Automatic backtesting with custom FXT, "cannot open"

 

Hi everyone,

I am currently working on automating MetaTrader 4 via Docker. I'm quite satisfied, almost with what I've achieved so far. Starting instance, automatically logging in and running it with multiple Expert Advisors already works smoothly.

It is also able to start a backtest for a single expert advisor. The whole thing works by dynamically creating a configuration within the container and starting MT4 with it (see this, not much magic here).

My next step is to improve the tick data for those tests. Thats why I wrote a small web service, which downloads desired instruments from Dukascopy and converts them to HST and FXT files.


My problem now is, that the tests won't start with my own data, but does start with data from Tickstory. Thats why I think I still have a bug in my FXT creation. The HST creation looks good to me, because MT4 can create ticks with these history files.

The generic error I'm seeing:

2019.04.09 13:35:33.051 TestGenerator: file "Z:\docker\mt-portable\tester\history\Ger3015_0.fxt" cannot open [5]


I believe I don't need Birts patch, because I'm able to use the Tickstory generated files in all of my MT4 instances (without starting them via Tickstory).

I've checked my code against an unofficial documentation (see https://github.com/EA31337/MT-Formats) again and again, I've compared my own generated files with Tickstory generated files, compared it against MT4 generated files and I cannot find the issue.

One difference I noticed between my generated files and MT4 generated tick files: the `launchExpert` property. In the generated ticks I see that the values 0, 1, 2 and 3 are used (e.g. for a FXT file with 1289 modeled bars, there are 1000x 0, 659x 1, 85627x 2 and 404517x 3). Does anyone know what these values mean?

I've to admit, I'm out of my depths with this one and I'm running against a wall ... any tips how I could proceed?

In case you want to take a look at the FXT file, I've uploaded it to https://anonfile.com/w21cSca0n0/Ger3060_0_fxt


Any help or feedback is welcome, thank you

Configuration at Startup - Tools - MetaTrader 4 Help
Configuration at Startup - Tools - MetaTrader 4 Help
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The client terminal can be launched with some predefined settings. For this purpose, the configuration file name will be passed to the client terminal as a parameter. If the full path to the file (Drive:\SubDirectory\FileName) is not given, the file will be searched for in the client terminal's data folder. The configuration file contains...