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  • #145172 |
    579 Posts


    Is it illegal to share the data I bought from the commercial website which is not exists no longer?
    I bought data from more than 3 years ago, but I cannot connect that website any more.
    These data starts from the 1987 or 1986 and updated until 2014.08. and it is M1 (GMT+0) !
    Maybe the Asirikuy M1 data might be almost same with this because years ago, many asirikuy members have bought this data together. (And Daniel the manager of asirikuy introduced this website to asirikuy members) I want to share this with SQ members if it has no problem.. 



    Thanks for the willing to share,

    you can upload the data files directly to our Ryver group to the suited chat channel for it,

    it is a closed group only for our members and enthusiastic users only so there will be no legal sanctions attached of-course :)

    will be very helpful for those of us who test on multiple data sources + M1 data.

    72 Posts

    Hi Karisuma


    I wasn’t asking anyone to do anything illegal. I was asking SQ to post verified .DAT files that they have generated from their Dukascopy data. This could save many people a lot of time.


    As to whether sharing your specific data from your obsolete vendor is illegal, you would have to check the terms of your agreement with them. Some agreements survive the termination of the organization’s existence (if the agreements specify it in the terms). Otherwise, when the organization ends, so does your agreement with them and typically you are free to do with your property (data) what you wish.

    100 Posts

    Hi Karish and afhampton


    My decision about sharing the data is not due to anyone’s request but due to my own willing.

    Frankly speaking, I want everyone in this forum could get good quality data so as to free from unnecessary problems.
    But if there is chance of legal problem I couldn’t do it. I’ll check the terms of agreement on it first.
    Thanks for your advice :)


    100 Posts

    I’m sorry to say that, Daniel – the manager of asirikuy said that was shutdown due to their illegal obtention and sharing of this data.

    because data has its original data owner, so sharing this data could be a problem at this circumstance. So I give up sharing this for everyone. sorry for this.




    57 Posts
    Hi Guys, talking about data, I’m reading the book by kevin J. Davey. In this he mentions something that I would like to share, and to know your opinion about it.
    â–  Testing with Forex Data
    If you are testing a forex system, there are two major concerns you need to be aware of. The first issue is that not all forex data are the same. In fact, since the forex is decentralized, there is no official price stream like there is for futures markets. That means that each broker will have its own unique price data set. Of course, if you back test with the same data source that you will use going forward, then there is no issue. But if you test with data from broker A, and then want to trade it live with broker B, the system will now have different data to deal with. In that case, you can basically toss all your back tests out the window, as they are no longer valid. Depending on the data differences, your results might be better, and they might be worse. The point is, though, that you have invalidated all your testing by changing data sources.
    The second issue with testing forex data is in the types of orders you use. If you are testing your system with forex data, you really need to be careful with how your strategy places orders. Because of the issue I show later, I only use market orders for entry and exits. My forex strategies never have Limit or Stop orders in them. Of course, I always add the spread cost into the final profit/loss on each trade, but by
    using market orders, I never have to worry about ‘phantom fills
    What is the pitfall to using limit and/or stop orders with forex data? In futures markets, there is one price data stream, which always represents the traded price. With forex, however, there is both a bid data stream and an ask data stream. The difference between these two data streams is the current spread, which is typically a few pips. By definition, you can only buy at the ask and sell at the bid. 
    The problem with testing a trading strategy with forex data is that the data stream shown on the chart is typically the bid data stream. Although you could alternatively show the ask data stream (if available), most trading software back-test engines can use only one to calculate trade results. If your trading software can calculate fills using bid and ask data simultaneously, you may not encounter this issue. For example, non-object-oriented TradeStation can only test with bid o r ask data. MultiCharts, on the other hand, can test with both bid and ask data. It is a good idea to check your software first, though, before assuming this is not a potential issue for you. If it is a potential issue for you, here is an example of how it could be a problem: 
    Suppose you are trading the EURUSD forex pair. The current price is 1.3502/1.3505 (I am using an unrealistically high three-pip spread for this example, but the principle holds for even smaller spreads). That means the bid is at 1.3502, and the ask is at 1.3505. Remember, you can buy at the ask but not below, and you can sell at the bid but not above. Let’â„¢s also assume your trading software shows you the bid data, so currently it shows 1.3502. 
    For this example, your strategy places an order to buy at 1.3500. Shortly after your order, the price drops to 1.3499/1.3502. Since the price on the chart is now 1.3499, and your buy price is 1.3500, the software strategy engine thinks you were filled at 1.3500. It thinks you are currently long, but the ask price only hit 1.3502, so in real life you would never be filled. 
    ‘Big deal! you might say. ‘How often can this possibly happen? Well, it will never happen for losing trades, since for losers the price will keep falling and you will get filled in real life, just as your back-test engine got filled. But for winning trades that turn profitable before the ask price hits 1.3500, you will never get filled. Depending on your trading methodology, it could lead to a huge discrepancy between back-test engine results and real-world results. At the very least, your back-test report will always be on the optimistic side. Since you use that information to develop your strategy, you could be basing your trading decisions on some very suspect results. Although the example I presented is for limit orders, the same type of situation occurs with stop orders. You will have stops filled at prices that never show up on the bid data chart.
    To get around this issue, you cannot just add slippage to each trade like you can with futures. This is because the bid/ask problem is not a situation of slightly worse fills’”it is a case of fills or no fills. Or your software platform may off er advanced order techniques and methods (TradeStation refers to the method as ‘price series providers). The key is to be able to back test the same way you trade live. That is precisely why I use market orders for all my forex strategies. Since I use orders such as ‘sell next bar at market, I can have some losses that are much bigger than a stop-loss would be, and that is the big disadvantage of market orders. Just imagine, for example, how much the price could change in a fi ve-minute bar around a Federal Reserve announcement. In the long run, though, I know market orders will always be filled, and they back test the same, after accounting for the spread, as they trade in live accounts. Therefore, I have found this situation to be acceptable, since it provides back-test results that match real market fills fairly well.
    Personally, about the first problem that he mentions, I think that we all know this here, and furthermore, although, what he says would be ideal, due to my years of experience with the dukascopy data I do not worry so much. However in the second point I do not know what to think.


    70 Posts

    Manly this is a very interessting threat but what i`m really missing is a objektiv test from a independend company or club who really check the quality of every providers.

    If this exist, please publishing.


    I mean the main question is, if it`s really needed to buy for 1000€ datas or is it enough to use the datas from Dukascopy that i get for free from TickDownloader.

    Please, if a indipendet test exist, publishing.


    Thanks in advance!

    27 Posts

    What me helps, I download the tick data from Dukascopy with the same UTC time as my broker has and compare the minutes OHLC from duskascopy with the same broker UTC time. So I can varified that I backtest with QS the same minutes OHLC as my broker use.

    Regards Chris

    70 Posts

    And, do you have some differences between the tickdownloader and the direct download sometimes?

    935 Posts

    Heads up, Dukascopy have started imposing download limits on their tick data.

    This means for example now, the Birt Tick Data Manager now gets lots of  “Service Unavailable” errors soon after it begins downloading data.

    Tick Story has the same issue:

    Time Message Time Message 15-10-2018 20:53 Error occurred during download: The remote server returned an error: (503) Server Unavailable. (URL:

    • This reply was modified 3 months, 1 week ago by  mikeyc.
    • This reply was modified 3 months, 1 week ago by  mikeyc.
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