1 (edited by Thresh0ld 2013-10-20 01:26:18)

Topic: Historical Data- BEST DATA VENDERS

Me and a friend were testing the same strategy, with the same settings, account balance, leverage, same pair, same time frame, and same bars and beginning date and end date. We got completely different results. We used MT4 Historical Data downloaded. We checked everything we possibly could, all our settings matched, and we decided our data is different.

What is the BEST data on the internet? Any brokers have it for download from their website? We want matching data so we can test strategies together, and we want GOOD data.

Re: Historical Data- BEST DATA VENDERS

Dukas and tickstory which is Dukas data........  broker data seems to have holes in it......

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

Re: Historical Data- BEST DATA VENDERS

Thanks. Yes we used 2 different brokers, and used history center to download 3rd party data from "metacorp software" built into MT4. We thought that source would be the same for everyone. Dukas is legitimate. We'll use them. Thanks a lot.

Re: Historical Data- BEST DATA VENDERS

Blaiserboy wrote:

Dukas and tickstory which is Dukas data........  broker data seems to have holes in it......

i just downloaded data from dukas. the chart (see below) showed some kind of flat bars. any ideas why that happens?
set up was 1 hours bid  volume unit is default. (Ive tried all 3 still same)

and how do i import data to FSB?  i renamed the file and copy paste and replace to the folder but didnt work.


many thanks

Post's attachments

Untitled.jpg 148.08 kb, file has never been downloaded. 

You don't have the permssions to download the attachments of this post.

Re: Historical Data- BEST DATA VENDERS

You will see 'Documentation' at the top of this page..... and in there you will see a ton of helpful information

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

6 (edited by Thresh0ld 2013-10-20 16:42:30)

Re: Historical Data- BEST DATA VENDERS

Hm... not much up there for Dukascopy huge chunks of missing data. I dont think I can repair and replace thousands of missing bars. If I could... then I just would use the other data that I was copying from. Everyone using Dukas edited all this missing data?

Re: Historical Data- BEST DATA VENDERS

Can you elaborate as to which instruments and time frames....

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

Re: Historical Data- BEST DATA VENDERS

It was EU h1. Their website also takes outrageously long to download 1 minute data (looks like days. I canceled it). I think we are going to use an Alpari demo to get data then we'll both have the same data to start running test on.

Re: Historical Data- BEST DATA VENDERS

I use tickstory to load Metatrader and then connect FSB to download Mt4 data.... I find that to be easy

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

10 (edited by Thresh0ld 2013-10-21 03:25:15)

Re: Historical Data- BEST DATA VENDERS

I should try that at some point. Running on Alpari right now, though, I know they are not as prestigious as Dukascopy. It will suffice temporarily. Thanks again.

Re: Historical Data- BEST DATA VENDERS

Have a look at Tickstory as a source of data, it will save you a lot of time

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

Re: Historical Data- BEST DATA VENDERS

I would like to get 1 min data for DAX and other European indices. Any suggestion?

Re: Historical Data- BEST DATA VENDERS

you may have to buy that.......  take a look at EODDATA they may have what you require for a price.

I think it is difficult to get one minute index data without paying.

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

Re: Historical Data- BEST DATA VENDERS

I got tickstory now. Thanks Blaiserboy.

Re: Historical Data- BEST DATA VENDERS

I got data from http://www.forexhistorydatabase.com/

https://monitortool.jimdofree.com/

Re: Historical Data- BEST DATA VENDERS

tnickel wrote:

I got data from http://www.forexhistorydatabase.com/

How is the quality........??

Thanks for the lead....  this may answer a lot of questions.!!

I did see a utility that will export from MT5 to MT4, i have not tried it yet, MT5 seems to have fairly good data.

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

Re: Historical Data- BEST DATA VENDERS

Hi,
the data from forex histroy database is good.

The data are cross validated against many brokers.

The data is optimized for finding good strategies.

I use this data to generate strategies in the first step. In the next step I check this strategy with data from dukascopy.

I use a strategy only if the strategy pass the datacheck with data from forex history database and dukadata.

thomas

https://monitortool.jimdofree.com/

Re: Historical Data- BEST DATA VENDERS

Thanks very much for sharing all this.

daveM

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

Re: Historical Data- BEST DATA VENDERS

When I set everything up in Duka http://www.dukascopy.com/swiss/english/ … istorical/
and then hit "download", nothing happens. Anyone else having similar problem?

Re: Historical Data- BEST DATA VENDERS

footon wrote:

When I set everything up in Duka http://www.dukascopy.com/swiss/english/ … istorical/
and then hit "download", nothing happens. Anyone else having similar problem?

I download via Jforex without  problem evn though my demoe expired like year ago.:)