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  • #256725 |
    Customer
    71 Posts

    Hello!

    Does anyone know, where we could download / buy 30 year good quality data for strategy generating and backtesting?

    Brg, Csaba

    #256730
    tomas262
    Administrator
    1304 Posts

    Hello,

    I doubt there can be found any free data of such long range. We have 17 years of forex data from Dukascopy in QuantDataManager and StrategyQuantX available which is not that bad but if you need more years I suppose it needs to be purchased somewhere

    #256898
    Customer
    434 Posts

    I have 34 years of pretty much hole-free M1 data (1987 -> today) for 21 symbols, which I use to create my strategies in SQ. PM me if interested.

    • This reply was modified 2 months, 2 weeks ago by geektrader.
    #256903
    Gianfranco
    Customer
    110 Posts

    I don’t understand what 30/40 years of data is for … since since 2008/2010 has been the past in the telematics market … also because ‘volatile’ dynamics and monetary policies have totally changed. with such old data you risk modeling strategies that are no longer current. in my opinion’ and algo professional traders that I know 10/12 years are more than enough

    just out of curiosity I can check further back… just out of curiosity

    thanks gianfranco

    #256905
    Customer
    434 Posts

    Not everyone has to follow this concept, but I prefer to include all the data for a pair since it´s “inception”, which in turn creates rock-stable systems (at least for me that is in the last years) that make money, compared to if “just” using 10 or 15 years (which I did before as well).

    #256907
    Customer
    71 Posts

    @geektrader 

    I wrote you PM. :)

    @all

    I would need long M1 data, because I do not like the monte carlo tests. These are just probabilistic game for me.
    I like test method which are “REAL”. So for me a monte carlo gives not a real, clear result, because there it depends on, which parameter will be randomly modified.

    But the tests like another timeframe, another market, higher-lower precision are better, because there is no probability. These gives exact results.

    Or what are your opinion?

    #256909
    Customer
    422 Posts

    you are talking about Asirikuy data, which i think is from OANDA broker…they are UTC1

    yes you can find strategies which are working for the whole history, but mostly only on EURUSD and does this long future will grant you some future results?

    could be YES, but also NOT :)

    i am not using those data, only for interest

    dukascopy data are by my opinion better in quality

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    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #256914
    Customer
    434 Posts

    I have never used tick-data to create my strategies, I am using this as an extra measure of stability. If a strategy only works if using intrabar (1M or tick-data) but fails on the select time-frame only method (or vice versa), I would not trade is. Here is one that I found today, similar to yours, just that OOS was fine (cannot be seen in this picture as this is a re-optimized result). Ret/DD is in the 40er range, which is pretty much standard indeed if using 34 years of data EURUSD H1 timeframe. I never had much success with building strategies on “just a few years”, while the ones created on 34 years of data all do well going forward for the last years. But everyone has their own approach, so whatever works for you, is good :-)

     

    • This reply was modified 2 months, 2 weeks ago by geektrader.
    #256902
    Customer
    434 Posts

    Since I´ve been asked about this many times, I´ve decided to make this data available for everyone at a pretty fair price (took me years to compile) and I´ve posted it over here:

    https://www.forexfactory.com/showthread.php?t=986459

    #256950
    Customer
    422 Posts

    those must be still the data from Asirikuy Community which are 160 USD/year – are you only reselling or what took you years?

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #256951
    Customer
    418 Posts

    It was geektrader that made it for Asirikuy i remember reading on their website.

    #256958
    Customer
    422 Posts

    good job then

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #256962
    Customer
    418 Posts

    ALl thought working on data does not mean you own it and can re sell it. And since geektrader did not respond it is probably not his data to sell.  I mean i have worked on it aswell so then it is mine ? In that case I be happy to give it away for free.

    #256971
    Customer
    244 Posts

    i would say that guy from mechanical forex would be not happy :) 2cents

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