Topic: problem with dukascopy/jforex tick data

I have a problem with importing dukascopy jforex tick data into FSB.
I have downloaded two versions of the data. The first one comes from the dukascopy section named "historical data feed", the second one is jforex tick data.

The problem appears when I attempt to import both files into FSB using the function: market/import jforex data files. In case of dukascopy "historical data" FSB is unable to process it at all, while in case of jforex data it rejects to proceed. The error is as following: "String was not recognized as a valid DataTime". I attach the error log.
http://s12.postimage.org/uqn4gcdq1/picture.jpg

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error log.txt 5.74 kb, 4 downloads since 2012-03-19 

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Re: problem with dukascopy/jforex tick data

I have the same problem.

Re: problem with dukascopy/jforex tick data

Can you post the jForex data file names?

Re: problem with dukascopy/jforex tick data

EURUSD_Ticks_2011.01.01_2012.03.19.csv
GBPUSD_Ticks_2011.01.01_2012.03.19.csv
USDCHF_Ticks_2011.01.01_2012.03.19.csv
USDJPY_Ticks_2011.01.01_2012.03.19.csv

Re: problem with dukascopy/jforex tick data

I cannot check this issue now. Surprisingly Dukascopy website gives the following error: Registration failed. Sorry, server temporary unavailable! when I try to register a demo account.

Can you please post several lines from one of the files that gives such error?

6 (edited by Popov 2012-03-24 07:01:50)

Re: problem with dukascopy/jforex tick data

"String was not recognized as a valid DataTime"

The bug is confirmed. I'll try to fix it this weekend.

The reason for the malfunction is that Dukascopy changed file name for the tick data. They removed one underscore character from the file name.

EDIT
Another change is date format in the tick file. They added fraction part of the seconds.

Re: problem with dukascopy/jforex tick data

JForex data import is fixed in  FSB v2.68 RC

Re: problem with dukascopy/jforex tick data

Popov, many thanks for your help.

I have downloaded the new version but the problem still appears. Right now it generates an error: " Index was outside the bounds of the array". I attach the screen and a few lines of tick data.
http://s16.postimage.org/4j3yxce4x/screen_3.jpg

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screen.png 138.5 kb, file has never been downloaded. 

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Re: problem with dukascopy/jforex tick data

I updated the screenshots of the help here Importing jForex Data. Can you check if you use the correct parameters.

Re: problem with dukascopy/jforex tick data

It is working perfectly well right now, thank you!

Btw. is there any way to increase the number of bars above 50.000 (ie. to test 4-6 weeks of data instead of 2 on 1M chart) ?

11 (edited by Popov 2012-03-31 16:52:32)

Re: problem with dukascopy/jforex tick data

ldnfx wrote:

It is working perfectly well right now, thank you!

Btw. is there any way to increase the number of bars above 50.000 (ie. to test 4-6 weeks of data instead of 2 on 1M chart) ?

Open FSB folder, then open 'config.xml, and then you will see where to change the number of bars..

From my experience you will notice a slowdown when you increase the number significantly although I understand why you may want to do this.

A better approach may be to test on 30,000 bars and then change the time period for backtesting, which will be far quicker(ie create the strategy on 30,000 bars and then  keep moving dates to prove the strategy )

(Edited by admin: "FST folder" changed to "FSB folder".)

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....