Convert Bitcoin tick data to MT4

General discussion about the Tickstory Lite software package.
Post Reply
Beepsi
Posts: 5
Joined: Thu Sep 26, 2013 12:48 pm

Convert Bitcoin tick data to MT4

Post by Beepsi »

Hello,

for Bitcoin traders there is tick data available for many exchanges here:
http://api.bitcoincharts.com/v1/csv/

This one is from the largest exchange, updated daily:
http://api.bitcoincharts.com/v1/csv/bitstampUSD.csv.gz

The format is Date/OHLC/Volume, for example:

2011.08.14,14:14,10.400,10.400,10.400,10.400,1

Now, can Tickstory convert this into MT4 ?

And, more important, how can we avoid a loss of ticks when we export to M1 ? A trade simulator I programmed uses the file above directly and starting 1.1.2014 uses approx. 2 million ticks till 1 June 2014. Once converted to MT4 via some conversion tools the amount of ticks is down to 600k which means rubbish results as these tools filter away anything that's not minute data.

Can Tickdata generate data wich keeps every single tick available ? I'm not an expert of your tool ;)

One "trick" I thought would be to preprocess the csv file and extract all lines within a wanted time period. Than modify the timestamp so each tick represents one minute to convert all lines into M1 data. The dates shown in MT4 would be wrong but we know already which real timeframe the dataset has in reality. Would work for backtests which run over the whole dataset in one go.

tickstory
Posts: 4901
Joined: Sun Jan 06, 2013 12:27 am

Re: Convert Bitcoin tick data to MT4

Post by tickstory »

Hi Beepsi,

Thanks for the info. The method you describe to incorporate tick data into MT4 is essentially what Tickstory does with Forex data. We are definitely interested in getting Bitcoin data into the system, however for the moment Tickstory does not support the import of CSV file directly. This is one of the features we are currently working on for the next generation of Tickstory. We will also take note of the URLs you mentioned in the possibility of importing the data directly.

Regards.

Post Reply