DataFeed from Metatrader
written by Ramil Khalokoff
Timing Solution
software is able to work with many different data format. One of possible data
sources is client's terminal MetaTrader4; it provides
real-time data stream. FOREX traders are especially interested in Currency
Loader advisor written for MT4. This advisor has just one purpose: to
download quotes from MT4 in real-time format. It can be used by different
software programs, including Timing Solution (TS).
Settings
ÌÒ4 advisor "Currency
Loader" provides historical data for any chosen financial instrument. It
downloads the data into "*.csv" files. These files are updated in real
time; the frequency of the updates is defined in seconds, as a parameter FrequencyUpdate (by
default, its value is 60, i.e. the data are updated every minute). BarsMin
parameter shows the minimum amount of price bars available on the diagram before
any update is possible. By default it is 100 (i.e. there will be no downloading
data if the data file contains less than 100 bars). There is another parameter there, MaxBarsInFile.
It defines the maximum amount of price bars that can be loaded into the file.
The default value is 20,000. Remember this number; you will have to change it
depending on the history data available and properties of your computer. For
example, if you need the minute data for some instrument that has 800,000 price
bar history and your computer is rather old, your computer might be frozen.
Default settings:
LoadM1 = false;
LoadM5 = false;
LoadM15 = false;
LoadM30 =
false;
LoadH1 = True;
LoadH4 = True;
LoadD1 = True;
LoadW1 =
True;
LoadMN = True;
(Comment
by Robert Rundle I only
build data files in the timeframes that you will use in TS. There is no point in
creating data files (timeframes) that you will not use in your live research.
Here I use 1, 5 & 60 minute, & Daily only for TS. And because - I
can delete it before I start TS so that data is fresh and seamless just in case
there are gaps or overlaps of data.
Fault of ‘currency converter’. This
configuration can then be saved by name, and later these parameters can be
applied to a different currency.)
Also,
these commands are useful:
AllowInfo - the
information re Advisor;
AllowLogFile - recording of the information into
log-file.
How
to work with
Currency Loader for
ÌÒ4
Before
doing anything with Currency
Loader, download it first and put into ÌÒ4 folder called "expert" (as an example, it might be C:\Program Files\MetaTrader -
Alpari\experts). Then run ÌÒ4. It will be shown in the left column, Advisors.
Using the mouse, simply drag it to the diagram: 
Enable ‘Experts” Tab
It starts working
very soon, you should wait only about a minute after the download. The delay is
related to the connection between the terminal and the server and the necessity
to update all already opened diagrams. IF YOU USE THE LOADER FOR TOO MANY
INSTRUMENTS AT THE SAME TIME, YOUR TERMINAL MIGHT BE FROZEN.
The data files
are kept in "Metatrader4" catalogue. This is a sample: C:\Program files\ MetaTrader - Alpari
\experts\files\Export_History\
(Comment by Robert Rundle I do a shortcut from desktop to this folder so I can delete it before I start TS so that data is fresh and seamless just in case. RR)
Working with Timing
Solution and Currency Loader
When you
run Timing Solution software,
open Data
Feeding:
Set as From File and define the file folder: ….\experts\files\Export_History\, there find your data:
(Comment
by Robert Rundle SET INTERVAL EVERY 60 SECONDS,
AS TS GETS A LITTLE FREEZY FOR A FEW SECONDS)
Then
download the data as usual:
Switch to real-time regime (click or double-click on this symbol, it must be green):
Your
settings are done. Now you will have your Metatrader data in Timing Solution in
real time.