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Thread: MT4 tick data

  1. #1
    Administrator funyoo's Avatar
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    Default MT4 tick data

    A simple guide to get real tick data and do 99% modeling quality backtesting.

    1. Unpack the php source code into a php folder on c:
    2. Open php.ini and replace ;extension=php_curl.dll with extension=ext/php_curl.dll, save the file,
    3. Extract the php scripts into this same php folder,
    4. Extract the mql scripts into your Metatrader directory,
    5. Extract the loaders into your Metatrader directory,
    6. Run > Execute > cmd > c: > cd php > php download_dukascopy_data.php
    7. Run > Execute > cmd > c: > cd php > php process_dukascopy_data.php EURUSD 200701 201106 EURUSD.csv (for example)
    8. Put the EURUSD.csv file (located in c: php/) into Metatrader/experts/files/
    9. Open Metatrader, open one chart of EURUSD
    10. Apply the birt's patch to the chart (loacated in scripts).
    11. Apply the Dukascopy2FXT script with the set file attached (it is an example),
    12. Do 8. for each timeframe; for at least one timeframe, enable CreateHst of the Dukascopy2FXT script.
    13. Put the .csv files located in files/ into history/brokersname-demo/
    14. Put the .fxt files located in files/ into tester/history/
    15. Set the .fxt files properties to read-only.
    16. Open Metatrader and apply the birt's patch each time you restart your platform.

    Full guide : Tick data - 99% modeling quality with Metatrader 4 | Birt's EA review

    Note 1 : the Metatrader build should be compatible with one of the loaders build.
    Note 2 : I have noticed two holes in Dukascopy data, I have informed Dukascopy. They have not yet resolved the issue. It is still a better data than Metaquotes with its huge holes.
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  2. #2
    Administrator funyoo's Avatar
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    Default

    Good news, there is no more holes with dukascopy data.

  3. #3
    Member jverho's Avatar
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    Question Time stamp problem with Dukascopies CSV to HST conversion

    Quote Originally Posted by funyoo View Post
    Good news, there is no more holes with dukascopy data.
    I noticed that CSv data downloaded with Dukascopier is different timestamp than DC MT4 platform. Seems to be 3 hour behint and sometimes even 4 hours. Any idea what GMT and DST shift to use in the script?

    I've attached the scrip I used to convert Dcopier CSV to MT¤ HST and FXT files. Also patch script included to remove the 2Gb limitation and stop MT4 rewriting FXT files so they can be suvbstituted.

    More info at:
    Tick data - 99% modeling quality with Metatrader 4 | Birt's EA review

    ps. JForex platform no longer offer data download so Ducascopier or commercial data are the only choises!
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  4. #4
    Member jverho's Avatar
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    Default

    Jforex restored the history data downloading I suppose many people contacted them regarding this!

    By the way, I have excellect script that draws custom tick charts, would be nice if it also could record tick to a file to be used later. I cannot post script here as it is decompiled commercial, but anyone interested helping PM me

  5. #5
    Junior Member
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    Default Now all data available in compressed file.

    Hi here you get already downloaded Dukascopy tick data in highly compressed form for mt4.
    Dukascopy tick data « Oye forex

  6. #6
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    Default

    sadly the file host he uses is terrible for me - Does anyone know other sources of already extracted and archived tick-data? The MT4 history download is bloody awful and riddled with huge holes and gaps of several days on occasion. Useless garbage data for testing.

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