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:
"
<DATE> <TIME> <BID> <ASK> <LAST> <VOLUME> <FLAGS>
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.
