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Where to find reliable historic data?
Apr 15, 2015 at 07:17
會員從Mar 31, 2014開始
44帖子
After Alpari went bankrupt, I lost the mt4 platform where I was downloading historic data to run the strategy tester. Where should I download reliable historic data to feed the mt4 strategy tester as my broker do not offer that?
I also need cfd indexes (dax30, eurostox50, spx500, dow30, etc.) commodities and metals.
I need at least a couple of years (let's say from 2013) of 1 min. data.
When I mean reliable data I mean that testing in "every tick" mode I would like to get a quality of 99% and most of all I need that those data comes with not errors or holes.
Can you please help me?
I also need cfd indexes (dax30, eurostox50, spx500, dow30, etc.) commodities and metals.
I need at least a couple of years (let's say from 2013) of 1 min. data.
When I mean reliable data I mean that testing in "every tick" mode I would like to get a quality of 99% and most of all I need that those data comes with not errors or holes.
Can you please help me?
mendeco@
Apr 15, 2015 at 12:36
會員從Oct 13, 2014開始
7帖子
Hi mendeco,
If you want to get some for free then definitely, the best choice would be Dukascopy or Oanda, they both have high quality tick-by-tick data feeds, considering it is offered for free. Modeling quality of 99.9% in both cases.
DC: https://www.dukascopy.com/swiss/english/marketwatch/historical/
OANDA: https://fxtrade.oanda.com/account/login?app_name=Ticks&next=/trade-forex/fxtrade/historical-data
If you want to get some for free then definitely, the best choice would be Dukascopy or Oanda, they both have high quality tick-by-tick data feeds, considering it is offered for free. Modeling quality of 99.9% in both cases.
DC: https://www.dukascopy.com/swiss/english/marketwatch/historical/
OANDA: https://fxtrade.oanda.com/account/login?app_name=Ticks&next=/trade-forex/fxtrade/historical-data
會員從Jan 22, 2015開始
57帖子
Apr 17, 2015 at 08:44
會員從Jun 16, 2011開始
4帖子
I posted a link about forextester.com as I also use their free data but it got deleted and I don't know why. Maybe the moderators thinks that I'm advertising, then I saw RedRhino's post about forextester but it's not deleted so mine might have just been deleted by moderators by mistake. :)
Anyway, forextester is so far the best FREE data I have used (due to its long historical data) and if someone has a better one then please share it here. Thanks!
Anyway, forextester is so far the best FREE data I have used (due to its long historical data) and if someone has a better one then please share it here. Thanks!
會員從Sep 09, 2014開始
49帖子
會員從May 20, 2011開始
694帖子
May 02, 2015 at 10:06
會員從Mar 31, 2014開始
44帖子
I started working with the SQ Tick Downloader yesterday, actually it seems to have what I was looking for (meaning indices and commodities with a good enough historical period). Still in the learning process though. Thanks a lot. I will end up writing my review on this matter so that anyone who will have such a problem will find a benefit from this post.
Right now, if I well understood, the 90% modelling quality is enough for most of the traders and strategies and the most one can reach from 1 minute's data. And that should be enough for most of our trading systems, at least for the ones that are not scalping or anyway for those working on higher than the M1 time frame. I found it can be reached with many brokers simply using their platform data (I used Oanda and MyFxChoice for that). After that is only a matter of reliability of their data. And for that I guess one should be lucky and maybe try and compare a live test with a back test on the same period of time (even though that will not solve the problem on the reliability of the past data, it will be a good way to evaluate the recent ones ;) ).
I also found an interesting ex4 file that could be used to save our own tick data on a file (e.g. using our own trading platform on our own vps), so that we can build a proprietary historical tick data that we could use later on.
In case you are interested in it, you can find it at this url:
http://pinebaycm.com/#portfolio
or directly download it here:
http://pinebaycm.com/downloads/CollectTicks.ex4
Right now, if I well understood, the 90% modelling quality is enough for most of the traders and strategies and the most one can reach from 1 minute's data. And that should be enough for most of our trading systems, at least for the ones that are not scalping or anyway for those working on higher than the M1 time frame. I found it can be reached with many brokers simply using their platform data (I used Oanda and MyFxChoice for that). After that is only a matter of reliability of their data. And for that I guess one should be lucky and maybe try and compare a live test with a back test on the same period of time (even though that will not solve the problem on the reliability of the past data, it will be a good way to evaluate the recent ones ;) ).
I also found an interesting ex4 file that could be used to save our own tick data on a file (e.g. using our own trading platform on our own vps), so that we can build a proprietary historical tick data that we could use later on.
In case you are interested in it, you can find it at this url:
http://pinebaycm.com/#portfolio
or directly download it here:
http://pinebaycm.com/downloads/CollectTicks.ex4
mendeco@
會員從Nov 12, 2010開始
160帖子
May 02, 2015 at 13:26
會員從Nov 12, 2010開始
160帖子
If you have $1000 or more in an account with Oanda, you can get the historical data for free. You just pick a time range, request the data via their site, and generally within an hour they will have a file ready for you to download.
See my profile or message me for my latest EA
會員從Jun 03, 2010開始
675帖子

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