Topic: Longer Market Data needed and to Analyse 350,000 bars with FSB.

Hey Guys,

I have developed several strategies, however I want to back test them for a longer period.

I use 5-minute and 1-hour bars strategies.

For the 5-minute bars strategies, the longest history data I've found (from MT4 Alpari-UK) is for about 10 months back. In addition, the FSB analyses 50,000 bars max.

I would like to test the strategies during the last 3 (or even 5) years, but I don't know from where to get the data and how to analyse more than 200,000 bars (for 5 years - approx. 350,000 bars).

For the 1-hour bars strategies, I tested the last 3 years already, however I would like to go further here and test 5-10 years back. I have the same problems - I cannot find the history data required (5 to 10 years history) and I am also going to need to analyse approx. 100,000 bars.

I guess you guys have been through this as well, and I will appreciate your advice and sharing experience!!!

Best,
Martin

Re: Longer Market Data needed and to Analyse 350,000 bars with FSB.

I wish I can help you, but I can't because I have the same probblem.

I don't know where to get reliable 5-min bar data back to 5 or more years. I gradually building my data by adding new data for current data files. You need also a data that is extrated from your own broker.

To overcome 50 000 bars limit in FSB opeb config.xml fail and set:

<?xml version="1.0"?>
<config>
  <MIN_BARS>300</MIN_BARS>
  <MAX_BARS>500000</MAX_BARS>
  <MAX_INTRA_BARS>500000</MAX_INTRA_BARS>

Re: Longer Market Data needed and to Analyse 350,000 bars with FSB.

Hello,

I cannot find the free ASCII_csv history data. Required 1-10 years history; 1M, 5M, 15M, 30M ( approx. 100 000-500 000 bars ).


Thanks for your help !


R.

4 (edited by Robinux 2011-08-16 01:35:44)

Re: Longer Market Data needed and to Analyse 350,000 bars with FSB.

Hmm,

maybe that´s applicable:

http://www.forexite.com/default.html?30

QuoteRoomSetup2011.01.exe

Please, developers check the link.

Thanks.

5 (edited by Robinux 2011-08-21 03:29:36)

Re: Longer Market Data needed and to Analyse 350,000 bars with FSB.

"A less accurate alternative is to obtain tick data from a supplier, but the advantage is that an existing large historical record exists."

Here is a free source of tick data http://ratedata.gaincapital.com/. The quality may be suspect.


http://forexsb.com/forum/post/8077/#p8077

Re: Longer Market Data needed and to Analyse 350,000 bars with FSB.

Right solution !

Importing historical data files from JForex

http://forexsb.com/forum/topic/1939/fsb … -features/


smile

Re: Longer Market Data needed and to Analyse 350,000 bars with FSB.

I'll make a video tutorial about importing jForex data soon.