Topic: Bitcoin history converter (to Metatrader 4 history center file) (win32) (Read 2318 times)
August 01, 2014, 03:01:18 PM
Thanks a lot !
August 01, 2014, 02:03:09 PM
Here you can download free final version with video tutorial:
http://www.mql5.com/en/market/product/4849
It is in form of Exper Advisor and can be also downloaded and istalled directly from BTC-E Metatrader 4. (market Tab)
http://www.mql5.com/en/market/product/4849
It is in form of Exper Advisor and can be also downloaded and istalled directly from BTC-E Metatrader 4. (market Tab)
June 13, 2014, 04:47:29 AM
OMG!!! 
It was my mistake. I assumed in the code that closing of last frame will be opening of next frame (and often it is not). That way in some frames OPEN price was higher than HIGH price..
Posting corrected version.
http://speedy.sh/W79DP/bitcoin-history-converter-0-95.zip
Hope that one is correct. Contact me by my mql5 profile if you have some questions.
PS. You need your own history - in one moment the price dropped a lot (activity called "wash trading" maybe to wipe out leveraged margin investements) but if you access tick data you get drop to 94 usd and if you access the BTC-E history the drop is only to ~380usd. The built-in history is bad quality and cannot be trusted.
It was my mistake. I assumed in the code that closing of last frame will be opening of next frame (and often it is not). That way in some frames OPEN price was higher than HIGH price..Posting corrected version.
http://speedy.sh/W79DP/bitcoin-history-converter-0-95.zip
Hope that one is correct. Contact me by my mql5 profile if you have some questions.
PS. You need your own history - in one moment the price dropped a lot (activity called "wash trading" maybe to wipe out leveraged margin investements) but if you access tick data you get drop to 94 usd and if you access the BTC-E history the drop is only to ~380usd. The built-in history is bad quality and cannot be trusted.
June 02, 2014, 09:42:56 AM
Thanks for the update !
I wonder if Tickstory works better to convert the data: http://www.tickstory.com
A good thing with the csv file is that we have all the ticks, but when we convert it to M1, we throw away most of the tick data. So MT4 gives bad results in backtesting whereas using the csv directly gives very different results due to the extreme volatility of BTC.
I will try to develop a tool to preserve all ticks in MT4 when I have some free time.
I wonder if Tickstory works better to convert the data: http://www.tickstory.com
A good thing with the csv file is that we have all the ticks, but when we convert it to M1, we throw away most of the tick data. So MT4 gives bad results in backtesting whereas using the csv directly gives very different results due to the extreme volatility of BTC.
I will try to develop a tool to preserve all ticks in MT4 when I have some free time.
June 02, 2014, 06:32:14 AM
unfortunately there is something wrong with mt4 terminal and while importing it leaves gaps (some bars are not imported). I reported that case to MT4 Service Desk but i did not get any response.
Seems bitcoins are low on their priority list. Maybe converting generated text fir to some other format than ANSI like UNICODE could make it work, but i have not tried that - its jus tmy wild guess.
I paste the link to the most recent version I developed.
http://speedy.sh/BzRm5/btc-history-converter-0-91.zip
Seems bitcoins are low on their priority list. Maybe converting generated text fir to some other format than ANSI like UNICODE could make it work, but i have not tried that - its jus tmy wild guess.
I paste the link to the most recent version I developed.
http://speedy.sh/BzRm5/btc-history-converter-0-91.zip
June 02, 2014, 12:27:40 AM
March 23, 2014, 10:26:28 AM
new version 0.8 with fixed bugs. Also allows to generate all Timeframes in 1 run! (takes longer time to complete):
http://speedy.sh/QejJZ/bitcoin-history-converter-0-8.zip
also if someone is affraid of viruses, trojans or so, here is already converted history:
(BTC-E, BTC/USD pair, 2013.01.01 - 2014.03.22)
http://speedy.sh/2gWgY/btce-btcusd-201301-201403-MT4-history.rar
http://speedy.sh/QejJZ/bitcoin-history-converter-0-8.zip
also if someone is affraid of viruses, trojans or so, here is already converted history:
(BTC-E, BTC/USD pair, 2013.01.01 - 2014.03.22)
http://speedy.sh/2gWgY/btce-btcusd-201301-201403-MT4-history.rar
March 23, 2014, 07:07:18 AM
I always wanted to test EAs i created in BITCOIN trading, but had problems with good BTC/USD history to test anything in reasonable way! I could not find any working solution on the internet.
History in MT4 is a pain in the... And when it comes to BTC-E btc/usd history it is even worse (falsified history in few places - like showing drop to 300 usd while the drop was to 100usd)
So i decided to create a free program to convert these history files:
http://api.bitcoincharts.com/v1/csv/
to 1M,5M,15M,30M,1H,4H CSV history center file. At least now i can test everything with 1M prices accuracy. There was some program to convert these history to MT4, but rarely anyone got it to work.
To anyone that trades bitcoins in MT4 - please test this program and report how is it doing! (the volume may be incorrect unfortunately)
I added gap filling, so if no transactions were made during lets say 5 minutes it copies previous close price as OHLC (flat bar).
If you have any additional ideas I will be grateful! (it is still in beta)
http://speedy.sh/H7BaK/bitcoin-history-converter-0-5.zip
Let me know what you think (if you trade or want to trade bitcoins using Metatrader 4, otherwise thank you)
My metatrader developer site (i prefer you contacting me that way if necessary):
http://mql5.com/en/users/angreeee
History in MT4 is a pain in the... And when it comes to BTC-E btc/usd history it is even worse (falsified history in few places - like showing drop to 300 usd while the drop was to 100usd)
So i decided to create a free program to convert these history files:
http://api.bitcoincharts.com/v1/csv/
to 1M,5M,15M,30M,1H,4H CSV history center file. At least now i can test everything with 1M prices accuracy. There was some program to convert these history to MT4, but rarely anyone got it to work.
To anyone that trades bitcoins in MT4 - please test this program and report how is it doing! (the volume may be incorrect unfortunately)
I added gap filling, so if no transactions were made during lets say 5 minutes it copies previous close price as OHLC (flat bar).
If you have any additional ideas I will be grateful! (it is still in beta)
http://speedy.sh/H7BaK/bitcoin-history-converter-0-5.zip
Let me know what you think (if you trade or want to trade bitcoins using Metatrader 4, otherwise thank you)
My metatrader developer site (i prefer you contacting me that way if necessary):
http://mql5.com/en/users/angreeee
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