History Files in FXT Format
In its operation, tester uses an *.FXT file with generated succession of bars. Each record of the generated succession represents the bar status at either moment within one bar. When modeling bars, tester takes other bars from this file and updates the current bar or adds another one if it has just begun to be formed.

One may refuse to apply the standard bar modeling, but use one's own data file for testing/optimization. To do so, one has to disable "Recalculate" and place the desired FXT file into the /TESTER/HISTORY folder. The file name must appear as "[symbol name][period in minutes]_[type of modeling (0 — every tick, 1 — control points, 2 — open prices)].FXT" (without spaces). For example, it can be "EURUSD1440_1.FXT" where "EURUSD" is the security symbol, "1440" is period of D1 (1440 minutes, 24 hours), and "1" means modeling by control points.

A short description of the format is given below. It begins with the header:

//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
struct TestHistoryHeader
{
int version; // 404
char copyright[64]; // copyright
char symbol[12];
int period;
int model; // for what modeling type was the ticks sequence generated
int bars; // amount of bars in history
time_t fromdate; // ticks generated from this date
time_t todate; // ticks generating stopped at this date
double modelquality; // modeling quality
//---- general parameters
char currency[12]; // currency base
int spread;
int digits;
double point;
int lot_min; // minimum lot size
int lot_max; // maximum lot size
int lot_step;
int stops_level; // stops level value
int gtc_pendings; // instruction to close pending orders at the end of day
//---- profit calculation parameters
double contract_size; // contract size
double tick_value; // value of one tick
double tick_size; // size of one tick
int profit_mode; // profit calculation mode { PROFIT_CALC_FOREX, PROFIT_CALC_CFD, PROFIT_CALC_FUTURES }
//---- swap calculation
int swap_enable; // enable swap
int swap_type; // type of swap { SWAP_BY_POINTS, SWAP_BY_DOLLARS, SWAP_BY_INTEREST }
double swap_long;
double swap_short; // swap overnight value
int swap_rollover3days; // three-days swap rollover
//---- margin calculation
int leverage; // leverage
int free_margin_mode; // free margin calculation mode { MARGIN_DONT_USE, MARGIN_USE_ALL, MARGIN_USE_PROFIT, MARGIN_USE_LOSS }
int margin_mode; // margin calculation mode { MARGIN_CALC_FOREX,MARGIN_CALC_CFD,MARGIN_CALC_FUTURES,MARGIN_CALC_CFDINDEX };
int margin_stopout; // margin stopout level
int margin_stopout_mode;// stop out check mode { MARGIN_TYPE_PERCENT, MARGIN_TYPE_CURRENCY }
double margin_initial; // margin requirements
double margin_maintenance; // margin maintenance requirements
double margin_hedged; // margin requirements for hedged positions
double margin_divider; // margin divider
char margin_currency[12];// margin currency
//---- commission calculation
double comm_base; // basic commission
int comm_type; // basic commission type { COMM_TYPE_MONEY, COMM_TYPE_PIPS, COMM_TYPE_PERCENT }
int comm_lots; // commission per lot or per deal { COMMISSION_PER_LOT, COMMISSION_PER_DEAL }
//---- for internal use
int from_bar; // fromdate bar number
int to_bar; // todate bar number
int start_period[6]; // number of bar at which the smaller period modeling started
int set_from; // begin date from tester settings
int set_to; // end date from tester settings
//----
int freeze_level; // order's freeze level in points
//----
int reserved[61];
};

Then, the array of modeled bars follows:

#pragma pack(push,1)
struct TestHistory
{
time_t otm; // bar time
double open; // OHLCV values
double low;
double high;
double close;
double volume;
time_t ctm; // the current time within a bar
int flag; // flag to launch an expert (0 - bar will be modified, but the expert will not be launched)
};
#pragma pack(pop)