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Creating custom symbols pushes the boundaries in the development of trading systems and financial market analysis. Now traders are able to plot charts and test trading strategies on an unlimited number of financial instruments.
The article describes the creation of a custom exchange symbol using the MQL5 language. In particular, it considers the use of exchange quotes from the popular Finam website. Another option considered in this article is the possibility to work with an arbitrary format of text files used in the creation of the custom symbol. This allows working with any financial symbols and data sources. After creating a custom symbol, we can use all the capabilities of the MetaTrader 5 Strategy Tester to test trading algorithms for exchange instruments.
The development of trading strategies is associated with handling large amounts of data. Now, you are able to work with databases using SQL queries based on SQLite directly in MQL5. An important feature of this engine is that the entire database is placed in a single file located on a user's PC.