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.txt or .csv TO .hst conversion

  • #1
  • First Post: Feb 11, 2012 12:55pm Feb 11, 2012 12:55pm
I'm purchasing intraday history but the format comes in .txt or .csv and I need to convert it to .hst

Any suggestions?
Annoying Precision
  • #2
  • Feb 11, 2012 2:02pm Feb 11, 2012 2:02pm
Quoting erikte279
I'm purchasing intraday history but the format comes in .txt or .csv and I need to convert it to .hst

Any suggestions?
You might like to give this a try. I haven't used it myself, so can't recommend it, or offer much in the way of help if you run into problems. Fingers crossed that it will work for you.
  • #3
  • Feb 11, 2012 2:27pm Feb 11, 2012 2:27pm
Quoting erikte279
I'm purchasing intraday history but the format comes in .txt or .csv and I need to convert it to .hst

Any suggestions?
My suggestion, DON'T SPEND A DIME on it.


You can get tick level data for free as recorded by Integral's liquidity aggregation feed / ECN...

Go to truefx.com > sign up > downloads section

Integral started truefx to promote brokers using their feed and provide tick data to traders right from the source of where brokers get their spreads.

Most major currency pairs and some crosses are available back to mid 2009, tick-by-tick down to the microsecond.

It's in CSV format. These files are just under 300 megs of data for just a month of activity, that's 300 megs of text data... literally tick by tick for the entire month.


This is also a raw price feed without pip markup, so if running a system on it keep in mind the commission costs per trade or buffer the price by a pip to compensate.
FXGears.com
  • #4
  • Feb 12, 2012 1:19am Feb 12, 2012 1:19am
Quoting Jack_Larkin
My suggestion, DON'T SPEND A DIME on it.


You can get tick level data for free as recorded by Integral's liquidity aggregation feed / ECN...

Go to truefx.com > sign up > downloads section

Integral started truefx to promote brokers using their feed and provide tick data to traders right from the source of where brokers get their spreads.

Most major currency pairs and some crosses are available back to mid 2009, tick-by-tick down to the microsecond.

It's in CSV format. These files are just under 300 megs of data for just a month...
And here is where to go to learn how to use it. Birt details how to get and use Dukascopy tick data and also Integral tick data.

http://eareview.net/tick-data/convert-tick-data
  • #5
  • Feb 12, 2012 7:10am Feb 12, 2012 7:10am
It turn's out you Can import .txt, .csv and .prn data into metatrader via the history center. I made the assumption that since metatraders default history is in .hst that some kind of external conversion was necessary but this is not so.

I'm going to start a new thread giving detailing instruction's.



Thank's for the Help!!!!
Annoying Precision
  • #6
  • Feb 12, 2012 1:42pm Feb 12, 2012 1:42pm
Quoting erikte279
It turn's out you Can import .txt, .csv and .prn data into metatrader via the history center. I made the assumption that since metatraders default history is in .hst that some kind of external conversion was necessary but this is not so.

I'm going to start a new thread giving detailing instruction's.



Thank's for the Help!!!!


If you're going to do the import, first make sure to delete all accounts you have setup in metatrader (even demos) so it won't grab the broker data to add to the history file. Once blank, then add the data in CSV format.

The one advantage of converting the CSV into .hst files is being able to keep multiple versions of the same pair history and opening them as offline charts... but of course, if that is useful to you depends on what exactly you're trying to do.
FXGears.com
  • #7
  • Feb 12, 2012 5:07pm Feb 12, 2012 5:07pm
1. What would be the point of not wanting current data on the history file?

2. If you could explain your second statement a little more I would appreciate it. I'm using the data to get statistics on a manual trading system.

Kind Regards




Quoting Jack_Larkin
If you're going to do the import, first make sure to delete all accounts you have setup in metatrader (even demos) so it won't grab the broker data to add to the history file. Once blank, then add the data in CSV format.

The one advantage of converting the CSV into .hst files is being able to keep multiple versions of the same pair history and opening them as offline charts... but of course, if that is useful to you depends on what exactly you're trying to do.
Annoying Precision
  • #8
  • Feb 12, 2012 5:17pm Feb 12, 2012 5:17pm
Quoting erikte279
1. What would be the point of not wanting current data on the history file?

2. If you could explain your second statement a little more I would appreciate it. I'm using the data to get statistics on a manual trading system.

Kind Regards
1) If you have an account setup in MT4 and you try to load a chart, it will pull the chart's timeframe level data from the quote source (broker,) and this is not nearly the same level of quality as tick data (example, 1m bars don't give info on the ticks that generated them.)

Plus, your broker's feed will likely be different than the source of your tick data. And that feed quality difference might affect the consistency of your charts.

The comment was really more related to automated system testing vs manual trading.

If you have a manual system and you want to practice or test it out on historical data... backtesting has a lot of flaws (since you're biased having seen the price move around in the near future from your signal.) So if manual is you thing, why not look into software that replays the tick data as if it was happening all over again? http://www.forextester.com/ is great for this.


2) By creating hst files and loading them as offline charts, you can load different broker's tick data from the same period of time and compare your system across them to see which handles the best. When it comes to tick level data, this saves you a lot of trouble since just using other broker's MT4 won't give you anything better than 1m charts for as far back as that broker lets you pull (or MT4's bar limit.)
FXGears.com
  • #9
  • Apr 1, 2012 3:50pm Apr 1, 2012 3:50pm
The tried-and-true method for importing .txt files into MT4 is through the Tools/History Center import menus.

I've been doing this with the http://forextester.com data (it's actually forexite data) for a while now but it's very inconvenient and error-prone. It's made worse because once you've imported the M1 data you have to convert it to each time frame you're interested using a MetaTrader script. It works but it's a pain.

I've written a new script that bypasses the import process and writes the .hst files directly. The only manual steps are to copy the .txt into the experts\files directory and then copying the resulting .hst files from there into the history\OANDA-MT4 (or whatever your platform is) directory.

The script currently takes 2 arguments:

symbol - this is defaulted to GBPUSD. Fill it in with the pair you want.
inputFilename - this defaults to blank. If the input file isn't in the format GBPUSD.txt you can enter the filename here and it'll override the symbol field.

If you're using the data from http://forextester.com then you can just leave inputFilename blank.

To run it open a chart for any pair and drag the script onto it. Enter the pair symbol you want and click OK. If you want to see the progress, select the "experts" tab and you'll see messages printing to show what month it just finished processing.

When it's done you'll see a bunch of .hst files in the same directory as the input file. Copy these to the appropriate history file.

This is a big labor saver but it ain't pretty and you still have to know what you're doing, just so you know.
Attached File(s)
File Type: mq4 forexite_to_mt4.mq4   7 KB | 2,065 downloads
You are in a maze of twisty little passages, all alike.
  • #10
  • Apr 20, 2012 7:06am Apr 20, 2012 7:06am
Hi stevegee,

Could you program the script to work with OANDA's tick data? OANDA's format looks like this:-

01/01/08 18:26:25,1.458450,1.459450
01/01/08 18:26:31,1.459350,1.460350
01/01/08 18:29:49,1.460300,1.461300
01/01/08 18:29:51,1.460300,1.461300
01/01/08 18:29:53,1.460100,1.461100
01/01/08 18:29:59,1.460050,1.461050
01/01/08 18:30:05,1.460200,1.461200
01/01/08 18:30:32,1.460200,1.461200
01/01/08 18:30:36,1.460200,1.461200
01/01/08 18:31:57,1.460050,1.461050
01/01/08 18:32:01,1.460050,1.461050
01/01/08 18:32:02,1.460150,1.461150
01/01/08 18:32:06,1.460100,1.461100
01/01/08 18:32:32,1.460100,1.461100
01/01/08 18:32:51,1.460100,1.461100
01/01/08 18:33:30,1.460150,1.461150
01/01/08 18:33:31,1.460150,1.461150

Here's a comparison image

BIG smiles if you could help out? If not, smiles anyway

Many thanks.
  • #11
  • Nov 24, 2012 5:52pm Nov 24, 2012 5:52pm
The data on ForexTester.com is 1 minute data. It may be better quality but it's still 1 minute data.


Quoting stevegee58
The tried-and-true method for importing .txt files into MT4 is through the Tools/History Center import menus.

I've been doing this with the http://forextester.com data (it's actually forexite data) for a while now but it's very inconvenient and error-prone. It's made worse because once you've imported the M1 data you have to convert it to each time frame you're interested using a MetaTrader script. It works but it's a pain.

I've written a new script that bypasses the import process and writes the .hst files directly. The only manual...
  • #12
  • Jul 26, 2014 9:18am Jul 26, 2014 9:18am
Regarding csv to hst conversion---I have a script which promises to do the job (attached). But there is a problem. When you open the script in meta editor you have

string csv_filename = "USDCHF1440.csv"; string hst_filename = "TEST.hst"; int i_period = 1440; int i_digits = 4; string c_symbol = "USDCHF";

It works only with USDCHF1440
Supposing I want it to work with a random historical data in csv format downloaded from Yahoo finance say TABLE.
What changes to the coding must I make?
Any suggestions?
Attached File(s)
File Type: mq4 csv_to_hst.mq4   3 KB | 2,247 downloads
File Type: csv TABLE.csv   158 KB | 1,356 downloads
  • #13
  • Last Post: Mar 22, 2015 6:43am Mar 22, 2015 6:43am
Quoting stevegee58
The tried-and-true method for importing .txt files into MT4 is through the Tools/History Center import menus. I've been doing this with the http://forextester.com data (it's actually forexite data) for a while now but it's very inconvenient and error-prone. It's made worse because once you've imported the M1 data you have to convert it to each time frame you're interested using a MetaTrader script. It works but it's a pain. I've written a new script that bypasses the import process and writes the .hst files directly. The only manual steps...
HI
The process works but the imported data is not showing correctly.
Suspect its the data format in the txt file.
Can I have the data format for the txt file?
I got the data from Yahoo finance btw.

Thanks!
J
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