Was this option added?
We can do it.
I may add such an option because it is widely requested, however, I'm not sure if its effect will be well accepted.
wow this is awesome
Extraordinary indeed :-)
Hello, Traders,
I'm very happy that I succeeded in importing Tick Data from MetaTrader 5 Strategy Tester.
This opens the possibility of having real-time, real-ticks, and real-spread testing in our next strategy builder and generator.
I already have a prototype of the data import.
How it works in my tests:
1. Run a special Expert Advisor on any symbol, M1, and "Every tick based on real ticks". It took 10 seconds for 5 years of tick data.
2. A tick data file is exported. Drag and drop it onto the new Strategy Builder Professional - 2 seconds for the import.
3. The Tick data are available within the program. Higher time frames are composed from the tick data. The data is stored locally in the browser.
Tick Data Import - 1.8 million barts
Higher Time-frame data composed from Ticks
A future version of the backtester will be able to open positions within the bars without ambiguity 
Trade safe!
You can also use your MT5 data in the Express Generator to create and validate your strategies.
Export data from MT with the “Data Export.mq5”. (You can download the script from EA Studios, Data Import page.) Set the proper count of bars and commission values in the script's Input.
Place the files in a subdirectory of ExGen's data directory. For example: C:\express-generator\data\MyData
Use the directory's name as a server name when running the generator.
node .\bin\gen.js --server MyData --symbol EURUSD --period M15 --max-data-bars 100000
This is exactly what I've been doing, since I bought EG. In the past few days I've been using Darwinex data instead of my own because I thought it would be the same as the Darwinex demo account I'm testing on, so I thought I could skip that step. Turns out I might not be able to and get consistent results.
You can also use your MT5 data in the Express Generator to create and validate your strategies.
Export data from MT with the “Data Export.mq5”. (You can download the script from EA Studios, Data Import page.) Set the proper count of bars and commission values in the script's Input.
Place the files in a subdirectory of ExGen's data directory. For example: C:\express-generator\data\MyData
Use the directory's name as a server name when running the generator.
node .\bin\gen.js --server MyData --symbol EURUSD --period M15 --max-data-bars 100000> I uploaded MT5 tick data from my Darwinex-Demo account to EA Studio
Are the MT and the EA Studio backtest results similar now?
A lot closer for sure. I don't expect real ticks to match open bars, but EA Studio was a lot closer to MT5 1min OHLC with banded indicators. I'm generating new strategies overnight with express generator on exported history from MT5 and I'll do more comparing in EA Studio tomorrow, particularly with Bollinger Bands.
> I uploaded MT5 tick data from my Darwinex-Demo account to EA Studio
Are the MT and the EA Studio backtest results similar now?
We use Darwinex data for EA Studio and Express Generator from: Darwinex-Live through Access Server LIVE MT5 New
Here is an example strategy that tests very well on EA Studio and Express Generator for the past year on Darwinex (in fact every broker in the drop down list), but does not give the same results when backtested in MT5 on Darwinex demo account. I'm excluding 22:00 to 02:00 for rollover to not get any hours that would have an average spread lower than reality during the beginning or end of a bar. I'm using "every tick based on real ticks" in MT5, but even 1 minute OHLC gives similar to real ticks for backtest results in MT5 compared to EA Studio website. This strategy has bollinger bands as an entry condition. Try downloading the strategy and comparing EA Studio backtest to MT5 backtest. How do we solve this, other than just disabling bollinger bands and similar banded indicators when generating strategies?
I'm getting somewhere with this. I uploaded MT5 tick data from my Darwinex-Demo account to EA Studio and it's significantly different than the Darwinex server data, enough that some strategies and indicators produce 12 losing trades instead of 184 trades with a PF>1.5 for example. Quite a difference.