AlgoChef Docs

MetaTrader Import Guide

AlgoChef accepts two different MetaTrader exports, and which one you want depends on what you are trying to validate.

  • Backtest results — export the Strategy Tester Report as HTML. AlgoChef reads it directly with no column mapping. This is the right choice for most people, because AlgoChef exists to validate backtested strategies.
  • Live trading history — export your Account History as CSV and map the columns by hand. Use this when you want to analyse trades you actually took.

Strategy Tester Report (recommended)

This is the one-step path. AlgoChef recognises a MetaTrader Strategy Tester Report on sight and maps it for you.

  1. In MetaTrader, run your backtest in the Strategy Tester
  2. Right-click the results and choose Save as Report (MT4) or Report → HTML (MT5)
  3. In AlgoChef, go to Strategy Hub → Import and upload the .htm / .html file
  4. Review and save — there is no column-mapping step

AlgoChef reads the strategy name, symbol, timeframe and initial capital straight out of the file, and stitches each entry row to its matching stop-loss, take-profit or close row using the order number, so a single trade arrives as one complete record.

Tip

This is the same treatment TradeStation RINA XML gets. If your platform can produce either format, prefer it — it removes every opportunity to map a column wrongly.

Account History (live trades)

Use this only if you want to import trades you actually placed rather than a backtest. It requires the column-mapping wizard.

Exporting from MetaTrader 4 (MT4)

  1. Open MetaTrader 4
  2. Go to View → Terminal (or press Ctrl+T)
  3. Click the Account History tab
  4. Right-click anywhere in the trade list
  5. Select Save as Report → choose Detailed Report
  6. Save as HTML, then open in Excel and export as CSV

Info

MT4 does not export directly to CSV. The recommended workflow is: export as HTML → open in Excel → save as CSV. Alternatively, use the Save as Report (CSV) option if available in your broker's MT4 build.

Exporting from MetaTrader 5 (MT5)

  1. Open MetaTrader 5
  2. Go to View → Terminal (or press Ctrl+T)
  3. Click the History tab
  4. Right-click anywhere in the trade list
  5. Select Report → Save as CSV
  6. Save the file

Importing Into AlgoChef

  1. Navigate to Strategy Hub → Import
  2. Upload your MetaTrader CSV file
  3. Use the column mapping wizard to match your columns to AlgoChef fields
  4. Set your Initial Capital
  5. Click Import

MetaTrader Column Reference

MetaTrader ColumnAlgoChef Field
Open TimeEntry Date
Close TimeExit Date
ProfitProfit/Loss ($)
Type (buy/sell)Side
VolumeQuantity
Open PriceEntry Price
Close PriceExit Price
CommissionCommission
Swap— (not mapped)

Tip

The Swap column (overnight financing cost) is not mapped by AlgoChef. If swap costs are significant for your strategy, add them manually to your P&L column before importing.

Troubleshooting

Profit showing as negative when it should be positive? MT4 sometimes exports short trade profits as negative values in the wrong column. Verify the sign convention in your export matches what AlgoChef expects — a winning trade should have a positive P&L value.

Trades missing from export? Make sure your date range filter in the Account History tab includes the full backtest period. MT4 sometimes defaults to the last month only.

Currency mismatch? AlgoChef expects P&L in your account's base currency. If your MT4 account trades in a different currency, convert before importing or adjust your Initial Capital accordingly.

Next Steps

Tip

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