MT5-FrankEditorTicks

Сonverter for historical data files(TICKS) from external sources
like ducascopy or others sources of non-standard .csv quotes.

The output format is compatible with MetaTrader5 and
can be imported to MetaTrader5.

The script can process multiple files(batch),
see parameter "Convert all files in folder Files/FrankEditor".

User can choose output timeframe, months and other options.

Input files should contain raw tick data and look like(UTC or EET time):

GBPUSD_Ticks_2014.01.01_2022.04.28.csv:
"
Time (UTC),Ask,Bid,AskVolume,BidVolume
2014.01.01 22:00:12.312,1.65694,1.65616,0.1,0.1
2014.01.01 22:00:14.027,1.65692,1.65655,0.75,0.75
2014.01.01 22:00:25.590,1.65696,1.6566,0.1,0.75
2014.01.01 22:00:51.687,1.65685,1.65648,0.75,0.75
2014.01.01 22:00:58.611,1.65679,1.65642,0.75,0.75
...
"

Output format:

"
                       
2014.01.01    22:00:12.312    1.65616    1.65694        0.20    6
2014.01.01    22:00:14.027    1.65655    1.65692        1.50    6
2014.01.01    22:00:25.590    1.65660    1.65696        0.85    6
2014.01.01    22:00:51.687    1.65648    1.65685        1.50    6
2014.01.01    22:00:58.611    1.65642    1.65679        1.50    6
2014.01.01    22:01:00.192    1.65660    1.65695        0.85    6
2014.01.01    22:01:01.608    1.65617    1.65695        0.20    6
2014.01.01    22:01:05.606    1.65616    1.65692        0.20    6
...
"

Script is part of TS_DayTrader trading system.
For more information see MQL5 blog.

更多...