All about Script(s) for MT4 and MT5

Convert real tick data in FXT-file strategy tester


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When checking the efficiency experts in the strategy tester MetaTrader 4 the most scrupulous traders are faced with limited accuracy of the testing process. This is due to the restriction that the detailed history of quotes stored in the terminal as a minute candles. In turn, each minute candle presented only four values ​​(prices of opening, closing, maximum and minimum).

In many cases, it's enough to play real events, which makes the tester, simulating the behavior of prices within a minute candles. But for those cases when it comes to restoring events during important news announcements, modeling is powerless, and help restore the real event can only detailed tick history.

The script converts the file format of tick history TKS file FXT, substituting the resulting file to the strategy tester. The program uses a symbol and chart period, to which is attached as a parameter to create the file appropriate symbol and timeframe.

Date of commencement and completion of the test specified in the first two parameters of the script. The third parameter is used to specify the size of the pre-history (minimum 1, maximum - the entire history available on the chart symbol), paged before testing. The fourth option - spread in points. This value will be used to start the testing process, and not something that is set in the tester.

When running the strategy tester must select the same symbol and timeframe that was used to run the script, model testing, "Every tick" and a date range that is at least slightly overlaps with the interval dates specified in the script.

File TKS (data about ticks) must contain a sequential write the following:

Code:

 struct TickStruct   
{    
datetime time; // Date / time of arrival of teak
double bid; // Bid Price tick    
double ask; // Ask Price tick 
};