Ajuda para a MetaTrader 4
Ajuda para a MetaTrader 4Auto TradingStrategy TestingHistory Files in FXT Format

History Files in FXT Format

In its operation, tester uses an *.FXT file with generated succession of bars. Each record of the generated succession represents the bar status at either moment within one bar. When modeling bars, tester takes other bars from this file and updates the current bar or adds another one if it has just begun to be formed.

A short description of the format is given below. It begins with the header:

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
struct TestHistoryHeader
  {
   int               version;            // 405
   char              copyright[64];      // copyright
   char              symbol[12];
   int               period;
   int               model;              // for what modeling type was the ticks sequence generated
   int               bars;               // amount of bars in history
   time_t            fromdate;           // ticks generated from this date
   time_t            todate;             // ticks generating stopped at this date
   double            modelquality;       // modeling quality
   //---- general parameters
   char              currency[12];       // currency base
   int               spread;
   int               digits;
   double            point;
   int               lot_min;            // minimum lot size
   int               lot_max;            // maximum lot size
   int               lot_step;
   int               stops_level;        // stops level value
   int               gtc_pendings;       // instruction to close pending orders at the end of day
   //---- profit calculation parameters
   double            contract_size;      // contract size
   double            tick_value;         // value of one tick
   double            tick_size;          // size of one tick
   int               profit_mode;        // profit calculation mode        
   //---- swap calculation
   int               swap_enable;        // enable swap
   int               swap_type;          // type of swap                   { SWAP_BY_POINTS, SWAP_BY_DOLLARS, SWAP_BY_INTEREST }
   double            swap_long;
   double            swap_short;         // swap overnight value
   int               swap_rollover3days; // three-days swap rollover
   //---- margin calculation
   int               leverage;           // leverage
   int               free_margin_mode;   // free margin calculation mode   { MARGIN_DONT_USE, MARGIN_USE_ALL, MARGIN_USE_PROFIT, MARGIN_USE_LOSS }
   int               margin_mode;        // margin calculation mode        
   int               margin_stopout;     // margin stopout level
   int               margin_stopout_mode;// stop out check mode            { MARGIN_TYPE_PERCENT, MARGIN_TYPE_CURRENCY }
   double            margin_initial;     // margin requirements
   double            margin_maintenance; // margin maintenance requirements
   double            margin_hedged;      // margin requirements for hedged positions
   double            margin_divider;     // margin divider
   char              margin_currency[12];// margin currency
   //---- commission calculation
   double            comm_base;          // basic commission
   int               comm_type;          // basic commission type          { COMM_TYPE_MONEY, COMM_TYPE_PIPS, COMM_TYPE_PERCENT }
   int               comm_lots;          // commission per lot or per deal { COMMISSION_PER_LOT, COMMISSION_PER_DEAL }
   //---- for internal use
   int               from_bar;           // fromdate bar number
   int               to_bar;             // todate bar number
   int               start_period[6];    // number of bar at which the smaller period modeling started
   int               set_from;           // begin date from tester settings
   int               set_to;             // end date from tester settings
   //----
   int               freeze_level;       // order's freeze level in points
   int               generating_errors;  
   //----
   int               reserved[60];
  };

Then, the array of modeled bars follows:

#pragma pack(push,1)
struct TestHistory
  {
   time_t            otm;                // bar time
   double            open;               // OHLCV values
   double            low;
   double            high;
   double            close;
   double            volume;
   time_t            ctm;                // the current time within a bar
   int               flag;               // flag to launch an expert (0 - bar will be modified, but the expert will not be launched)
  };
#pragma pack(pop)