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Importing history data file in MT4

  • #1
  • First Post: Jun 29, 2015 8:29am Jun 29, 2015 8:29am
I can't import the history file in MT4 Oanda. The file comes fresh from Oanda so it is ok. I do the import procedure via tools > History Center > Import. But Nada !
Please look at the video and tell me what I am missing.
Inserted Video
  • #2
  • Edited 11:42am Jun 29, 2015 11:13am | Edited 11:42am
I spoke with Oanda and they told me that the tick data are not compatible with their own MT4. The data are in tick Bid Ask. But metatrader needs 1Min open high low close ... and The Big very educating Oanda corporation ... doesn't bother to provide the converted data to it's customers . So ... Back testing as much as you want ... but on data from an other broker or the general data from Metaquote ???
...
PLEASE TELL US HOW YOU ARE BACK TESTING ON YOUR BROKER
  • #3
  • Jun 29, 2015 12:52pm Jun 29, 2015 12:52pm
To see the format required by MT4, do an export of some existing data. It will generate a file that looks like this:

2015.01.01,22:00,1.21038,1.21038,1.21037,1.21037
2015.01.01,22:01,1.21038,1.2105,1.21036,1.2105
2015.01.01,22:02,1.2105,1.21051,1.21043,1.21045

Make your Oanda data look the same. If there is a lot of data you may need to get a conversion tool, or post the format.
I'm sure someone here can help
  • #4
  • Jun 29, 2015 1:43pm Jun 29, 2015 1:43pm
Quoting ydrol
To see the format required by MT4, do an export of some existing data. It will generate a file that looks like this: 2015.01.01,22:00,1.21038,1.21038,1.21037,1.21037
2015.01.01,22:01,1.21038,1.2105,1.21036,1.2105
2015.01.01,22:02,1.2105,1.21051,1.21043,1.21045 Make your Oanda data look the same. If there is a lot of data you may need to get a conversion tool, or post the format. I'm sure someone here can help
I already did this, thanks . But the data that Oanda gave me are < time Bid Ask> and converting them to time open high low close is not so easy. My friend who is a very good coder is looking in to it.
But what I don't understand: The data as you show here, and that's like they all are, do NOT contain any info within the minute bar, other than Open High Low Close. But when I slowly run the BT in visual mode on these data I see the ticks within the 1 min bar. See the video below.
Inserted Video
  • #5
  • Jul 10, 2015 2:11am Jul 10, 2015 2:11am
As you can see also on the picture below, the most detailed way MT4 stores it's price history data is at the 1 min level. So where comes the intra-minute tick info from ???
Attached Image (click to enlarge)
Click to Enlarge Name: MT4 history data mistory.jpg Size: 86 KB
  • #6
  • Edited 1:03pm Jul 14, 2015 12:19pm | Edited 1:03pm
And .... once you have a way to get 1min data from your broker ... than comes the battle of importing them in your MT4 ! In my case I try to import FXCM data in to my platform. It is a very big problem to get them in sync. And any time shift makes the data useless !!!!!!!!!!!!!!and your back tests will have NO RELATION with reality !
Attached Image (click to enlarge)
Click to Enlarge Name: History import battle.jpg Size: 250 KB

This results in a time shift in the chart !
Attached Image (click to enlarge)
Click to Enlarge Name: hist download fxcm... time shift.jpg Size: 156 KB


(edit)
Even experimenting with the "Offset from UTC" setting in the FXCM download manager does NOT solve this problem ! I have spend a day long trying ... enough !
  • #7
  • Jul 15, 2015 11:56am Jul 15, 2015 11:56am
Finally after 2 days of experimenting we did it !!! My coder/friend Thomas B wrote a script to add x hours to the imported data, in order to get them in sync with the rest of the data from that specific server of my broker. If you need help with this, please react here.
It totally amazes me that all these traders are Back Testing EAs and are not aware of the useless results the BT produces when your imported 1 min data are not in sync with your broker time. Seen that nobody react on this thread, so nobody is aware of the problem. And than it may not surprise that in real live trading your EA does not produce the same profit as in the BT ....
  • #8
  • Jul 15, 2015 2:02pm Jul 15, 2015 2:02pm
Catman, what broker time zone were you trying to match with the fxmc data? Also, I am not clear, were you seeing data gaps or just timezone shift issues?
  • #9
  • Jul 17, 2015 2:09pm Jul 17, 2015 2:09pm
Hi CatMan, I am experiencing the same problem as I have data from FXCM and can't import it directly so please could you help me? That would be really appreciated. Thanks a lot
  • #10
  • Jul 18, 2015 9:10am Jul 18, 2015 9:10am
Quoting CatMan
Finally after 2 days of experimenting we did it !!! My coder/friend Thomas B wrote a script to add x hours to the imported data, in order to get them in sync with the rest of the data from that specific server of my broker. If you need help with this, please react here. It totally amazes me that all these traders are Back Testing EAs and are not aware of the useless results the BT produces when your imported 1 min data are not in sync with your broker time. Seen that nobody react on this thread, so nobody is aware of the problem. And than it may...
Hi CatMan, I am experiencing the same problem as I have data from FXCM and can't import it directly so please could you help me? That would be really appreciated. Thanks a lot
  • #11
  • Last Post: Dec 25, 2015 2:56pm Dec 25, 2015 2:56pm
Sorry Samburu, the coder was not prepared to share his conversion script.

I found a strange anomaly in the FXCM data ...
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot2.png Size: 120 KB

The 4H chart has different OHLC than the same period on the 1 min chart !!!
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