Download MetaTrader 5

backtesting and historical data

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chinaski
890
chinaski  

Getting historical data seems to be a challenge. Is it possible to copy existing .hcc files in your base folder in order to use them

for backtest (or charts).

- Are there issue about MT5 version ?

- Are data from MetaQuotes demo server accurate ?

 

Thank you 

Alexey Petrov
Admin
1220
Alexey Petrov  
You can use this script from Code Base for downloading price history: https://www.mql5.com/en/code/302
downloadhistory.mq5
downloadhistory.mq5
  • votes: 8
  • 2011.02.28
  • Aleksey Sergan
  • www.mql5.com
The script downloads historical data (for the current symbol), available at trade server.
chinaski
890
chinaski  

Hello Alexx,

applied already this script. With ActiveTrades no impact.

With MetaQuotes demo server, i got much more quotes.

However, there seem to be different directories for quotes for testing and normal charting (and Expert Run).

So finally i have 2 problems:

1. How meaningful is my backtest when quotes coming from different source than my real Broker 

2. How meaningful is my backtest when quotes coming from different local source when backtesting (below tester folder)

 

Can anyone clarify or give more information ? 

Alexey Petrov
Admin
1220
Alexey Petrov  
chinaski:

applied already this script. With ActiveTrades no impact.

Available price history depends on the server (broker) you are connected to.

On the basis of the price history (for charting) the Strategy Tester creates special cache files for its purposes (actually the prices are the same).

1. Try to compare on the same period of history available at both sources

2. The above information about cache. The source changes only when you connect to another server.

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