forex software

Create and Test Forex Strategies

forex software

Skip to forum content

Forex Software

Create and Test Forex Strategies

You are not logged in. Please login or register.


Forex Software → Historical Forex Data → Better Data Quality in the Historical Data Service

Pages 1

You must login or register to post a reply

RSS topic feed

Posts: 8

Topic: Better Data Quality in the Historical Data Service

Hello Traders,

I worked hard on the Historical Forex Data service for the last three months.

I'm glad that achieved a milestone -the Data Service inspects the integrity of the data series and patches them if it is possible.

After the update, we have a better quality of data with lower gaps.

Let's take for example USDJPY.

There were gaps up to 8 days before.

Now we have only one gap of 6.75 days on 2009-06-19 15:00.

For the last 10 years, the biggest gaps are of 3.04 days and all of them are around the New Year holiday:

Max days off            Days
2009-06-19 15:00    6.75
2018-01-01 23:00    3.04
2016-01-03 23:00    3.04
2010-01-03 23:00    3.04
2009-12-27 23:00    3.00
2015-12-27 23:00    2.63
2009-05-04 01:00    2.17
2019-05-27 00:00    2.13
2019-11-03 23:00    2.08

For EURUSD

Max days off            Days
2018-01-01 23:00    3.04
2016-01-03 23:00    3.04
2015-12-27 23:00    2.63
2019-05-27 00:00    2.13
2019-11-03 23:00    2.08
2018-11-04 23:00    2.08
2017-12-25 00:00    2.08
2017-11-05 23:00    2.08
2016-11-06 23:00    2.08


Now I can continue to the next goals:
- adding more symbols
- integrating the data in FSB Pro
- integrating the data in EA Studio


Trade Safe!

Re: Better Data Quality in the Historical Data Service

Now processing four new symbols: EURCAD, EURAUD, CADJPY, AUDCAD.

It will take 3-4 day to compile the ready to use data series and add them in the Date Service for automatic update.



https://image-holder.forexsb.com/store/premium-data-feed-processing-new-symbols-thumb.png

3 (edited by hannahis 2020-09-03 14:29:52)

Re: Better Data Quality in the Historical Data Service

Good job Popov,

Still looking forward when you increase the bar count to 500k or even more smile  will it ever be done or is it a wild wish?

Re: Better Data Quality in the Historical Data Service

Excellent news! Looking forward to integration directly with EA Studio!

I have performed my own analysis of the data against Tick Data Suite (TDS) and Dukascopy data downloaded directly from their website and also their JForex platform, the Historical Data Service data is clean!

Not only that it is the fastest method to get good data into EA Studio. Using TDS can take a long time to export tick data into bar data for just a single time frame.

Re: Better Data Quality in the Historical Data Service

Lets make data great again?

https://i.postimg.cc/NFFZ4Mk3/bal.png

Re: Better Data Quality in the Historical Data Service

I will be fine to have an additional script to fetch the data settings from our brokers. only upload that file to data custom settings and it will fill the input fields.

Re: Better Data Quality in the Historical Data Service

Popov wrote:

Now processing four new symbols: EURCAD, EURAUD, CADJPY, AUDCAD.

It will take 3-4 day to compile the ready to use data series and add them in the Date Service for automatic update.



https://image-holder.forexsb.com/store/premium-data-feed-processing-new-symbols-thumb.png

Hi Popov,

looks you are using a batch script or so. Can you share this so we can download as much ticks or data as we want?

Re: Better Data Quality in the Historical Data Service

The software for composing data is rather complex. Probably the best solution for you is Tick Story.

Posts: 8

Pages 1

You must login or register to post a reply

Forex Software → Historical Forex Data → Better Data Quality in the Historical Data Service

Similar topics in this forum