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Historical Data

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ebrachos
22
ebrachos 2012.05.03 15:50 

I would like to ask if there is any chance to use my own historic data in MT5.

Is it true that I must have a broker and try then to get the historic data from him?


thanks

Hell-Seo
90
Hell-Seo 2012.05.04 00:42  
ebrachos:

I would like to ask if there is any chance to use my own historic data in MT5.

Is it true that I must have a broker and try then to get the historic data from him?


thanks

You can also use a free Demo account from metaquotes. Anyway, every broker will have some little differences in their datas (it's stupid but it's like that)..

As soon as you're connected to an account (broker or metaquotes) and you start strategy tester, the software will download historical data for the targetted period in your strategy and will use the data from the account you're connected to.

I hope it helped.

Documentation on MQL5: Standard Constants, Enumerations and Structures / Environment State / Account Properties
  • www.mql5.com
Standard Constants, Enumerations and Structures / Environment State / Account Properties - Documentation on MQL5
Alexander Piechotta
6954
Alexander Piechotta 2012.05.04 00:50  
Technical Indicator Custom Chart
  • 99.95 USD
  • Konstantin Gruzdev
  • mql5.com
iCustomChart indicator allows to create custom charts based on custom history files. Open history file format is used. iCustomChart demo version can be downloaded for free . Contents : Advantages and...
Stephen Njuki
5180
Stephen Njuki 2012.05.04 15:43  
How will custom price data work with meta tester when testing on a given historical period? How will conflicts be resolved between the two data sets?
Documentation on MQL5: Standard Constants, Enumerations and Structures / Chart Constants / Types of Chart Events
  • www.mql5.com
Standard Constants, Enumerations and Structures / Chart Constants / Types of Chart Events - Documentation on MQL5
Paladin80
704
Paladin80 2012.05.07 10:11  

Hell-Seo:

...

As soon as you're connected to an account (broker or metaquotes) and you start strategy tester, the software will download historical data ...

Before starting testing I strongly recommend you download data (F2->choose currency pair->click 1 minute(M1)->Download). Without this step testing may be performed incorrectly.
Hell-Seo
90
Hell-Seo 2012.05.07 19:53  
Paladin80:

Before starting testing I strongly recommend you download data (F2->choose currency pair->click 1 minute(M1)->Download). Without this step testing may be performed incorrectly.

Can you explain to me what can happen in this case? (It will maybe help me temporary fixing a issue that i have).


Thanks!

Stephen Njuki
5180
Stephen Njuki 2012.05.08 13:31  

Custom price data, as explained in the links above, would be good for manual trading. But when using metatester we have to depend on the broker or metaquotes for accurate price data and at the moment there are significant discrepancies in metaquotes' data that are leading to varied results for my EA. It seems the hcc data files have been changed drastically recently in fact some are now as large as 41mb. This price data inconsistency and inability on our part to direct a custom data feed for metatester I think is a major let down for mql5 at the moment.
Stephen Njuki
5180
Stephen Njuki 2012.05.13 20:19  

The errors below are persisting no matter how many times I re-download the data from MetaQuotes. And of-course the problem is we cannot use custom price data in strategy tester simulations of EAs.


1


Second
Stephen Njuki
5180
Stephen Njuki 2012.05.14 14:27  
My EA works OnTimer and not OnTick. When I make a pass after selecting M1 time frame strategy testerstopsat the beginning and claims data is not present.

When I make a pass using the daily time frame, strategy tester runs up to 86% then stops and claims data is missing.

This is a serious problem and I think the long term solution to this is to have every user backup a custom price data set in a database that can be accessed by strategy tester when making passes.

Presently you can access a custom price buffer as a visual indicator but I think meta quotes needs to seriously start thinking about the preservation and security of price data via a database that can be accessed by strategy tester instead of always relying on broker or meta quotes data.
Documentation on MQL5: Standard Constants, Enumerations and Structures / Chart Constants / Types of Chart Events
  • www.mql5.com
Standard Constants, Enumerations and Structures / Chart Constants / Types of Chart Events - Documentation on MQL5
Stephen Njuki
5180
Stephen Njuki 2012.05.20 17:55  
For the past week I have been unable to use the tester because price data is missing... this is despite synchronising and following all the data access rules outlined by meta quotes

WHEN WILL THIS BE RESOLVED!!?
Stephen Njuki
5180
Stephen Njuki 2012.05.25 03:34  
Guys it's now 2 weeks.... I think brokers should simply start offering APIs and let there users program there own algorithms because Metaquotes is certainly not a value add.
12
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