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Forums>StrategyQuant>General Discussion>Darwinex Tick Data is all wrong

  • #269067 |
    Customer
    43 Posts

    I have downloaded Darwinex tick data in SQX as I am using them as my broker, mostly because I understood SQX could provide accurate tick data for them. This is totally not the case!

    I found significant differences between my actual trading activity on my live account and both the number of trades and performance in Algowizard.

    I just compared the backtest in SQX vs the backtest in MT4 Darwinex account and was shocked by the results.

    When I compared the values on the SQX charts with the Darwinex charts they are totally different!

    For example EURCHF M1 chart 17th December 2020:

    22:31 Darwinex close 1.08492 vs SQX close 1.08424 difference of 6.8 pips!

    23:10 Darwinex close 1.09475 vs SQX close 1.08492 difference of 1.7 pips

    I have spent the last few weeks building strategies based on broker data that is totally incorrect!

     

    Whoever is in charge of data imports please urgently:

    1) Check with Darwinex if their data should match their actual live feed

    2) If it does, work out why SQX data is incorrect and fix it

    3) If this can be resolved so that the data is correct, import all the correct data for all pairs, as most have years of data missing.

    4) Report back on the outcome to everyone here

    Thanks!

     

    #269068
    Customer
    43 Posts

    I just worked out what is happening. All your Darwinex data has the wrong time stamp on it by 2 hours!

    The 23:10 close in SQX matches with the 01:10 close in Darwinex 2 hours later

    The same with 22:31 matches with 00:31 also 2 hours later.

    All of the SQX Darwinex data needs to be re-imported with the correct time stamps on it, adjusted by 2 hours so we can actually use it.

    Please advise when this has been completed.

    Thanks!

     

    #269070
    Customer
    43 Posts

    Further, it appears that in non-daylight savings times, it is only 1 hour different. You need to just take the times provided by Darwinex, as they automatically adjust for daylight savings times. No additional adjustments are necessary.

    #269071
    Customer
    797 Posts

    you need to know, that darwinex data from their FTP are UTC0, so you need to clone them to EST07 – UTC2 with US DST

    • This reply was modified 5 months ago by hankeys.

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #269074
    Customer
    43 Posts

    you need to know, that darwinex data from their FTP are UTC0, so you need to clone them to EST07 – UTC2 with US DST

    Thanks Hankeys, I am sure that will assist the team here to import the data correctly

    #269089
    Customer
    797 Posts

    the devteam will make nothing with this issue, because original data from darwinex are UTC0

    • This reply was modified 5 months ago by hankeys.

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #269091
    Customer
    43 Posts

    The current data can’t be used, so needs to be fixed by SQX team, updated to the correct time zones for trading and proper analysis.

    You can’t do anything with data that hasn’t been filtered correctly and doesn’t match what can actually be traded. I have been placing orders at the wrong times because the data in SQX is incorrect, and it means that backtests with MQ4 never come close to matching the broker’s trading. It simply needs to be adjusted by SQX team so that we can all use it as intended. Much easier to fix at source, than dealing with all this mess due to wrong time zones.

    #269092
    Customer
    797 Posts

    i am using darwinex data without a problem…

    source is UTC0, try to download the data right from the darwinex FTP if you have access to them

    assumption that something will be resolved by SQX team is false i think…because they will need to download raw data from darwinex FTP server and clone the data everytime you want to download them

    its the same like the feature, that i want to download the 1M data form darwinex, not ticks…its not possible, because origin of data are TICKS

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #269093
    Customer
    43 Posts

    The biggest problem is that the data is essentially in 2 different settings, one for DST, which is changed by 1 hour from standard hours. You can’t view the complete data set as a whole as they are disjointed. My whole trading method is based on M1 charts at certain times of day. SQX is useless unless the data is correct as a single version that works correctly throughout the year, which matches what is tradeable.

    It can’t be that big a deal for a company that specializes in importing and converting data as their primary business to get it importing correctly, so that it is useable for members. It just requires updating once a year with the dates for DST for the correct conversion. SQX are paid to be experts at this, so we don’t each need to individually try to work out a work around. SQX just need to do it correctly once for all users.

    Does the Dukascopy data also have this issue? If so, it would resolve that as well.

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