Please note that as of Tickstory v1.9.4, official Metatrader 5 support for 99% tick (and bar) back-testing is now available. To find out more, please see our "How to" Guides here:
https://tickstory.com/how-to-import-tic ... atrader-5/
https://tickstory.com/back-testing-in-m ... g-quality/
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Thanks for your feedback, Jeff.
Let's get something started here and see where things go:
MT5 Bar Data Import
To import 1-minute bar data into MT5, we have done the following steps:
1) Created a new custom symbol in MT5 (as described in
https://www.metatrader5.com/en/terminal ... nstruments).
2) 'Export to file' from Tickstory using the following parameters:
- Timeframe:
1-Minute (Select whatever bar time-frame you wish)
- Include header:
No
- Custom format:
{BarBeginTime:yyyy.MM.dd},{BarBeginTime:HH:mm:ss},{Open},{High},{Low},{Close},0,{Volume},10
(Note that Tick count/volume is not available, so we set it to zero. Note also that a fixed spread of '10' is used).
- Filename:
C:\Users\YourName\Documents\{Symbol.csv} (Specify a full, valid path and filename!)
3) In MT5, Import Bars for the custom symbol. Select the file that was exported in Step 2).
MT5 Tick Data Import
To import ticks into MT5, we have done the following steps:
1) Create a new custom symbol in MT5 (as described in
https://www.metatrader5.com/en/terminal ... nstruments).
2) In MT5, Import ticks for the custom symbol. Select the file that was exported in Step 2).
- Timeframe:
Tick
- Include header:
No
- Custom format:
{Timestamp:yyyy.MM.dd},{Timestamp:HH:mm:ss.fff},{BidPrice},{AskPrice},0,{BidVolume:F0}
(Note: 'Last' price isn't applicable for quote data so we have simply used zero as shown in the MT5 manual. You can use BidPrice if this is more applicable. The Bid Volume may also be of limited use given that its quoted in millions rather than an the expected whole number).
- Filename:
C:\Users\YourName\Documents\{Symbol.csv} (Specify a full, valid path and filename!)
3) In MT5, Import Ticks for the custom symbol. Select the file that was exported in Step 2).
4) When back-testing in MT4 Strategy Tester, ensure you select the "Every tick based on real ticks" option.
Feedback is of course welcome and we will use this as a basis to provide better integration with MT5.
As an aside, if tick data is not supported by the MT5 strategy tester, is there information about how the imported ticks are used?
Thanks!
EDIT: Updated export formats based on updates to the MT5 manual. Also made a few corrections.