1 (edited by Max 2009-01-11 04:34:08)

Topic: Problem with Imported Data

Hello,

I Exported AUDUSD and EURGBP data from InterbankFX MetaTrader4 as a CSV, but FSB wouldn't accept it. To find out why, I imported the saved file into Excel and noted that it was comma separated, but that the instructions on this site say that it should be tab separated. So, I saved it out as a tab separated file with a .csv filename extension. This doesn't work either.

Can anyone tell me what I am doing wrong?

Thanks,

Max

Re: Problem with Imported Data

The problem is not the column separator. It can be comma, tab, space, semicolon...

Forex Strategy Builder works fine with MT data.
Can you post several rows from the file here.

3 (edited by Max 2009-01-12 02:43:53)

Re: Problem with Imported Data

Here are a few rows of AUDUSD 30 minute data from InterbankFX:

"2007.03.20    10:30    0.7996    0.8002    0.7996    0.8002    61"
"2008.07.21    1:30    0.9729    0.9743    0.9728    0.9742    112"
"2008.07.21    2:00    0.9741    0.9753    0.9741    0.9744    164"
"2008.07.21    2:30    0.9743    0.975    0.9741    0.9747    87"
"2008.07.21    3:00    0.9748    0.9754    0.9745    0.9753    84"
"2008.07.21    3:30    0.9754    0.9757    0.9747    0.9747    52"
"2008.07.21    4:00    0.9748    0.9754    0.9744    0.9753    96"
"2008.07.21    4:30    0.9754    0.9755    0.9751    0.9753    62"
"2008.07.21    5:00    0.9754    0.9754    0.9744    0.9749    66"


I have uploaded copies of the files, and have put up a temporary Web page with links to them if you want to download copies of the actual files to check them out.

http://www.crowestudios.com/transfers/currency_history.htm

Max

Re: Problem with Imported Data

I tested this link: http://www.crowestudios.com/transfers/c … istory.htm It leads to: InterbankFX Currency Pair Data Downlaods

There are AUDUSD and EURGBP data there (from 1Minute to 1Month period). The files are in CSV format. To download the file I used right-click and Save Link As… (Firefox).

The file name I chose EURGBPm1440.csv. First I renamed the file to EURGBP1440.csv.

The file format was as follow:

1979.05.28,00:00,0.49690,0.49700,0.49670,0.49690,7
1979.05.29,00:00,0.49590,0.49610,0.49550,0.49590,13
1979.05.30,00:00,0.49590,0.49590,0.49590,0.49590,1
1979.05.31,00:00,0.49640,0.49790,0.49490,0.49640,61
1979.06.01,00:00,0.49220,0.49270,0.49170,0.49220,21

The file format looks acceptable to Forex Strategy Builder.

Next I added EURGBP symbol to Forex Strategy Builder by using Menu Market -> Edit Instruments dialog:

http://www.postimage.org/PqNfhFA.jpg

1. Instrument symbol – in this case EURGBP;
2. Type of the instrument: Forex;
3. Confirming by pressing “Add” button;
4. I left this field as it was: 4 digits;
5. Lot size – it depends on your account;
6. Spread – it depends on the broker but 4 is OK for now.
7. Swap long and Swap short 1 and -1 are OK;
8. Account Exchange Rate – it has to be set here. My account is in USD, but the trading result for this couple is in GBP. I set 0.86 here. Forex Strategy Builder will convert GBP to USD using this rate.
9. “Accept” button confirms the changes.

It should be OK now. I select EURGBP but I received this error message:

http://www.postimage.org/gx1FwazJ.jpg

Data defective till bar 2577!

So I opened the data file in my favorite text editor Notepad++:

1989.06.16,00:00,0.64500,0.64870,0.63990,0.64500,177
1989.06.19,00:00,0.64290,0.64450,0.63990,0.64290,93
1989.06.20,00:00,0.64070,0.64220,0.63970,0.64070,51
1989.06.21,00:00,0.63700,0.63700,0.63550,0.63700,31
1989.06.22,00:00,0.64650,0.64990,0.64370,0.64650,125
1989.06.23,00:00,0.64420,0.64480,0.64310,0.64420,35

The error comes from the fact that Price Open = Price Close. This can lead to errors in calculation of some technical indicators, so I cut the data till bar 2577.

Now everything is OK.

http://www.postimage.org/aVLKRQi.jpg

If you don’t want to modify the data file, you can select the option “Cut Off Bad Data” from the Market Menu. If you do so Forex Strategy builder will load the correct data only. Another option is to use “Data Horizon” to remove older (defective) data.