Hi Hannahis
From my limited experience and understanding (for what it's worth) - and with apologies for the length of this rambling post.
Someone else may have something useful to add to this (or to correct).
Firstly - especially small timeframe Excel files e.g. 1 minute over multiple years - are generally too big to post here.
(e.g. 10 years 1 min = 300mb; 5 min = 60 mb)
I've spent some time trying to learn about this question of historical data.
E.g. The question of 'tick' data is unresolved for me - e.g. is it (measurably) better, how to get it and import it, etc.
From what I understand, the FSB and e.g. MT4 backtesters 'interpolate intrabar data' - FSB apparently does it better than MT4.
First, I've noticed that strategies give wildly different results depending on the historical data source, which concerns and confuses me; and remains an unresolved question for me, at this stage - in terms of confidence in the robustness of a strategy vs. it being (over-)optimized for a particular historical data source (and the credibility of the data source becomes questionable too).
So, I'm placing the most weight on the strategy results using my own broker's data - even though it's not very long - because that's where I'm running my live strategy tests.
- I notice on my broker - there's much more historical data available on a demo account than on a real account (and they appear to be identical - I checked) so I use both.
So, I have like 6 x data sources on FSB
Data sources:
1. Alpari: install an MT4 from Alpari - it has loads of historical data also on small timeframes - like 10 years worth.
2. GCITrading.com MT4 install also has a fair bit of data (and a variety of instruments other than FX
(E.g. Indices, commodities, bonds, individual shares, etc)
2. Your own broker - download as much as u can and start accumulating it in MT4 then update FSB data periodically
- try a demo and real account and see if there's more / different data on demo vs. real
3. I've tried a)Tickstory Lite and b)StrategyQuant Tick Data Downloader (free) with limited success - one or both gets Dukascopy data only (can't remember which)
4. The FSB default data source is also Dukascopy I think.
Observation: FSB default data source and Alpari data appear to be 'kinder' to a strategy than e.g. my own broker's data.
My notes below:
1. My most efficient Method to get historical data from MT4:
NB In MT4 History center (shortcut f2) - double (multiple clicks!) click on a symbol (on all timeframes)
eg EURUSD5 = to update it’s historical data for each timeframe (from your broker).
- "Export" (each timeframe for each Currency you want) from MT4 History center may be easier than using FSB MT4 HST Import Tool. It's a repetitive process but you can do it pretty quickly e.g. using keyboard shortcuts.
NB: Do not use MT4 History Centre 'Download' button as this downloads historical data from Metaquotes (and not your broker) - people seem to question the quality of this data.
NB: May need to remove [.] from filenames when exporting to FSB Data Folder for Each Data Source
(sometimes MT4 exports filename with a dot)
NB: Alpari = big data set / file size e.g. 1 minute data: may be better to use FSB MT4 Import for these - because it seems to shorten the files - seems to prevent FSB crashing when working with big e.g Alpari 1 min data sets on a computer with little RAM.
2. How to increase amount of historical data in FSB: (manually over-ride the default 50 000 bars)
(as described elsewhere on this forum)
NB: The bigger the historical data set the more strain on your computer when using FSB - can cause instability.
FSB needs lots of Ram generally I'm learning the hard way to reduce my demands on FSB and also to pre-emptively restart when I see things getting sluggish and before a computer crash. Note to self - Buy more RAM.
How to:
Quit FSB first - then - In FSB Application Folder open in a basic text editor e.g. Notepad - User Files / System / "Datasource" file for (each) Data Source and set all Max Bars at the bottom to e.g. 1 000 000
- then Restart FSB
3. More notes and FSB video tutorial:
NB: Note FSB Setting: Control Panel / General / for each profile -
- Check box “use all available shorter data periods” = improved accuracy(?)
- Now you can see intrabar stats in History Centre; and green bar below equity chart in an FSB Strategy
NB: FSB Tutorial: Describes saving data from MT4 charts: & setting chart max bars in FSB; and scroll ‘home’ to load all data on chart first in MT4.
Part 6 - Importing Historical Data From MetaTrader | Create & Trade Expert Advisors
https://www.youtube.com/watch?annotation_id=annotation_2376520001&feature=iv&index=6&list=PLWSqhQc0bfFAqy6h5qPWldbCHs10pT3qP&src_vid=aHETvA2RcaU&v=BH-NNE9UO38
