21 Pairs 1 minute Data From 1985

The Shop Is closed i dont know the reason but all this cost only 500$ . Anyone tried it ? 

There is 300$ for major pairs which seems to be perfect rather than clean Asirku data ! 

 

http://www.forexdata.biz/index.php?option=com_content&view=article&id=20&Itemid=53

Dont know about them..,

Asirikuy seems to deliver the requested.

if you have some money to spare and want to try out other datas go a head, i heard already in the forum that Olsen’s data quality is not even close to asirikuy’s quality,

and if you know Olsen and their prices you would never look for data again after asirikuy hehe..

Idk about forexdata.biz but Asirkuy data is absolutely perfectly clean. Its directly from the inter-bank market.

 

(Removed in retrospect because it was an embarrassing beginner question and didn’t add any value, haha)

Timezone for AS Data is +1/2  so you need to convert as pepperstone is +2/3

 

However is perfectly good unconverted from non time dependant strategies, just make sure you don’t enable time/range, EOD or use indicators that are reliant of time such as pivot etc. 

 

If you can code there is a link I posted not so long ago on this regarding a blog post by Daniel from AS about TX conventions using Python.  Seeing you’re a member you find a lot more info on their forums 🙂

 

Here it is again:  http://mechanicalforex.com/2016/06/dealing-with-forex-data-time-zones-using-pandas.html

 

In regards your edit:  

 

If OOS forward testing are inline with backtesting then no problem.  I’m not seeing any issues with strategies build using this data as long as it is passing my acceptance criteria, I’m also using all of the data up until 31.12.2011 for my mining, then using the rest for OOS testing and WFA.  I’m mainly mining on H1 and D1.  I know I probably don’t need this much data for H1 but I am and I’m seeing good results on OOS forward tests.  

 

So I wouldn’t worry if you’re using the large Timeframes, may be a completely different story for sub H1

 

stephen

or use indicators that are reliant of time such as pivot etc. 

Thanks!

I didn’t regard pivots as reliant of time since it just uses High, Low, Close, is averaging it and SQ checks the edge on those levels. So let’s say SQ finds something that is good on S2 Pivot, when live trading it will just use that level and it doesn’t matter that the testing data and broker data have different time zones because the price history and pivot levels are the same. In the testing data the particular pivot may have arised 2 AM and in the broker data it may have arised 3 AM but it’s the same pivot and the code just says to check that pivot. Have I missed something? Would you mind listing every setting, indicator etc. that is reliant of time?  🙂

Sorry I can’t help you in regards to what indicators are Time based, I myself only use the simple basic indicators.  You will need to experiment yourself.  But I know the SQ community would interested in your results

 

Easiest way to test is have both TZ data and re-run the tests on your broker TZ data to see if its exhibiting similar results then Id say it’s not affected by TZ.  You don’t need same amount of data, just enough to run some forward tests to confirm either way.  

 

I can only think the Pivot as you say are recalculated by previous close.  So if using daily levels would/could levels be different?  same goes for previous Hi/Lo which may be different if out by an hour??   My thoughts are yes.   I would think that others lower TF wouldn’t expect to be affected as much as the Daily

 

mind you this is all unsubstantiated on my part 🙂 and may be a good little exercise to try and analyse with R if I get some time as I’m currently doing the Coursera data science courses and in the early stages.

 

http://www.investopedia.com/ask/answers/forex/forex-pivot-points.asp