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  • #125846 |
    Customer
    197 Posts

    I think there are two different data sets we can download through MetaTrader. Firts is through History Center, second through pressing PageUp on the chart and File/Save.

    #125888
    Customer
    734 Posts

    Yes, 2 different data sets on MT4.

    You can scroll back using PageUp until it stops. That’s the Broker’s data.

    Download from the Historical Center and that’s MT4 data. Both are not perfect. This is why its important to use higher time frames with more robust strategies without much optimization.

    #125925
    Customer
    902 Posts

    Hi,

     

    I think the main difference between different broker data sources is whether (on the higher timeframes) there is a short duration Sunday bar or not.

     

    Alpari data has no Sunday bar and opens on Monday and closes late on Friday.  The Tick Data Downloader using Dukascopy data has Sunday bars.

     

    This means strategies using bar patterns will give very different results, even if the values and spread are very similar.

     

    @Mark – In SQ Tick Data Downloader, on the export setting can we please have an offset property (+/- hours) so that the data can be shifted and the Sunday values then included in the Monday bar so we can have consistency between brokers (5 bars per week vs 6 bars per week)?

     

    Thanks in advance.

    #126497
    Customer
    434 Posts

    I found Pepperstone (good Australian broker) data here: https://pepperstone.com/mt4-forex-trading/mt4-tick-chart-history-data.php

    at 2009 they are some gaps but 2010-2014 is all right. you will just need to merge the data together after downloading…

    #126875
    Customer
    312 Posts

    RVD Market source:

    https://www.rvdmarkets.com/en/forex_trading_terms#TickHistory

     

    Tick/second data is limited to 3 months back. 

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    #127107
    Customer
    902 Posts

    Anyone any experience of http://www.fxcm.com/services/forex-trading-tools/login/

     

    They have a Speculative Sentiment Indicator data available, incl 7 years of historical data for client positions in a zip file?

     

    You need a live FXCM account with minimum of $2000 to access I believe:

     

    http://www.dailyfx.com/forex_forum/tradera-s-tool-box/628216-speculative-sentiment-index-ssi-historical-data.html

     

    I am thinking that this data (either as-is or processed in some way ) would be very useful for SQ to use as an indicator 🙂

    #127510
    Customer
    48 Posts

    I found that Ducascopy’s data has more holes than cheese. I ended up using history center in MT4 (I am with Alpari RU). Their data are much better.

    Oanda, for instance, will allow you to download only Metaquota history data (free version).

    Leonid

    #127526
    Administrator
    3028 Posts

    that’s strange, I considered Dukascopy data quite high quality. I haven’t checked it recently, maybe they got worse now.

     

    Or maybe the gaps are because of network errors during download, you can redownload the data and it should fill the gaps.

    Mark
    StrategyQuant architect

    #127527
    Customer
    48 Posts

    Am I understand logic of History Downloader. right: If I choose to download “All data” it will download whatever is available and once interrupted it will not re-download what is already in the local database and on the filesystem?

    Leonid

    #127530
    Customer
    312 Posts

    http://ratedata.gaincapital.com/

    Has anyone have idea how to download all files at once ? And at once decompress them ….and at once import them to SQ? 🙂

     

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    #127537
    Customer
    48 Posts

    I tried that site few days ago. The import into SQ failed telling there were gaps.

    #127586
    Customer
    48 Posts

    Data from TrueFX (http://www.truefx.com) is a tick-by-tick data. in a format:

    symbol,YYYYMMDD HH:mm:ss.SSS,Ask,Bid

     

    example:

    AUDJPY,20090501 00:00:00.318,72.062,72.09

     

    I can skip or remove symbol, but how can I load date and time with fractions of seconds?

    Leonid

    #127588
    Customer
    434 Posts

    Data from TrueFX (http://www.truefx.com) is a tick-by-tick data. in a format:

    symbol,YYYYMMDD HH:mm:ss.SSS,Ask,Bid

     

    example:

    AUDJPY,20090501 00:00:00.318,72.062,72.09

     

    I can skip or remove symbol, but how can I load date and time with fractions of seconds?

    Leonid

    correct setting is:   yyyyMMdd HH:mm:ss Bid Ask.

     

    you dont use sss and bid price is the lower one.

     

    best regards

    Patrick

    #127590
    Customer
    312 Posts

    Data from TrueFX (http://www.truefx.com) is a tick-by-tick data. 

     

     

    I cannot register there, seems that activation mail doesn’t come no matter what e-mail address give. 

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    #127629
    Administrator
    3028 Posts

    votrushka, you don’t need to care about fractions of seconds, it should be recognized automatically if you have date & time format that is otherwise correct.

    Mark
    StrategyQuant architect

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