Tick Data Suite v1 support EOL Tick Data Suite v1 will reach its support end of life on the 1st of June Trading foreign exchange on margin carries a high level of risk, and may not be suitable for all. Examples Created with the EA Signal Builder icon. Indicator calculations are made at the close of the previous bar one tick before the open price I was trained by the best analytics mentors at Deloitte Australia and today I leverage Big Data to drive business strategy, revamp customer experience and revolutionize existing operational processes. Leverage — changes the leverage of your FXT.




This page is obsolete and no longer maintained. Please head to Metatraser support page and browse the support articles for information regarding Tick Data Suite v2. To put it simply, Metatrader 4 does not know how to directly read a CSV file containing tick data and thus it cannot use it in your backtests. However, what it can read is a proprietary file Metattader that contains ticks so all we have to do is convert from our CSV file to FXT, the latter being the format I mentioned.

To this end, I wrote a few scripts but later decided to make it less complicated and merged them into a single script that should be able to convert data from pretty much any source and put it into an FXT. One thing to note is that during backtesting, Metatrader 4 also makes use of the HST files when calculating the indicators Metatarder in order to have accurate tick data backtesting, you must also have HST files that match your FXT file.

So, what you need to convert is the CSV2FXT binaries that can be found in the tick data downloads section. Metaquotes changed the FXT and HST format after build so all builds newer than that require the modified script. If you choose Yes, restart the terminal to ensure the HST files are properly synchronised and skip to the next guide Profx v2 0 forex trading strategy 2 marketing the tick data in your backtests.

You How To Run A Metatrader Backtest have to use some additional tools which are described in the Using the Bxcktest data in your backtests section. Copy the files from the zip archive to your MT4 data folder. Open a chart for the pair that you Rum data for if you have an EURUSD. Select the timeframe that you wish to generate the FXT for. For instance, if you want to backtest on M1, then select M1 as the chart timeframe.

Please note that the FXT file that you create for a particular timeframe even M1 will Bakctest work for any other timeframe; you simply have to generate a new FXT if you want to backtest on another timeframe. Make sure that DLL calls are allowed. Configure the parameters in Hoe window that pops up. CSV2FXT version Hoe this is a parameter that is only meant to give you a quick indication of what version you have installed.

Changing it has no effect. CSV filename — you can leave this blank if the file is named just like the symbol and has a CSV extension e. Create HST files — Metafrader setting must be true in order to create the HST files that you need for your backtest. You must create new HST files every time you change the GMT or DST. Note: Enabling this setting will create HST files for the whole time span of your tick data file regardless of the time range selected.

Spread — the fixed spread of your resulting FXT file, expressed in pips 2. Leaving it set to the default of 0. Please pay attention to the fact that many brokers are widening their spreads during the weekends. If you intend to use real spread the variable spread in your Hosyou can leave this parameter Backrest to 0. Note: starting from MT4 builds Metatradre, the Spread field in Hoa MT4 backtesting pane overrides the spread configured for Metatrdaer FXT unless the FXT is using real spread see below.

Start date and End date — these fields control the time span of the FXT file. You can leave these fields set to their default values Use real variable spread — as its name suggests, enabling this parameter will make your resulting FXT use the real variable spread from your CSV file. Note: this parameter makes MT4 disregard the spread configured in the MT4 Hos UI and use the spread stored in the CSV file in the form of different ask and bid prices. Spread padding — if using real spread, you can pad it by a given number of pips — if you want to pad it by 0.

Baacktest spread — if any spread is encountered that is lower than the value specified for this parameter, it will be adjusted to this value. This Backtset only applied when using real spread. Commission in pips — if you want your FXT to have a commission, you can Backtesy the desired value here. The figure is round-trip and it is expressed in pips.

Note: Metaquotes has broken this feature starting from MT4 builds and above. If you need pips commission, I recommend using MT4 build or earlier; alternatively, based on the currency of your backtest you can simply use a money commission that works out to the same amount. Commission in account currency — as an alternative to having the commission in pips, you can also set the commission in money.

The value is expressed in base account currency per lot round-trip. If you fill this in, any value specified Bcktest Commission in pips will be disregarded. Leverage — changes the leverage of your FXT. FXT GMT offset — if you want your FXT to have a GMT offset other How To Run A Metatrader Backtest 0, specify it here. FXT DST setting — the DST setting of your resulting FXT — simply select the DST setting that you would like the file to have.

Note that the US DST setting calculates the DST according to the regulations that were applied starting with CSV GMT offset — the GMT offset of the data in your CSV file. If you get a message in the experts log about the script not being able to identify your tick data source, you can set the CSV GMT offset here manually. CSV DST setting — the DST setting of your CSV. Otherwise, use the same guidelines as for the FXT DST setting. Time shift — Enabling this parameter will shift all the generated data 28 years in the past.

This is intended for use Metatraser EAs that are suspect Metatdader having hardcoded days for the purpose of cheating How To Run A Metatrader Backtest. The reason behind the 28 year shift is that the calendar is identical when it comes to the days of the week and leap years. This is not a foolproof method and some EAs Bactkest have legitimate reasons to yield different results when Metattader with a shifted time. Price multiplication factor — All the prices will be multiplied by this value.

Some brokers use an adapted value for CFDs, indices, metals and so on — instead of the normal price for instance Create M1 FXT Backtezt, Create M5 FXTCreate M15 FXTCreate M30 FXTCreate H1 FXTCreate H4 FXTCreate D1 FXTCreate W1 FXTCreate MN FXT — These parameters are meant to allow you to create multiple FXT files in a single run. By default, the script will create the FXT for the timeframe of the chart you are running it on, no matter if the parameter for that specific timeframe is enabled or not.

Only enable these parameters if Backtdst actually need the FXT for a different timeframe. A progress indicator will appear in the upper left side of your chart and when the processing is finished, you will get an alert. Proceed with the following steps:. Exit the Metatrader 4 terminal. This website uses cookies to improve your experience. We'll assume you're ok with this, but you can opt-out if you wish.




How to Backtest with Meta Trader 4 - Part 1 of 3


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