Importing data into Metratrader

Hope someone can point me in the right direction.

I would like to do some backtesting on a set of data that I have. It is not forex related but an index future not available on any Metratrader platform of any broker. I have been doing some manual backtesting of strategies in Excel which is obviously extremely time consuming and open to mistakes.

The format of my data is a .txt file of 5 minute bars, extract as follows:

2018/02/28,16:54:59,51308,51384,51300,51323,269
2018/02/28,16:59:59,51348,51370,51295,51301,695
2018/02/28,17:04:49,51324,51399,51300,51383,511
2018/02/28,17:09:50,51385,51390,51360,51380,149
2018/02/28,17:14:55,51367,51382,51325,51373,166
2018/02/28,17:19:57,51366,51415,51366,51399,165
2018/02/28,17:24:54,51399,51439,51399,51419,105
2018/02/28,17:29:59,51426,51426,51369,51405,162

Fields are DATE, TIME, OPEN, HIGH, LOW, CLOSE, VOLUME

Any advice will be appreciated on easiest way to get this into any trading platform and then test quite basic strategies (e.g. breakouts, gap trades, basic indicator strategies) for a start.

Everything is possible but there are no easy ways. You will need (to be) a developer. Depending on the target platform and the trading language your options are:

1. MetaTrader 4
   1. Create a synthetic symbol: Import rates data into MT4
   2. Convert your history from CSV format to HST format (or directly to the tester's FXT format if you wish so).
   3. Alternative: Import your CSV history manually as per the instructions in above link. The disadvantage is that it's hardly possible to update an existing price history. Most probably you always have to delete/re-import the full history.
   4. Write your strategy in MQL.
   5. This approach will not work with MetaTrader 5 as programmatic access to the history was removed by MetaQuotes.

   
   

2. ForexTester (commercial product)
   1. Create a new symbol.
   2. Convert your history from CSV format to ForexTester's history format.
   3. Write your strategy in ForexTester's scripting language (similar to MQL4) and compile it to a native binary (DLL).

   
   

3. MultiCharts (commercial product)
   1. Create a new sysmbol.
   2. MultiCharts supports external price history in ACII format (format conversion from CSV will be needed but not to a binary format).
   3. Write your strategy in MultiCharts's PowerLanguage.

   
   

4. NinjaTrader (commercial product)
   1. It's possible but I haven't enough experience with synthetic NinjaTrader symbols.
   2. Write your strategy in NinjaScript (a C# dialect).