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Date/Time: Sat, 04 May 2024 14:48:22 +0000



[Programming Help] - How To Convert Sierra Tick Data To MT4 Format?

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[2020-07-17 21:07:23]
Alberto Gauer - Posts: 121
Hi there, can someone help me with this?

I also use MT4 to trade and I like to replay some indicators in it´s backtester, but without high quality tick the tester will use artificial ticks generated with 1min timeframe.

So I have this script in MT4 called "CSV2FXT", which will grab a .csv file with tick data and convert to .hst and .fxt for MT4, so the backtester will give you a 99.99% modelling quality result.

But the format of the data in the file exported by Sierra is not recognized by it. I was using a software called "quantdatamanager" which downloads tick data from Dukascopy and then export the .csv file in a format that the MT4 script understands, but the data is not very good.

I have uploaded to this link here both files (Sierra´s and Quant´s) so you can compare: https://file.io/C21rS1ISYo5y

I was gonna edit it manually, but I can´t figure out what is the bid price and what is the ask price in Sierra file (it has a column for date, time, open, high, low, close, bid, ask, volume), but MT4 only needs Date, Time (both in the same column separated by a space), bid (price),ask (price), volume.

I will really be thankful if someone can help me do it.

Best regards

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