Forex Strategy Builder supports the direct import (and conversion) of data from the native HST files used by MetaTrader4 by using the Import MetaTrader4 HST Files … function in the Market menu.
No special preparation is needed, although it is important to remember that MetaTrader4 writes data to HST files when the application is closed, so although the import process will function if MetaTrader4 is running, the HST file will only contain the most recent data if it is closed before the import is started.
The import process requires the correct setting of the Directory containing MetaTrader4 HST Files option. This will normally be in the MetaTrader4 installation directory, located in the path \history\broker-Demo or \history\broker-Live.
NOTE There appears to be no standard naming convention used by brokers for the location of the data, so it is important to check that you are working with the correct location before an import is attempted.
The Starting Date and Ending Date options are used to filter the data being imported. The settings chosen for the import actually filters the data that is imported and do not function in the same was as the Data Horizon functionality of Forex Strategy Builder, which ignores data that is already available in the data files.
The Destination Folder will be normally be set to the correct location for the copy of Forex Strategy Builder that is in use, although it is possible to change this to any directory.
Once the options has been set, click the Import button to perform a data import. On completion, the status of the import will be displayed.