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Forums>QuantDataManager>General Discussion>Data downloaded from StrategyQuant or TickDownloader seems not accurate?

  • #257968 |
    Customer
    2 Posts

    Hello guys,

    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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    #257997
    Customer
    791 Posts

    i am afraid that dukascopy is using EST07 timezone, which is UTC2 with US DST

    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.

    #258015
    Customer
    430 Posts

    So does this mean that the data downloaded from Ducascopy servers via SQx is not UTC as it is saved some but UTC2.

    #258022
    tomas262
    Administrator
    1826 Posts

    Dukascopy data downloaded using Data Manager is UTC+0 timezone. If you want to match Dukas MT4 data you need to clone to UTC+2/3 Eastern EU

    #258029
    Customer
    2 Posts

    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.

    #258032
    Customer
    3 Posts

    If you use less sensitive indicators on 1H timeframe and test using dukas data on mt4 using TDS I can confirm that SQx matches MT4 dukas TDS accurately. Live tests also match at more than 90% accuracy.

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