE_MONEY=0, COMM_TYPE_PIPS=1, COMM_TYPE_PERCENT=2 }
   int               comm_lots;          // per lot or per deal   { COMMISSION_PER_LOT=0, COMMISSION_PER_DEAL=1 }
   //---- generation info
   int               from_bar;           // bar number "fromdate"
   int               to_bar;             // bar number "todate"
   int               start_period[6];    // lesser period beginning bar number
   //----
   int               reserved[64];
  };


then follows bar states array

#pragma pack(push,1)
struct TestHistory
  {
   time_t            otm;                // open time
   double            open;               // current bar values
   double            low;
   double            high;
   double            close;
   double            volume;
   time_t            ctm;                // current time (time of this bar state)
   int               flag;               // expert launch flag (0-bar is modified but expert not launched)
  };
#pragma pack(pop)


fxt file should be placed in the tester/history directory. name format is SSSSSSPP_M.fxt where
SSSSSS - symbol name same as in symbol field in the header
PP - timeframe period must be correspond with period field in the header
M - model number (0,1 or 2)

our source for check of adequacy for your information

   _snprintf(tmp,sizeof(tmp)-1,"%s\\tester\\history\\%s%d_%d.fxt",ExtProgramPath,scheme->symbol,scheme->period,model);
   if((m_file=fopen(tmp,"rb"))!=NULL)
     {
      //---- header adequacy check
      if(fread(&m_header,sizeof(m_header),1,m_file)==1 &&
                m_header.version==TestHistoryVersion   &&
                m_header.model==model && m_header.period==scheme->period &&
                strcmp(m_header.symbol,scheme->symbol)==0)
        {
         //---- next check
         if(m_header.bars<=100   || m_header.modelquality<0.0 ||
            m_header.spread<0    || m_header.spread>100000 ||
            m_header.digits<0    || m_header.digits>8 ||
            m_header.lot_min<0   || m_header.lot_step<=0 ||
            m_header.leverage<=0 || m_header.leverage>500 ||
            m_header.swap_rollover3days<0 ||
            m_header.swap_rollover3days>6 ||
            m_header.stops_level<0) refresh=TRUE;
         //---- if recalculation is not needed then set m_testes_total and exit
         if(refresh==FALSE)
           {
            m_testes_total=(_filelength(_fileno(m_file))-sizeof(m_header))/sizeof(TestHistory);
            return(TRUE);
           }
        }
      //----
      fclose(m_file);
      m_file=NULL;
     }
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