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  • #127640 |
    Customer
    48 Posts

    Thank you Mark,

    Patrick already answered the question on support forum. Everything is working now.

    Regards

    Leonid

    #127793
    Customer
    434 Posts

    I had an idea of good quality data – export data from TradeStation – but i am not using it. Is anyone here using this software?

    #127794
    Customer
    197 Posts

    I think TS does not provide data, you have to pay extra for it so you can skip TS as most data comes as ascii.

    #127798
    Customer
    434 Posts

    i think they provide data, its 6 months tick data for forex and 8 years M1 data. But you can download the data only if you are using the platform. daily chart they have for 40 yrs.

     

    http://www.tradestation.com/en/trading-technology/market-data

    #127808
    Customer
    197 Posts

    Patrick you are right, thanks for the link. Some brokers gives platform login before deposit..

    #127813
    Customer
    434 Posts

    But this platform is “heavily” paid (monthly) if you do not trade. But i think people use it especially for futures…

    #127818
    Customer
    11 Posts
    Hi Mark,
     
    Are there any major differences in the results between historical 1 minute data sets and historical tick data sets? I ask this question because most of the historical tick data providers are quite expensive and can range from $500 to $5000 and most of the brokers provide historical 1 minute data for free. 
     
    Under Build strategies – Data – Period, the lowest period one can select is 1 minute (No tick option).
     
    Under – Build strategies – Data – Test precision, one sees the options for tick data. So I am assuming that the tick data sets are used in the SQuant programming somewhere. 
     
    Can you please let us know how important the difference is between using a tick data set and a 1 minute data set? 
     
    Cheers…
    #127821
    Customer
    434 Posts

    Hi Sachin.

     

    Data, which are already in SQ are just for trying. You should download Tick Data Downloader (https://strategyquant.com/tickdatadownloader/)

    After you can download tick data (and M1 data you can create from those) These are Ducascopy tick data, very good quality.

     

    M1 data is not bad, you can use it for building strategies but you should retest your final strategies with tick data. Building strategies with tick data is very time comsuming.

     

    Best regards

    Patrick

    #127830
    Customer
    12 Posts

    Hi,

    I’m a newbie to SQ and bought this tool about a week agon.

    I started downloaded AUDUSD tick dat using SQ Tick Data Downloader.

    (For testing puprposes I down year 2014 Jan 1 to 20 Dec 2014 data) It created

     

    Three files was created:

    1. AUDUSD_MK1KT-Test.csv ( Excel file)

    2.AUDUSD_M1KT-Test.da

    3.AUDUSD_tickKT-Test.csv (Excel file)

     

    I copied the two csv files to IC Market MT4 demo platform and file them under xxx/xxx/xxx/MT4/Files 

    Range Bar from AZ invest has already been installed and I have been using it for manual trading on few occassion.

    Pull CSV2FXT_rangebars_mod script. to AUDUSD M1 chart

    set Parameters barSize = 10;  StrategyQuantExport=true; Spread = 3.0

    Hit enter and I received this errore messages ” Can’t Open input files AUDUSD.csv “

     

    Appreciate if anyone from this community can help me with this.

    #127849
    Customer
    11 Posts

    Hello Patrick,

     

    Thanks for the reply. I have actually been using the SQ tick data downloader to test strategies in forex for about a week. I agree that its an excellent data source, but mostly only for forex.

     

    If I have to build strategies for some of the other instruments where free tick data is not available, what should a users approach be? I am specifically targeting sector exchange traded funds, specific stocks etc. 

     

    Most paid ‘Tick’ data sets for these instruments are very expensive and are from third party sources, but the ‘1’ minute data sets are free from the broker.

     

    So I am trying to understand the difference in quality and profitability of results between the two types of data – tick data versus 1 minute data, More specifically are the developed strategies significantly different than each other? 

     

    Cheers…

    #127856
    Customer
    434 Posts

    Hi Sachin,

     

    the backtests are only approximate. It is recommended to retest all final strategies with tick data to be sure about its performance. But it also depends at the strategy, if it trades at H1 and H4 TF, the result will be not so different most of time, if it trades at  M15/M5 where average trade can be 5-10 pips, it is neccessery to make tests at tick data, because the results can be completely different.

     

    About the data for stocks, i have no experiences with it. If you will use the M1 data, trade at demo account first to see if the strategy will have the same performance.

     

    Patrick

    #127905
    Administrator
    3055 Posts

    to get data for stocks you can use finance.yahoo.com, but they provide only daily historical prices.

     

    If you want real high quality intraday stocks/futures data I can really recommend Tradestation. It is not that cheap but their data and platform are excellent.

     

    $100 per month for a platform seems to be a lot, but it is probably less than size of one stop loss, and quality data are very very important when testing your strategies.

    Mark
    StrategyQuant architect

    #129145
    Customer
    312 Posts

    REVIEW.

    btn_viewmy_160x33.png

    #129187
    Customer
    116 Posts

    Hey guys, looking at building some momentum strategies and want it to trade around the EU, UK, and beginning of US session but skip the asian session. Just wondering if anyone knew what time zone Dukascopy data would be set in?

     

    For example on my platform I would want to limit trading to 07:00 to 18:00 so just wondering what times that would correlate with in SQ with dukascopy data…

    #129192
    Customer
    312 Posts

    Hello nolube,

     

    As far as I know, dukas have GMT+1 

    btn_viewmy_160x33.png

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