Place trades according to a local trade history file

Motivation

I have some live trade history files saved in csv, I would like to use MT5 to get the backtest result. Additionally, I sometimes need to modifies the SL/PT level of the trades, to see if its better than the original trades.

Provided csv file description

Read the provided csv trades history, which has the following files

  ID : position id

  Symbol : traded symbol

  Volume : traded lotsize, >0 for buy, <0 for short.

  En_Time : enter time of the position

  SL : stop loss price level placed when enter the trade, can be emtpy.

  PT  : profit take price level placed when enter the trade, can be emtpy.

  Ex_Time : exit time

Rows are sorted by “En_Time” file, the time format is “YYYY-MM-DD HH:MM:SS”.

What should the EA do

1.  Parse the csv file.

2.  In “OnTick” block, Place market order on time of “En_Time”, for “Symbol” with lotsize “abs(Volume)”, with direction of “sign(Volume)”. If “SL” and “PT” if not empty, place SL/PT according to the prices. The comment of the trade is set to “ID”

3.  If SL/PT is not hit, or there wasnt, exit the trade on time of “Ex_Time”.