Formats supported in QuantAnalyzer

Author: Mark Fric

December 18th, 2020

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MetaTrader 4 & 5

most popular forex trading platforms. Supports importing both backtest reports and account statements.

MT4 Backtest Report: htm, html, csv
MT4 Backtest Statement: htm, html
MT5 Backtest Report: htm, html
MT5 Account Statement: htm, html

 

StrategyQuant X, StrategyQuant 3, QuantAnalyzer

strategies and reports from our other products in formats: .sqx, .sq4, .str, .sqa, .stp, .owf

 

Tradestation, MultiCharts, CTrade, JForex, NinjaTrader, Metastock

other popular trading platforms – they usually offer a way to export the strategy performance reports after backtest.

Tradestation Strategy Performance Report: xml, mht, xlsx, csv
Multicharts Strategy Performance Report: xls, xlsx
CTrade: xml, htm
JForex: html
NinjaTrader: csv
MetaStock: csv

 

FxBlue, Myfxbook

popular online tracking services. Format: csv

 

ForexTester, FSB, ZuluTrade

other popular platforms.

ForexTester: csv
FSB: xlsx
ZuluTrade: csv, xlsx

 

General CSV Loader

General CSV file allows you to load just any list of orders provided in CSV (comma separated file). Even if your particular trading platform is not yet supported in QuantAnalyzer you can load the orders there – if you are able to export them into CSV and specify the format.

How it works:

  1. you have to specify format of your file in file: \settings\plugins\LoaderGeneralCsv\GeneralCSVImport.ini
  2. restart QuantAnalyzer
  3. load your CSV file normally – it should now recognize the new format

 

Format specification

You can define multiple different formats in the GeneralCSVImport.ini file – you just need to number them from 1 to X.

Definition of one format has four lines:

Format.XXXXX.SkipRow – how many rows to skip from the beginning of file – usually 1 row that contains header
Format.XXXXX.Separator – separator of values, usually comma (,) or semicolon (;)
Format.XXXXX.DateFormat – date format from Java SimpleDateFormat. For example: YYYY-MM-dd
Format.XXXXX.LineFormat – line format – list of all columns in the CSV file. Also unused columns must be specified

where XXXXX is the number of format: 1,2,3… etc.

Example:

Format.1.SkipRow=1
Format.1.Separator=,
Format.1.DateFormat=yy-MMM-dd
Format.1.LineFormat=Ticket,Symbol,Action,Size,OpenTime,OpenPrice,CloseTime,ClosePrice,PL,Unused,Unused,Unused,Unused

 

Available fields

Fields that can be used in Format.XXXXX.LineFormat:

Unused – column value will be skipped during load
Ticket – number of ticket
OpenTime – order open time
CloseTime – order close time
Symbol – order symbol
Action – action – must be one of the texts: “buy”, “long”, “buy limit”, “buy stop”,  or “sell”, “short”, “sell limit”, “sell stop”
Size – order size
OpenPrice – order open price
ClosePrice – order close price
CommSwap – Commission / Swap
PL – order Profit / Loss
Comment – order comment as string
MagicNumber – order Magic Number

 

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