How to Import Historical Data in MT5 (Tickstory Lite Version)

This article is for those who are not familiar with MT5 usage.

We will introduce the steps to import historical data obtained with Tickstory Lite into MT5.

※Using Tickstory Lite allows you to easily obtain high-quality historical data from Dukascopy. It is suitable for long-term backtesting of EA.

※ MT4 version of the article is here →How to import historical data with MT4 (Tickstory Lite version)

The tasks can be roughly summarized as the following four steps.

1. Obtain historical data with Tickstory Lite
2. Export the obtained historical data in a CSV file format that MT5 can import
3. Create a custom symbol in MT5
4. Import the CSV file into the custom symbol

1. Obtain historical data with Tickstory Lite

Go to Tickstory's official site (https://tickstory.com/) and download & install Tickstory Lite (Free).

After installation, start Tickstory Lite. Right-click the currency pair you want to obtain historical data for (here USDJPY) and select “Download.”

Specify the download period and click “OK.”

The download task will begin, so wait until it finishes.

※If the download period is long, it will take some time.In my environment, downloading all periods took several hours.

2.Export the obtained historical data in a CSV format that MT5 can import

Right-click USDJPY, choose “Export to MT5” → “Bars …”

Configure the output contents.

• Start date, end date: specify the data output range
• Time frame: 1 minute
• Time zone adjustment:Match the broker MT5 server time standard. (If the broker uses “US winter time GMT+2, US summer time GMT+3,” select “(EST +07:00) New York trading hours.”)
• Data output: Metatrader 5 Bar format (note that if you choose Custom and set the data format to “{BarBeginTime:yyyy.MM.dd},{BarBeginTime:HH:mm:ss},{Open},{High},{Low},{Close},{Volume}” the output will be in MT4 bar format)
• Output file name: specify the destination path for the CSV file.

The export task will start, so wait until it completes.

※If the period is long, it will take some time. About 1 hour for 10 years.

3. Create a custom symbol in MT5

From the menu, choose “Symbols.”

Choose “Create a custom symbol.”

Choose USDJPY as the source in “Copy from.” The broker’s USDJPY currency pair settings will be copied.

Edit the symbol name and group path.

Symbol: here it was named “USDJPY.testsymbol.”

Group path: here it was set to “TestSymbol\USDJPY.testsymbol.”

After editing, select “YES.”

A custom symbol will be created.

Under Custom, a directory named “TestSymbol” is created, and inside it a symbol named “USDJPY.testsymbol” appears. Selecting it and choosing “Show in Symbols” will display it in MT5.

4. Import the CSV file into the custom symbol

In the symbol dialog, select the “Chart Bar” tab → specify the custom symbol you created earlier in the Symbol field → choose “Import Bars.”

A dialog to specify the file to import will appear, so specify the CSV file you output earlier and click “YES.”

The import will begin, so wait until it completes.

That completes the procedure.

Let's do thorough backtesting in MT5!! ??

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