StrategyQuant X is really the best software ever to generate strategies I’ve used. Data is the most elements of StrategyQuant X, if we have accurate data, StrategyQuant X will make great strategies. However, I’m struggling with the accuracy of the data. I will tell step by step what I’ve done and the issue I’m facing, so please help me if there’s anything wrong I was doing.
1. Fistly, I used Tickdownloader app (introduced in the course) to download EURUSD from day 20.04.2020 till today 04.05.2020. Then I configure the data to time zone UTC+3 (Moscow, St. Petersburg) that matches with the time of Dukascopy MetaTrader platform I’m using AND I tick the 4 Hours data to export the data for H4 time frame.
2. After having both the CSV file and the Dukascopy Metatrader 4 open (please see two attached Excel files accordingly), I try to check randomly some data to see if the data I export from Tickdownloader matches REAL data from Dukascopy. However, the result is quite bad. Some data is nearly different. The difference between Duka and Tickdownloader is roughly 3-14 pips. For instance (the data in parenthese is of Dukascopy MetaTrader platform):
2020.04.22 16:00 Open 1.08764 (Duka Metatrader: 1.08685 – 8 pips difference); High 1.08773 (1.08717 – 6 pips difference); Low 1.08203 (1.08099 – 10 pips difference); Close 1.08291 (1.08156 – 14 pips difference).
2020.04.23 4:00 Open 1.08062 (1.08112 – 5 pips difference) ; High 1.08218 (1.08218 – 0 pip difference); Low 1.08046 (1.08080 – ~3 pips difference); Close 1.08092 (1.08156 – ~6 pips difference).
2020.04.23 12:00 Open 1.07959 (1.07958 – 0.1 pips difference); High 1.08029 (1.07994 – 3 pips difference); Low 1.0756 (0 pip difference); Close 1.07659 (1.07875 – 12 pips difference)
Any many other data have the same problems. You may try download and check.
Please, tell me if I was doing something wrong or that’s the problem with data of StrategyQuant? Or that difference is acceptable?
Thank you a lot in advance.
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i am afraid that dukascopy is using EST07 timezone, which is UTC2 with US DST
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Hello Tomas262. Thank you for your advice. I have tried and succeeded. In details, for data downloaded by Tickdownloader, I need to clone to UTC+2, for data downloaded by StrategyQuant Data Manager, it should be cloned to UTC+3.
My further question is when we should clone to UTC+2, when we clone to UTC+3. Why is it different from Tickdownloader and StrategyQuant Data Manager?
Thank you in advance.
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