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Convert CSV files to Metastock data

  • Post #1
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  • First Post: Sep 23, 2008 11:46am Sep 23, 2008 11:46am
Hi !


Is it possible to convert Metatrader 4 data (.csv) into Metastock data format ?

Thanks !
  • Post #2
  • Quote
  • Edited Jun 15, 2009 1:35am Jun 14, 2009 3:11am | Edited Jun 15, 2009 1:35am
Hi, let me know if you find answer to this question! I also have over 9 years f tick and M1 cleaned data in TXT and CSV format.

Cheers,

J

--- Sorry, wrong forum, I looking to convert CSV to MT4 ----- !
I have not used MetaStock (ver 6.52) since 2003. From what I can remember it includes a utility program called the 'Downloader' which is capable of importing CSV files into MetaStock's proprietary format.

The Downloader expected to find the CSV files in the format:
<TICKER>,<PER>,<DTYYMMDD>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>,<OPENINT>
MACF,D,010102,61,61,60.5,61,6830,0
MACF,D,010103,60.5,60.5,60,60.5,19500,0
MACF,D,010104,60,60,59.5,59.5,116265,0
MACF,D,010105,59.5,59.5,59.5,59.5,75502,0
MACF,D,010108,60,60.5,60,60,11930,0
MACF,D,010109,60,60.5,60,60,4226,0
MACF,D,010110,60,60,59.5,60,18683,0
MACF,D,010111,59.5,59.5,59.5,59.5,100416,0
MACF,D,010112,59.5,59.5,59.5,59.5,18300,0
MACF,D,010115,60,60,59.5,60,47943,0
MACF,D,010116,60,60,59.5,60,503632,0

MetaTrader4 ('MT4') is capable of outputting OHLCV data into a CSV file, via the History Center (press F2). Or you can use a script similar to the one I wrote here. It likewise uses its own proprietary format internally - more info here.

Jani, let me know exactly what it is you're trying to achieve and I'll see if I can help. I realize that the original post is about 9 months out of date.
Quoting hanover
I have not used MetaStock (ver 6.52) since 2003. From what I can remember it includes a utility program called the 'Downloader' which is capable of importing CSV files into MetaStock's proprietary format.

The Downloader expected to find the CSV files in the format:
<TICKER>,<PER>,<DTYYMMDD>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>,<OPENINT>
MACF,D,010102,61,61,60.5,61,6830,0
MACF,D,010103,60.5,60.5,60,60.5,19500,0
MACF,D,010104,60,60,59.5,59.5,116265,0
MACF,D,010105,59.5,59.5,59.5,59.5,75502,0
MACF,D,010108,60,60.5,60,60,11930,0
MACF,D,010109,60,60.5,60,60,4226,0
MACF,D,010110,60,60,59.5,60,18683,0
MACF,D,010111,59.5,59.5,59.5,59.5,100416,0
MACF,D,010112,59.5,59.5,59.5,59.5,18300,0
MACF,D,010115,60,60,59.5,60,47943,0
MACF,D,010116,60,60,59.5,60,503632,0

MetaTrader4...
That's true The Downloader from Metastock can do it.

Also Convert2Metastock software but it's not free and the demo version is limited to 50 lines ...

Advise : With the Downloader first try to convert a Metastock file into CSV or txt file to see which format is supported by the downloader to convert in metastock
  • Post #5
  • Quote
  • Edited 2:39am Jun 15, 2009 2:25am | Edited 2:39am
Hi Hanover,

thank you for your reply,

sorry about posting to wrong forum, I am actually looking to export CSV data to MT4. I have tick and M1 data in txt and csv format, the problem is that dates and months are backwards for MT4. This is propably really easy thing to fix, if one knows what he's doing...?

If you can help me I can in return to give you clean data for the 4 majors. I can also post link to some data here in this thread for others to use

Sorry I am new here and they don't allow me to PM...?

Cheers,

J
Quoting Jani72
Hi Hanover,

thank you for your reply,

sorry about posting to wrong forum, I am actually looking to export CSV data to MT4. I have tick and M1 data in txt and csv format, the problem is that dates and months are backwards for MT4. This is propably really easy thing to fix, if one knows what he's doing...?

If you can help me I can in return to give you clean data for the 4 majors. I can also post link to some data here in this thread for others to use

Sorry I am new here and they don't allow me to PM...?

Cheers,

J
You can import TXT/CSV files in certain formats via the History Center (press F2). Select the symbol/timeframe, click the Import button, fill in the details. For help, press F1.

If you need to rearrange the dates, I can try to help. I will need you to post a sample of the data in the file, so that I can see the format.

If you're looking to import tick data, you may find this link helpful. Must admit that I haven't tried running this script myself, so I'm afraid I can't help much in this regard.
  • Post #7
  • Quote
  • Edited 7:33am Jun 15, 2009 5:50am | Edited 7:33am
Here is a sample set of M1 data in CSv format, data is NY time stamped and should be clean of error ticks. I'll upload link for more data he later for you to DL. i'd like to ask you to convert data for FXDD (GMT +2). I tried to import directly, but since the date-month data is in wrong order, importing doens't work

http://www.mediafire.com/download.php?uyaw0y4vd0t

(above is split file of only about 1 yr of M1 data, below the whole file + 20 MB M1 data from 1998-200906, both CSV)

http://www.mediafire.com/download.php?wmtednnudjz
I haven't forgotten you. Been laid low with a stomach virus. Will investigate and reply when I'm feeling better.
1. Copy the attached script into .....experts/scripts folder and restart MT4.

2. Download, extract, and copy the RAR file into .....experts/files folder.

3. Attach the scipt to ANY MT4 chart. On the input tabs, set the input file name (the file extracted from the RAR), the desired output file name, and the number of hours to shift the time by (positive number advances the time, negative number retreats the time).

4. Click OK. There's a counter that ticks over at the top left of screen. The process takes a long time (perhaps ~10 mins) to run. The file in your first link has more than 400,000 records to convert.

5. The output file is created in .....experts/files folder. The script should have converted the date/time to an MT4-intelligible format, i.e. YYYY.MM.DD HH:MM, and shifted by the number of hours you speficied. I assumed that the U and D fields are upward volume and downward volume, so I summed them and output the total as volume.

Hopefully the data should be able to be imported directly into MT4.

Repeat steps 2 thru 5 for each file.

I assume that all of the files extracted from the RARs are in the same format.
Attached File(s)
File Type: mq4 Tick conv.mq4   10 KB | 941 downloads
Thank you Hanover,

I have a friend looking into this matter, he also programmer, so he'll be more capable of taking matter forward. Our main issue with back testing accuracy ihas to do with CRB (constant range bar) data. Now when BTing CRB we get huge interpolation error since MT4 interpolates all manufactured CRB frames. CRB is very interesting and I would go as far as saying a must for system trading, I'll keep you posted, and tell you more if you are interested!

Let me know if you want more tick or any other other data and I'll upload for you.

Cheers,

Jani

ps.

We have a 8-10 member international trading system design team consisting of experienced programmers, system designers/traders and testers, and naturally we are always on lookout for new people. let me know if you are interested!

Below links to tick data, (files are around 300 MB with over 10 years of tick data, haven't had time to split them yet) :

JPY tick data

GBP tick data

CHF tick data
nice to meet all of you. Where can I dl a metastock pro 10 with real time price quote? Can pm me?
Quoting noori
nice to meet all of you. Where can I dl a metastock pro 10 with real time price quote? Can pm me?
MetaStock can be purchased, with or without real time data, from its developer's website here.

I had a quick look through their promotional video. Looks like nothing much has changed since I used version 6 back in 2003 - the Explorer, Expert Advisors and System Tester work much the same as they did way back then.
Are there any free real time quote software? The most important is the real time RSI moving chart. Can anyone suggest me some?
  • Post #14
  • Quote
  • Last Post: Dec 6, 2011 10:04am Dec 6, 2011 10:04am
Quoting hanover
I have not used MetaStock (ver 6.52) since 2003. From what I can remember it includes a utility program called the 'Downloader' which is capable of importing CSV files into MetaStock's proprietary format.

The Downloader expected to find the CSV files in the format:
<TICKER>,<PER>,<DTYYMMDD>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>,<OPENINT>
MACF,D,010102,61,61,60.5,61,6830,0
MACF,D,010103,60.5,60.5,60,60.5,19500,0
MACF,D,010104,60,60,59.5,59.5,116265,0
MACF,D,010105,59.5,59.5,59.5,59.5,75502,0
MACF,D,010108,60,60.5,60,60,11930,0
MACF,D,010109,60,60.5,60,60,4226,0
MACF,D,010110,60,60,59.5,60,18683,0
MACF,D,010111,59.5,59.5,59.5,59.5,100416,0
MACF,D,010112,59.5,59.5,59.5,59.5,18300,0
MACF,D,010115,60,60,59.5,60,47943,0
MACF,D,010116,60,60,59.5,60,503632,0...

Hi, Hanover.

I was wondering if you could suggest a way to convert the following csv data into MT4 usable format.

I recently found this website called TrueFx that seems to have fantastic tick-by-tick data at the millisecond level. I registered and downloaded a sample for 1 month, but I'm not sure how to use it in MT4.

I've attached a screen shot of the Excel (.csv) that I downloaded. There are only 4 columns - EURUSD, time (the last 3 numbers are the milliseconds), bid, ask.

Is there a script or something you know of that can convert this to usable MT4 format? Basically, does this have to be converted to the time, O, H, L, C, Volume format to work in MT4?

Document attached...

Any help much appreciated.
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