Tickstory & MT5 Support

General discussion about the Tickstory Lite software package.

Tickstory & MT5 Support

Postby mohcinex » Mon Apr 11, 2016 8:35 pm

HI
I WANT TO KNOW IF TICKSTORY V1.7 WORK WITH MT5
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Re: Tickstory & MT5 Support

Postby tickstory » Mon Apr 11, 2016 11:16 pm

Hi Mohcinex,

Tickstory does not currently support MT5, however we are looking into the possibility of providing support.

Hope this helps.
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Re: Tickstory & MT5 Support

Postby raforrester » Wed Jul 13, 2016 5:11 pm

Any thoughts on this even if it's an addition to the pre-defined output formats?
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Re: Tickstory & MT5 Support

Postby tickstory » Thu Jul 14, 2016 5:41 am

Hi Raforrester,

Do you have a link to some documentation about the pre-defined formats you are mentioning? We could definitely look into it.

Thanks.
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Re: Tickstory & MT5 Support

Postby raforrester » Thu Jul 14, 2016 7:11 pm

Hi, I'm sorry after looking into this MT5 doesn't allow for data import in the same way MT4 does.
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Re: Tickstory & MT5 Support

Postby Guilherme Mendonca » Sat Aug 26, 2017 10:01 pm

Hello,

Now MT5 is supporting external data.
Could you guys please, check if is it possible to Tickstory export to MT5?
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Re: Tickstory & MT5 Support

Postby tickstory » Sun Aug 27, 2017 8:32 am

Hi Guilherme,

Thanks for the heads up. We will definitely start looking into it. From what we can see, MT5 still only supports import of 1-minute data (not tick data). Is this what you are looking for?

It would be good to get feedback from you and other users around what they need with regard to MT5 support.

Thanks.
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Re: Tickstory & MT5 Support

Postby jeff » Wed Sep 06, 2017 12:05 pm

I am also looking at using Tickstory for MT5. The strategy tester in MT5 is superior to that in MT4 in some respects, including its ability to use multiple cores and test multi-instrument strategies (huge advantages in test time). Its limitation is that it does not support tick data (all TF are generated from M1). But if one designs a system to work on bar open, then that limitation is less of an issue. That said, in looking at broker data for MT5, it is inconsistent, full of gaps and spikes, and missing symbols. If it does have quality data, it is limited in time. I am thus looking at using tickstory to create new instrument symbols in MT5 for testing purposes (e.g., EURUSD.cust) -- this is now possible in MT5, which is a game changer in terms of testing on quality M1 data over many many years. https://www.metatrader5.com/en/terminal/help/trading_advanced/custom_instruments Plus, MT5 is now supported by some futures brokers, which means I can trade mql5 strategies on currency and other futures on a real exchange, which has some advantages.
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Re: Tickstory & MT5 Support

Postby tickstory » Wed Sep 06, 2017 5:32 pm

Thanks for your feedback, Jeff.

Let's get something started here and see where things go:

MT5 Bar Data Import

To import 1-minute bar data into MT5, we have done the following steps:
1) Created a new custom symbol in MT5 (as described in https://www.metatrader5.com/en/terminal ... nstruments).
2) 'Export to file' from Tickstory using the following parameters:
- Timeframe: 1-Minute (Select whatever bar time-frame you wish)
- Include header: No
- Custom format: {BarBeginTime:yyyy.MM.dd},{BarBeginTime:HH:mm:ss},{Open},{High},{Low},{Close},0,{Volume},10
(Note that Tick count/volume is not available, so we set it to zero. Note also that a fixed spread of '10' is used).
- Filename: C:\Users\YourName\Documents\{Symbol.csv} (Specify a full, valid path and filename!)
3) In MT5, Import Bars for the custom symbol. Select the file that was exported in Step 2).

MT5 Tick Data Import

To import ticks into MT5, we have done the following steps:
1) Create a new custom symbol in MT5 (as described in https://www.metatrader5.com/en/terminal ... nstruments).
2) In MT5, Import ticks for the custom symbol. Select the file that was exported in Step 2).
- Timeframe: Tick
- Include header: No
- Custom format: {Timestamp:yyyy.MM.dd},{Timestamp:HH:mm:ss.fff},{BidPrice},{AskPrice},0,{BidVolume:F0}
(Note: 'Last' price isn't applicable for quote data so we have simply used zero as shown in the MT5 manual. You can use BidPrice if this is more applicable. The Bid Volume may also be of limited use given that its quoted in millions rather than an the expected whole number).
- Filename: C:\Users\YourName\Documents\{Symbol.csv} (Specify a full, valid path and filename!)
3) In MT5, Import Ticks for the custom symbol. Select the file that was exported in Step 2).
4) When back-testing in MT4 Strategy Tester, ensure you select the "Every tick based on real ticks" option.

Feedback is of course welcome and we will use this as a basis to provide better integration with MT5.
As an aside, if tick data is not supported by the MT5 strategy tester, is there information about how the imported ticks are used?

Thanks!

EDIT: Updated export formats based on updates to the MT5 manual. Also made a few corrections.
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Re: Tickstory & MT5 Support

Postby jeff » Thu Sep 07, 2017 3:01 pm

Please see this on the use of ticks in mt5: https://www.metatrader5.com/en/terminal/help/tick_generation As you will note, it is differnet than mt4.

I plan on running long mt5 tests on m1 data loaded as you outlined above and will post here any issues. Thank you!
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