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Tick Story and SQ Tick Downloader

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alexisSQ

Customer, bbp_participant, community, 20 replies.

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7 years ago #115553

Tick Downloader and Tick story both get data from Ducascopy. When I backtest (1min precision) same instrument/same period I get different results by quite a bit. Usually in the favor of TD. Could Tickstory be more accurate? Different filter engine? I am try to compare to live results and see which one is closer. I think it is TS again.

Any ideas? Which is more reliable?

Any other free reliable source to compare?

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Mark Fric

Administrator, sq-ultimate, 2 replies.

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7 years ago #139361

this is strange, do you test it in MetaTrader using Tick Data Suite? Did you generate FXT data using TDS or from TickStory?

 

There is no reason why TickStory should be more or less accurate than TickDownloader, the downloaded data are the same. There’s no filtering.

 

The only difference could be in generated tick data (FXT) file for MetaTrader, but TickDownloader doesn’t do this.

As far as I remember, there was some bug in TickStory generation of FXT file some time ago, or at least it didn’t match FXT generated by Tick Data Suite.

Mark
StrategyQuant architect

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alexisSQ

Customer, bbp_participant, community, 20 replies.

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7 years ago #139362

My tests have been in SQ only not in the MT4 platform. The engine is MetaTrader. The data has been downloaded from Tick Downloader v. 4.2.0 and TickStory Light (2 independent downloads).

Not sure what you mean by FXT and TDS. I used 1 min data not ticks.

Differences don’t occur always. In longer periods and shorter time frames I think….

 

I suspect what the problem might be.

I tried to use TD data but NOT excluding weekends. The results matched the Tick Story. Perhaps TS has weekend data and due to timezone differences early Sunday signals might be ommited if using data with exclused weekend data. What do you think?

Perhaps it is safer to not exclude weekend data

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