Convert Bitcoin tick data to MT4
Posted: Mon Jun 02, 2014 4:20 am
Hello,
for Bitcoin traders there is tick data available for many exchanges here:
http://api.bitcoincharts.com/v1/csv/
This one is from the largest exchange, updated daily:
http://api.bitcoincharts.com/v1/csv/bitstampUSD.csv.gz
The format is Date/OHLC/Volume, for example:
2011.08.14,14:14,10.400,10.400,10.400,10.400,1
Now, can Tickstory convert this into MT4 ?
And, more important, how can we avoid a loss of ticks when we export to M1 ? A trade simulator I programmed uses the file above directly and starting 1.1.2014 uses approx. 2 million ticks till 1 June 2014. Once converted to MT4 via some conversion tools the amount of ticks is down to 600k which means rubbish results as these tools filter away anything that's not minute data.
Can Tickdata generate data wich keeps every single tick available ? I'm not an expert of your tool
One "trick" I thought would be to preprocess the csv file and extract all lines within a wanted time period. Than modify the timestamp so each tick represents one minute to convert all lines into M1 data. The dates shown in MT4 would be wrong but we know already which real timeframe the dataset has in reality. Would work for backtests which run over the whole dataset in one go.
for Bitcoin traders there is tick data available for many exchanges here:
http://api.bitcoincharts.com/v1/csv/
This one is from the largest exchange, updated daily:
http://api.bitcoincharts.com/v1/csv/bitstampUSD.csv.gz
The format is Date/OHLC/Volume, for example:
2011.08.14,14:14,10.400,10.400,10.400,10.400,1
Now, can Tickstory convert this into MT4 ?
And, more important, how can we avoid a loss of ticks when we export to M1 ? A trade simulator I programmed uses the file above directly and starting 1.1.2014 uses approx. 2 million ticks till 1 June 2014. Once converted to MT4 via some conversion tools the amount of ticks is down to 600k which means rubbish results as these tools filter away anything that's not minute data.
Can Tickdata generate data wich keeps every single tick available ? I'm not an expert of your tool

One "trick" I thought would be to preprocess the csv file and extract all lines within a wanted time period. Than modify the timestamp so each tick represents one minute to convert all lines into M1 data. The dates shown in MT4 would be wrong but we know already which real timeframe the dataset has in reality. Would work for backtests which run over the whole dataset in one go.