Create HST / FXT files using C# | Forex Factory

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Create HST / FXT files using C#

  • #1
  • First Post: Feb 23, 2020 9:54pm Feb 23, 2020 9:54pm
Is there any source code available to create FXT and HST files for backtesting?

I have the tick data available, but need a way to reliably save them to mql4 for backtesting
  • #2
  • Feb 24, 2020 4:12am Feb 24, 2020 4:12am
Quoting hein123
Is there any source code available to create FXT and HST files for backtesting? I have the tick data available, but need a way to reliably save them to mql4 for backtesting
You can give Mathtrader7's MT7_CSV2RenkoHST_SC script a try...
  • #3
  • Edited 7:34am Feb 24, 2020 7:07am | Edited 7:34am
I know there are a couple of scripts available to do this, but I want to do this via C#.
I am creating custom renko bars which size changes daily and this would be difficult to do with a MQL script.

If I am going to do this on my own:
The FIleOpenHistory,Filewrite commands MQL, for C# can I do this with using binary data to write the information?

And for the 2GB limitation, how do I bypass this?

If the .hst has the same file structure as dukascopy's .bi5 file (except date), then I should be good.
  • #4
  • Last Post: Edited 11:14am Feb 24, 2020 11:01am | Edited 11:14am
Quoting hein123
I know there are a couple of scripts available to do this, but I want to do this via C#. I am creating custom renko bars which size changes daily and this would be difficult to do with a MQL script. If I am going to do this on my own: The FIleOpenHistory,Filewrite commands MQL, for C# can I do this with using binary data to write the information? And for the 2GB limitation, how do I bypass this? If the .hst has the same file structure as dukascopy's .bi5 file (except date), then I should be good.
Doing it in C# is possible, however I recommend a better suited language for CLI utilities as Python or PHP. Further I recommend to create only HST files by yourself, and leave the FXT data generation to the terminal (by providing the generated HST files as a source).

Here you'll find all information about binary structure of HST and FXT files:
https://github.com/rosasurfer/mt4-ex...der/struct/mt4

Dukascopy data has a different structure. For format descriptions see the Dukascopy files here:
https://github.com/rosasurfer/mt4-to...ter/etc/winhex.

Also Dukascopy data is compressed with LZMA and generated by Java tools, so byte order is "big-endian" instead of the usual "little-endian".
Decompression logic: https://github.com/rosasurfer/mt4-to...ascopy.php#L82
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