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Extending chart history on MT4 and tic data from Dukascopy

Extending chart history on MT4 and tic data from Dukascopy

created Paweł Mosionek15 February 2017

A common problem for traders is limited access to charting history. The solution could be tic data from Dukascopy or other "external" data. The very problem of the lack of an adequate amount of data is especially noticeable at lower intervals, where Forex brokers they usually share the story up to a year back, and this does not necessarily satisfy people who would like to check the effectiveness of their strategy manually or using an automated strategy (Expert Advisor) on the so-called backtesterze. Due to the fact that MetaTrader 4 is still the most popular platform Forex , we will show you a way to increase the scope of data.

Method # 1 - data available as standard

MT4 tick charts

Auto-shift function

This is the easiest way to extend your history. Well, MT4 downloads as much data as it needs when you start it and continue working. This does not mean that the machine downloads the entire history provided by the broker for the selected instrument and interval. So at first you can try to download it from the broker's server. Turn on the graph and interval you are interested in. Turn off auto-panning on the graph (the coordinate axis icon and the green arrow available on the top toolbar), and then hold the Page Up key on your keyboard on the active graph. The chart should go back and during the "downtime" historical data should be tightened.

When this process is over, you can try to increase the number of candles that can be displayed on the chart. The option is available in the tab Tools -> Options -> Charts -> Bars in the chart. The standard value is set to 65 000, which gives us 45 days on the M1 interval, so you can easily increase this value by at least one zero, just like Posts in history.

tic data from dukascopy

Chart setup options in MT4

Method # 2 - History Center

The second method is also very simple but can be troublesome. You can download data from the History Center available on the MT4 platform. Thanks to this, we can quickly extend the history of our charts, but the problems are two:

  1. data is retrieved from the MetaQuotes server (platform creator), not from the server of our broker,
  2. it happens that these data are of low quality, which results in breaks (even a few days!) in quotes, a strange appearance of candles caused by, for example, a series of bad ticks and a small amount of ticks in a given time interval.
MetaQuotes warning before downloading data from the History Center

MetaQuotes warning before downloading data from the History Center

If someone does not care about the history of high quality, he or she can easily download the data. To do this, simply enter the menu Tools -> History Center -> find the instrument you are interested in -> press Download. After a longer or shorter period the data will be available on our chart.

History Center window with candle data on MT4

History Center window with candle data on MT4

In the event that we want to "reset" the history, i.e. get rid of the data downloaded from the History Center and then only have access to the broker's data, turn off the platform -> enter the history directory (File -> Open data folder -> History -> find the appropriate folder for your server) -> delete the file with the name of the instrument and the extension .hst. When restarting the platform and the graph of the indicated instrument, the history from the broker server will be downloaded.

Way # 3 - external tic data from Dukascopy

The last method is the most complex of the described ones, but at the same time it is a recipe for any trader's problems with the history on the charts. Dukascopy, an ECN broker, provides real-time historical data from the instruments it offers. This is high-quality data with a large number of quotes - the so-called tick data, that is, data that records every single change in price. For comparison, the MT4 strategy backtester, using the broker's data, informs us about the quality of quotes (modelling quality) of 90%. With quotations from Dukascopy, this ratio increases to 99%.

For major currency pairs, Dukascopy tick data is available from 2003 up to the present day. We can freely choose the scope of the downloaded data.

The data can be downloaded directly from the Dukascopy Bank website HERE. The problem is that in order to use them on a platform other than JForex such as MT4, convert them to the appropriate format and it is not so easy. Fortunately, the program comes with help Tickstory. The program allows you to download these data, process them and export them immediately to MT4. The software can be downloaded from the Tickstory website and comes in two versions - Lite (free) and Standard (paid, $ 34,95). The software to run requires the installation of Microsoft Net Framework 3.5.

tic data from dukascopy

Download tick data with the Tickstory program

What's the difference between the Lite and Standard versions

Unfortunately, the Lite version only supports MT4 to the Build 765 version, while the paid version is updated on a regular basis to the latest version (currently it is Build 1045). Therefore, to fully enjoy the solutions offered by the said program, use the older version of the terminal or opt for a one-off expense around 140 PLN.

Check out all the differences

dukascopy tics

Additional functions of the Tickstory program

The program has additional functions such as:

  • selection of any data interval,
  • changing the time zone for data,
  • removing weekend quotes (Sunday candle effect),
  • removing duplicate quotes,
  • configuring the instrument under MT4,
  • supports both currencies as well as commodities and indices.

The handling is very simple. We start with selecting the folder path to MT4, both to the backtester (FXT directory) and the current quotes (HST directory). Just copy it by going to File -> Open Data Folderand then enter the catalog History -> server used and Tester -> History. In the next stage, we select the data range and we have to download it. After completing this process, the last step is to export the data to MT4. Voila! From now on, we can enjoy tic data on our platform.

Below we present an instructional video prepared by the authors of the software

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About the Author
Paweł Mosionek
An active trader on the Forex market since 2006. Editor of the Forex Nawigator portal and editor-in-chief and co-creator of the ForexClub.pl website. Speaker at the "Focus on Forex" conference at the Warsaw School of Economics, "NetVision" at the Gdańsk University of Technology and "Financial Intelligence" at the University of Gdańsk. Twice winner of "Junior Trader" - investment game for students organized by DM XTB. Addicted to travel, motorbikes and parachuting.

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