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There is also a separate Tick Data Suite 2 changelog.
- 26.05.2015 – Tick Data Suite v1.4.6 is out. Fixes a visual issue related to MT4 builds 960 and 961 showing n/a for modeling quality even though tick data was used in the backtest.
- 26.01.2015 – Tick Data Suite v1.4.5 released. Fixes a bug introduced in v1.4.4 that broke compatibility with Windows XP x86.
- 26.12.2015 – Tick Data Suite v1.4.4 can be downloaded. There were no bugfixes this time but a new feature was added: the configuration program will let you select whether you want to use the spread stored in the FXT or the spread configured in the MT4 backtest pane spread dropdown. By default, it will use the spread configured in MT4.
- 23.12.2015 – Tick Data Suite v1.4.3 released. Implements a proper fix for the n/a modeling quality problem. Also addresses a bug introduced by TDS v1.4.2 which would result in a spread of 0 when using fixed spread with MT4 builds 791-910. Should also address some intermittent crashes that a few people were experiencing when using data exported from Tickstory.
- 23.12.2015 – Tick Data Suite v1.4.2 is now released. Fixes visual issue with MT4 builds 940 and 943 showing n/a instead of 99%; also introduces a workaround for the problem introduced in MT4 build 924 and still present in build 943, problem that involves a fixed spread of 0 when tick data FXTs with fixed spreads are used (note that this problem is a bug in MT4, not in TDS; TDS merely implements a fix for it). Important: as a side effect, the spread that will be considered in the backtest is once again the spread configured when creating the FXT, not the one from the backtest pane dropdown.
- 09.12.2015 – Released Tick Data Suite v1.4.1. Several people encountered a crash when clicking the start button in the backtesting pane. This version aims to fix the problem.
- 08.12.2015 – Tick Data Suite v1.4.0 released. Addresses a bug that would lead to backtests not working with MT4 build 924 when slippage was enabled.
- 01.12.2015 – Tick Data Suite v1.3.9 is a bugfix release that addresses two issues related to TDS v1.3.8 and MT4 build 920: spread being set to 0 when fixed spread was used in the FXT and a crash that would occur when slippage was enabled.
- 25.11.2015 – Tick Data Suite v1.3.8 is now available. Adds compatibility with MT4 build 914.
- 24.11.2015 – Tick Data Suite v1.3.7 released. Adds compatibility with MT4 build 912.
- 21.07.2015 – Released CSV2FXT 0.50. Changes: generated M1 HST files should now be processed correctly when MT4 interpolates data; variable spread is now normalized; a bar volume of 0 is now corrected to 1 to prevent an MT4 issue; processing data with integer prices (e.g. CFDs) is now more friendly even if the program that generated the CSV doesn’t append .0 to the price.
- 29.05.2015 – A minor bug made its way in TDS v1.3.5 – if enabled, on some computers slippage would sometimes result in an error. In fact a single user appears to have run into the problem but I was able to confirm and fix it nonetheless, resulting in Tick Data Suite v1.3.6.
- 29.05.2015 – Tick Data Suite v1.3.5 is now available. It fixes an issue that the previous version had with MT4 builds 825 and newer, involving the inability to start multiple instances from the same folder and the inability to backtest past 10000 ticks.
- 03.05.2015 – Tick Data Suite v1.3.4 released. Adds compatibility with the recently published MT4 build 794.
- 22.04.2015 – Released Tick Data Suite v1.3.3. Compatible with MT4 builds up to 788.
- 15.05.2014 – CSV2FXT v0.49 is now available. Removed weekly and monthly FXT creation because it was useless. Fixed bug related to the minimum spread parameter being used as it was instead of using its pip value; the proper format is in pips (for example specifying 2.1 will configure a minimum spread of 2.1 pips).
- 21.04.2014 – Released CSV2FXT v0.48. Added input parameter for minimum spread (useful when using a negative spread padding); fixed issue with pip decimal rounding (thanks don!) that would sometimes result in a price getting saved as e.g. 1.23455 instead of 1.23456.
- 28.03.2014 – Released CSV2FXT v0.47. Beautified input parameters and added a price multiplication factor that will assist with converting CFD and index prices to MT4 formats which sometimes are non-standard (for instance, some prices have to be multiplied by 100).
- 18.03.2014 – Tick Data Suite v1.3.2 is now available for download. It adds compatibility with MT4 beta builds 617 and 618.
- 15.02.2014 – Tick Data Suite v1.3.1 released. Adds compatibility with MT4 build 610 and fixes a bug that resulted in a potential crash when using an unsupported MT4 build (instead of the regular error message).
- 15.02.2014 – Tick Data Suite v1.3.1 released. Adds compatibility with MT4 build 610 and fixes a bug that resulted in a potential crash when using an unsupported MT4 build (instead of the regular error message).
- 11.02.2014 – Tick Data Suite v1.3.0 stable is now available. The only change between the beta and this one is restoring multiple log functionality which appears to have been broken for a while. Now, once again, when you open several MT4 instances from the same folder you will end up with a different log file for each of them. They are suffixed by a letter.
- 09.02.2014 – CSV2FXT v0.46 released. It’s just a hotfix that addresses a bug regarding the DLL detection (in 0.45 it would work properly only if /portable was used).
- 08.02.2014 – CSV2FXT v0.45 is out. The only addition consists in a few extra error messages. It now complains if you’re trying to use it with the wrong DLL file or if the DLL file is not where it should be. You don’t need this if you were able to use v0.44.
- 02.02.2014 – CSV2FXT v0.44 has been released. This version is only compatible with builds 545 and above. Changes: new FXT format, new HST format, DLL calls, dropdown parameters, variable spread is now stored without damaging volume.
- 02.02.2014 – The Tick Data Suite 1.3.0 beta has been uploaded. Due to the amount of changes in the new MT4 builds, a very large part of TDS had to be rewritten. This TDS version adds support for MT4 builds up to 584, adds an FXT detection routine which issues a warning when trying to use an incompatible FXT and also adds an option that allows the user to disable MT4 autoupdates (only while running with the TDS). Very important: old FXT and HST files (created for build 509 or earlier) are not compatible! You must use CSV2FXT v0.44 or above to process your tick data CSV files.
- 04.11.2013 – CSV2FXT v0.43 is now available. A CFD bug made its way into 0.42 because the wrong version of FXTHeader.mqh was included in the archive (I have way too many MT4 installations…).
- 03.11.2013 – Updated CSV2FXT to v0.42. An attempt was made to make it work better with non-Forex instruments such as CFDs.
- 27.09.2013 – Dukascopy PHP scripts v0.27 uploaded. Adds all stock/index symbols that are now available in the Dukascopy tick data archive, together with their starting dates. In addition, it is now easier to configure what is downloaded via the $downloads array. Finally, by default fewer symbols are downloaded.
- 01.09.2013 – Tick Data Suite v1.2.11 released. Fixes a bug related to limit order slippage.
- 23.06.2013 – Tick Data Suite v1.2.10 released. Adds compatibility with MT4 build 507. Note that the new Spread field has no effect on the FXT settings configured when converting the tick data.
- 10.05.2013 – Haste makes waste. Tick Data Suite v1.2.9 released as a hotfix for another bug that slipped into v1.2.8 related to pending orders not getting executed.
- 10.05.2013 – Tick Data Suite v1.2.8 has been released to fix a bug that would result in a crash when backtesting EAs that use pending orders.
- 07.05.2013 – The new Tick Data Suite version released today – v1.2.7 – adds support for Metatrader 4 builds 495 and 496. A significant part of the TDS has been rewritten to accommodate the changes in the new builds.
- 16.02.2013 – Tick Data Suite v1.2.6 is now available. This version adds support for Metatrader 4 builds 468 and 469.
- 03.02.2013 – CSV2FXT 0.41 is now available. The leverage is now automatically filled in using the current account leverage (unless something else is specified), the gaps on Christmas and New Year’s Eve are no longer reported, a small error involving handling short CSV files with a blank ending line was fixed and finally a function was added named hasExtraDigit() which one can easily modify to make it suit non-standard instruments such as metals (XAGJPY for example) or various CFDs.
- 22.01.2013 – Tick Data Suite v1.2.5 has been released. It fixes a bug that involved backtests stopping at the 4GB boundary with an error when using MT4 build 451 and above. The second 445 build – the one from January – might have been affected as well.
- 07.01.2013 – Tick Data Suite v1.2.4 is now available. Adds compatibility with MT4 build 451 (the one released on 04.01.2013… the previous build 451 was working fine).
- 29.11.2012 – Looks like I made a booboo with v1.2.2 – forgot to check older versions before releasing and it turns out that adding compatibility with the new build 445 broke compatibility with previous builds. v1.2.3 is now available and it fixes this problem.
- 28.11.2012 – Metaquotes released yet another build 445 on 24.11.2012 with some significant changes. Tick Data Suite 1.2.2 was released to add compatibility with this latest MT4 build.
- 10.11.2012 – Tick Data Suite v1.2.1 released. Adds support for MT4 build 445 and adds separate logging for multiple MT4 instances running from the same folder.
- 22.10.2012 – Tick Data Suite v1.2.0 released. Adds support for simulating slippage in backtests.
- 22.10.2012 – CSV2FXT v0.40 released. Implements proper margin requirement handling for Forex as well as CFDs.
- 11.10.2012 – CSV2FXT v0.39 released. Changes: periods of up to 5 minutes with no ticks will now generate flat M1 bars.
- 18.09.2012 – Dukascopy PHP scripts updated to v0.26. Changes: more info is printed in case of missing files when downloading; a minor bug related to lack of decimals when processing is fixed.
- 18.09.2012 – CSV2FXT v0.38 uploaded. Changes: minor improvement in gap detection, it will now print messages for gaps larger than 2 hours.
- 29.08.2012 – CSV2FXT is now at v0.37. This version fixes a bug with XAU* and XAG* involving the profit and swap calculations.
- 25.08.2012 – Tick Data Suite v1.1.11 beta released. Fixes a minor issue where favorable slippage was reversed with the unfavorable slippage when custom % favorable odds was disabled. Fixed issue with the Configuration tool and the up/down changing of the custom % chance to slip and custom % favorable odds.
- 21.08.2012 – Tick Data Suite v1.1.10 beta released. Adds support for simulating slippage in backtests.
- 17.08.2012 – CSV2FXT v0.36 uploaded. Added the MoneyCommission parameter which allows setting the commission in money instead of pips.
- 16.08.2012 – Tick Data Suite v1.1.4 released. The only change is a bugfix for a minor issue involving the inability to read FXT files generated while connected to a different MT4 server when using the MT4 build 432 released in August.
- 15.08.2012 – Tick Data Suite v1.1.3 released. The update fixes a bug involving the occasional inability to load correctly with the new MT4 build 432 released on 06.08.2012. Even though it was quite elusive and only a couple of people ran into it, it was there.
- 08.08.2012 – Tick Data Suite v1.1.2 released:
- works with the new build 432 that Metaquotes released in August (the original 432 was released in May)
- rewrote hardware locking mechanism to avoid a bug experienced by a couple of users with the old one
- the trial version no longer displays “X days left” when running with a 3rd party application (e.g. the WFA)
- fixes an issue with autoupdate failing to work in some configurations
- 11.06.2012 – CSV2FXT v0.35: changed licensing model; added warning when creating FXT files with fixed spread and Spread set to 0.0 during the weekend.
- 02.05.2012 – Tick Data Suite v1.1.1 released: extends the 4GB FXT size limitation to over 200 GB; it is now also possible to run the Tick Data Suite with a non-administrator account; several minor isolated bugs that have been corrected.
- 29.04.2012 – Tick Data Suite v1.1.0 released: added automatic update checking; added configuration helper application that helps copy the TDS executable to multiple MT4 folders, allows easily changing the backtest start delay factor and also permits interacting with the registration; all files are now code signed to prevent further false positives with some antivirus programs.
- 29.04.2012 – CSV2FXT v0.34: fixed major bug related to parsing the histdata.com date format; added Australian DST (AEDT); replaced most alerts with message boxes; added question for automatic moving of the HST & FXT files to the proper locations; added overwrite questions for readonly FXT files in experts/files and in tester/history.
- 15.04.2012 – CSV2FXT v0.34 (not yet released): added code that should prevent negative spreads when using real spread (even in conjunction with a negative spread padding).
- 09.04.2012 – CSV2FXT v0.34 (not yet released): Russian DST added; compiler warning about long line fixed; when using fixed spread, duplicated ticks within the same minute are now filtered.
- 06.04.2012 – Tick Data Suite v1.0.7 is out. It fixes a minor issue with MT4 build 419 (unable to start multiple instances from the same folder).
- 28.03.2012 – CSV2FXT v0.33 is now up. It fixes a bug in v0.31 and v0.32 where a floating point value equality check was not working correctly, resulting in some error messages coming up incorrectly and the resulting files being potentially broken.
- 27.03.2012 – CSV2FXT v0.32 only adds a few more details (the ask & bid quotes) to the errors printed in the experts log when tick prices are incorrect (the checks added in v0.31).
- 24.03.2012 – Tick Data Suite v1.0.6 is out. It adds compatibility with Metatrader 4 build 418.
- 23.03.2012 – CSV2FXT v0.31: added safeguard for the tick prices – if the ask price is different from the bid by more than 10% there must be an error in the CSV; similarly, if the next tick differs with more than 10% from the previous tick, there must be an error in the source data. This replaces the check from v0.30 which did not work properly in all situations.
- 22.03.2012 – The Dukascopy PHP scripts are now at v0.25. Changes: a small correction that enables correct operation with the new tick data format on MacOS.
- 19.03.2012 – CSV2FXT v0.30 uploaded. It adds error checking for incorrect prices in the CSV file. The Dukascopy history page seems to have some issues with this sometimes and such problems will now be reported in the log and faulty ticks will be skipped. To be more specific, for example I’ve seen an EURUSD tick where the ask price was around 1.3 and the bid was 88.something.
- 07.03.2012 – Tick Data Suite v1.05 released. Adds compatibility with MT4 build 416 and fixes an issue with file locking that would prevent reading the log files while MT4 was running.
- 07.03.2012 – CSV2FXT v0.29 released. Fixes a problem where Bid would be reversed with Ask in some rare situations where the first tick in the file had identical Bid and Ask prices (for instance USDJPY exported by JForex).
- 04.03.2012 – The Dukascopy PHP scripts are now at v0.24. Fixed two more bugs, one of which was a debug setting forgotten in it. Three versions in a single day should teach me to avoid releasing stuff in a hurry (which is what happened with v0.21).
- 04.03.2012 – The Dukascopy PHP scripts v0.23 are now up. This version fixes another couple of bugs involving handling the bi5 files on Windows, thanks to Alex for pointing out one of them.
- 04.03.2012 – The Dukascopy PHP scripts v0.22 have been uploaded. This version fixes a bug handling the bi5 files on Windows, thanks to Eugene for pointing it out.
- 01.03.2012 – Version 0.28 of CSV2FXT is out. It fixes a minor bug that prevented setting the generated FXT files readonly when Metatrader 4 was started by its shortcut.
- 01.03.2012 – Version 0.21 of the Dukascopy PHP scripts has been released. It adds full compatibility with the new Dukascopy tick data format. It requires the 7-Zip command line executable on Windows and lzma or xd on Linux.
- 27.02.2012 – Tick Data Suite v1.0.4 released. Fixes bug related to saving backtest reports in Metatrader 4 build 414.
- 26.02.2012 – Tick Data Suite v1.0.3 released. In spite of a whole week of beta testing, the MT4 build 414 changes also introduced a bug that made the TDS not work with builds 402 and below, which was addressed in this hotfix. In addition to that, the Tick Data Suite will let the MT4 terminal start minimized if requested by a 3rd party application (WFA does that) and it should also work on computers for which it previously said “Unable to retrieve hardware ID”.
- 25.02.2012 – Updated CSV2FXT to v0.27. This version knows how to handle symbols that are not currency pairs (CFDs, indices etc.).
- 25.02.2012 – Tick Data Suite v1.0.2 released. Adds support for MT4 build 414.
- 22.02.2012 – Many people link directly to the files instead of the downloads page and this leads to other people using terribly outdated versions of things, so I removed everything that was outdated in the downloads folder. All such links will now result in a 404 error and this will continue happening in the future with all files that are linked directly.
- 21.02.2012 – Updated CSV2FXT to v0.26. Now it knows how to read date formats with no separators (histdata.com).
- 21.02.2012 – Updated the Birt’s Patch script to v0.21. The only change is that now it correctly reports not working with MT4 builds newer than 409 and aborts.
- 21.02.2012 – Tick Data Suite v1.0.1 beta uploaded. Works with MT4 build 414.
- 15.02.2012 – Tick Data Suite v1.0.0 was released.
- 14.02.2012 – Updated CSV2FXT to 0.25. Fixed minor bug that would allow the script to run even if no FXT could be opened.
- 10.02.2012 – Updated CSV2FXT to 0.24. Added options to create FXT files for multiple timeframes at once.
- 10.02.2012 – Added HistoryShift, a small script that generates new HST files with a shifted date.
- 10.02.2012 – Updated CSV2FXT to 0.23. Added the TimeShift option (which translates the tick data time 28 years in the past).
- 07.02.2012 – Updated CSV2FXT to 0.22. Fixed issue that prevented the progress indicator display when MT4 was started via its shortcut.
- 07.02.2012 – Updated the CSV2FXT script to 0.21. It now works around a bug in the MT4 installer that fails to set the “Start in” directory of the MT4 shortcuts; starting MT4 by one of its shortcuts would previously result in “function ‘CsvIsLineEnding’ call from dll ‘CsvReader.dll’ critical error”. The CsvReader source was also updated with a small fix that ensures the buffer is filled when seeking (needed for files with a header row).
- 04.02.2012 – The PHP scripts for downloading and parsing Dukascopy data are now v0.20 as well. The candle data script was removed from the archive since it was mostly confusing people and it might get readded at a later time as a separate download. Other than that, the only change was the
strftime("%D %T")
which resulted in a warning on Windows. Oh, almost forgot, the bat & sh scripts now process up to 2013 by default. - 04.02.2012 – Birt’s patch is now v0.20. The only change is that it now complains if DLL calls are not enabled.
- 04.02.2012 – Added separate archive with the CSV2FXT script source code and DLL source code.
- 04.02.2012 – Added CSV2FXT script (v0.20) that is able to figure out the CSV format regardless of the tick data source. The script uses a DLL to read the CSV files and thus bypasses the bug in MT4 build 409 that resulted in skipped years. Among other new features, a progress indicator is displayed on the chart and the output in the experts log is much more verbose.
- 04.02.2012 – Added versioning to all the scripts.
- 04.02.2012 – All the old FXT scripts (Dukascopy2FXT, Oanda2FXT, JForex2FXT) are obsolete as of now.
- 16.11.2011 – Fixed the crash in subsequent backtesting in builds 405 and above.
- 11.09.2011 – The changes in builds 405 & 406 were major from the point of view of the tick data tools. As a consequence, a new generic loader was needed and this one works only with builds 405 and up; the old one is still in the “old” folder inside the archive in case anyone needs to use it on builds 402 and below. The MQL scripts were also updated to work with the new builds and as a side bonus, since I had to fully rethink the 2GB limit approach, I also made it run on Windows XP, but only for builds 405 and up and it requires the Visual C 2010 runtime; see above for the runtime download links.
- 04.06.2011 – Added generic loader because the whole thing with Metaquotes releasing 4+ different builds with the same build number was getting on my nerves. This should work for builds 228 and up, if you need a loader for an older build look in the old directory in the archive. First time you run the generic loader, it will find the offsets; don’t panic and follow the instructions. If you update your MT4 build, it will just find the offsets again. If it fails to find the offsets for a new build just post a comment here.
- 26.05.2011 – Added loader for yet another 401 build.
- 15.05.2011 – Added loader for build 402.
- 14.05.2011 – Added some more pairs to the PHP downloader script: USDSGD, AUDCAD, AUDCHF, CADCHF, EURNZD, GBPAUD, GBPCAD, GBPNZD, NZDCAD, NZDCHF, NZDJPY, XAGUSD and XAUUSD. The above-mentioned pairs are available starting from February 2010, with the exception of USDSGD (September 2008), XAGUSD (November 2010) and XAUUSD (May 2011). The batch scripts were also updated and the processing script was replaced with the workaround script because it seems that PHP bug is there to stay.
- 14.05.2011 – The patch script is now able to remove the 2GB FXT limit for builds 399 and above. So far it works for 399 and 401 and hopefully it’ll work on future builds, too.
- 14.05.2011 – Added loaders for build 399 and the two different 401 builds I ran into.
- 07.04.2011 – Metaquotes has released a new build 392 with the same size, that resulted in a CRC error in the loader. I updated the loader and disabled the CRC check. Both 392 builds should work with the same loader now, but you need to update it if you have the old one and get the CRC error.
- 26.03.2011 – Updated Dukascopier to v0.4, which contains some fixes. The issue with a comma as the decimal separator on some locales has been addressed.
- 17.03.2011 – Added loader for build 392.
- 14.03.2011 – Updated Dukascopier to v0.3.
- 11.03.2011 – Added yet another loader for build 388. Metaquotes persists in its nasty habit.
- 11.03.2011 – If the terminal is not connected, the FXT scripts will now wait for 15 seconds before exiting with an error message. This should allow them to be used with startup ini files.
- 02.03.2011 – Metaquotes has acquired a nasty habit as of late. They release a build (in this case 388) and several days later they probably encounter some bug that must be fixed, address it and proceed to release a new build with the same number instead of increasing it. Just like 229, there are now two different 388 builds. I’ve added a loader for the new one, marked 388a. I also added detection for this build in the patch – you don’t need to upgrade, though; the old one will work just fine.
- 01.03.2011 – Updated Tim’s DukasCopier to v0.2. This version adds candle data downloading.
- 28.02.2011 – Once again, the old patch worked with the new 388 build, saying “unknown version” in the log. Now it is also able to identify 388. If you don’t have a problem with the patch saying “unknown version”, you don’t need to update.
- 28.02.2011 – Added loader for build 388.
- 27.02.2011 – Added Tim’s DukasCopier.
- 24.02.2011 – Although the old patch works just fine with build 387, it would say “unknown version” in the log. That has been changed. There’s no need to update unless that message bothers you.
- 24.02.2011 – Replaced short PHP open tag with full tag in download_dukascopy_candle_data.php
- 24.02.2011 – Added loader for build 387.
- 16.02.2011 – The margin currency used in the FXT files is now the account currency. Please note that this might not work properly if you hide some pairs. As a rule of the thumb, make sure that all currencies involved in the backtest have a “link” to the base account currency. For example, if your account currency is AUD and you’re backtesting EURJPY, ensure that both EURAUD and AUDJPY are among your visible symbols.
- 15.02.2011 – In addition to setting the GMT offset of the resulting FXT, you can now set the DST according to the US or European legislation.
- 13.02.2011 – Fixed two bugs that were leading to an incorrect commission calculation.
- 11.02.2011 – The MQL scripts now perform a NormalizeDouble(price, Digits) on the data read from the CSV files, meaning that the FXT files generated and used on 4 digit brokers will no longer result in invalid price errors.
- 11.02.2011 – A scripts that allows processing Dukascopy candle data has been added. A script for downloading it was already in there.
- 09.02.2011 – The FXT scripts will print a message in the experts log when starting to process a new year of data. The readonly attribute is now set at the very end to allow printing & alerting even if DLL calls are disabled.
- 07.02.2011 – Added alternate PHP process script for people running into CLI crashes.
- 07.02.2011 – Added Leverage option to all FXT processing scripts.
- 19.09.2010 – Updated the FXT scripts to also write the first and last tick of the file as its start/end date, thus avoiding the 1970 dates displayed in the results.
- 21.04.2010 – Updated the process script to resume if the output file exists, effectively allowing incremental CSV generation.
- 16.11.2009 – Implemented the fix Futron posted in the comments section.