Import quotes from Metatrader to NinjaTrader

December 15th, 2010, 01:34 PM

There is a performance problem, then converting large intraday MetaTrader CSV file to NinjaTrader txt file format.
So, I wrote a small console program, that solve it.
May be it will be useful.

In Attachment
EXE_Mt4ToNt7QuotesConverter.zip - Compiled program
SOURCE_Mt4ToNt7QuotesConverter.zip - Solution for Visual Studio 2010

Usage: 1st argument - path to csv file from MetaTrader
2nd argument - path to txt file for NinjaTrader
Example: Mt4ToNt7QuotesConverter.exe EURUSD1.csv $EURUSD_MT.txt

Sorry for my English

December 15th, 2010, 02:55 PM

I'm sorry, but your zip folders contain a lot of exe files, this could be malicious, so I removed them.

December 15th, 2010, 03:52 PM

Ok, there is a code:

Code

using System;
using System.Collections.Generic;
using System.Text;
using System.IO;

namespace Mt4ToNt7QuotesConverter
{
    class Mt4ToNt7QuotesConverter
    {
        static void Main(string[] args)
        {
            string PathMT;
            string PathNT;
            string LineMT;
            string LineNt;
            int ProcessedLines = 0;

            // Test if input arguments
            if (args.Length != 2)
            {
                Console.WriteLine("Please enter arguments");
                Console.WriteLine("Usage: 1st argument - path to csv file from MetaTrader");
                Console.WriteLine("       2nd argument - path to txt file for NinjaTrader");
                Console.WriteLine(@"Example: Mt4ToNt7QuotesConverter.exe c:\temp\EURUSD1.csv c:\temp\$EURUSD_MT.txt");
                Console.ReadLine();
                return;
            }

            PathMT = args[0];
            PathNT = args[1];
            
            try
            {
                // Create an instance of StreamReader to read from a file.
                // The using statement also closes the StreamReader.
                using (StreamReader sr = new StreamReader(PathMT)) 
                {
                    // Create an instance of StreamWriter to write a file.
                    // The using statement also closes the StreamWriter.
                    using (StreamWriter sw = new StreamWriter(PathNT))
                    {
                        // Read lines from the file until the end of the file is reached.
                        while ((LineMT = sr.ReadLine()) != null)
                        {
                            ProcessedLines += 1;
                            LineNt = LineMT.Substring(0, 4) + LineMT.Substring(5, 2) + LineMT.Substring(8, 2)
                                        + " " + LineMT.Substring(11, 2) + LineMT.Substring(14, 2) + "00" + ";"
                                        + LineMT.Substring(17);
                            //Write to file
                            sw.WriteLine(LineNt);
                            if (ProcessedLines % 1000 == 0)
                            {
                                Console.WriteLine("Processed: " + ProcessedLines.ToString() + " lines");
                            }
                        }
                    }
                }
            }
            catch (Exception e) 
            {
                // Let the user know what went wrong.
                Console.WriteLine("Error:");
                Console.WriteLine(e.Message);
            }
            Console.WriteLine("Written: " + ProcessedLines.ToString() + " lines");
            Console.WriteLine("Finished!");
            Console.ReadLine();
        }
    }
}

Import quotes from Metatrader to NinjaTrader

Discussion in NinjaTrader

Import quotes from Metatrader to NinjaTrader

I'm sorry, but your zip folders contain a lot of exe files, this could be malicious, so I removed them.