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Forex Forum → Forex Strategy Builder Professional → How can I import Tick Data? All my attempts failed.

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Posts: 11

1 (edited by Lagoons 2018-08-27 20:56:17)

Topic: How can I import Tick Data? All my attempts failed.

Hello,

all my attempts to import tick data into FSB failed.

I've tried to import it via JForex, did not work, FSB always said that no data was found.

I've tried different settings with Tickstory (did also try some instructions in this forum) did not work either.

Has anyone sucessfully imported tickdata (via Tickstory would be best) and can help me?

I'd really appreciate it.

Best regards

Re: How can I import Tick Data? All my attempts failed.

Hi,
FSB do not support tick data. However if needed it goes down to M1 timeframe to resolve ambiguous bar situations, so it is pretty much accurate, and no real tick data needed, unless you want some M1 scalper in the same bars... Hope it helps.

Re: How can I import Tick Data? All my attempts failed.

Hi,

yes that helps.

Thanks for the clarification.

Re: How can I import Tick Data? All my attempts failed.

FSB Pro must be able to import tick data from JForex.

Please follow this instructions:  https://forexsb.com/wiki/fsbpro_guide/jforex_import
If you see any problems, please report. We will try to solve the case.

Please note that FSB Pro has an advanced backtesting algorithm that doesn't require tick data. I made the import possible because there are people that think that the only way to buy a Maserati for two months is to have 20 years tick data in the tester. Ohh, the same people want machine learning and genetic algorithms.  Fortunately FSB pro has these also under the cover.

Anyway, FSB Pro and EA Studio are designed to work on bar data at the same way as the Tesla cars are designed to work on electricity. The tick data doesn't help. The best is to have strategies without Ambiguous bars. And yes, it was probably  a mistake to make FSB Pro showing these because no other platform do that.

Re: How can I import Tick Data? All my attempts failed.

Hello,

I really don't want to bother you with that. I know tick data is not important for the software.

I just wanted to give it a try.
I'd prefer to import the data via Tickstory cause I'd have adjustable timezone etc..

I'll reply soon how it goes.

Best reagards


P.S.
Does anyone have the right settings for Tickstory to create the .bin file right away?

Re: How can I import Tick Data? All my attempts failed.

Lagoons wrote:

Does anyone have the right settings for Tickstory to create the .bin file right away?

Stepping up to the podium...

I understand my response will come across as rude -- but it is not intended to be personal.  It's just hard to repeatedly read posts like this.

Not only did Popov personally answer your question, he also gave you a strong clue.  That is -- don't worry about using tick data because there is no advantage.

Yet -- you still choose to spend time trying to figure-out how to use tick data.  I really don't get it.  Forex is already difficult and challenging -- we all agree on that.  But why is it that people will still choose to wrestle with the software when (a) it doesn't support a particular feature, and/or (b) the feature doesn't make any difference.

Your time is worth something, right?  Why in the world would you voluntarily spend time on something like this instead of focusing on strategies and trading?  Actually, I know the answer -- I apologize if this doesn't apply to you, but it does for many.  By wrestling with the software and focusing on peripheral issues you get to avoid real trading.  Real trading is scary because you could lose money.  On the other hand, wrestling with peripheral issues is safe and, after a few hours, you feel a sense of accomplishment because you figured-out how to do something (even though it's irrelevant).

Of course, everyone is free to take their own path.  I have no problem with that.  But the only way to succeed is to learn the lessons that come from trading a real account.  I'm hoping if only one person gets that message and opens their eyes to all the things we do to avoid trading -- which is to our detriment -- then it was worth the time to write this.

Again -- I apologize if this sounds offending, that's not my intention.  I want people to succeed.  I'm not good at expressing myself in "politically-correct" language.

Stepping down from the podium..

Re: How can I import Tick Data? All my attempts failed.

No problem.

You are right.

I tried it out of curiosity if it would work and was I was maybe a bit too persistent.
But that's not always bad.

I've never intended to spend much time with it, it was just another attempt.
If anyone had figured out a way to do that via Tickstory I'd be okay to do it.

But I won't spend anymore time with that, especially as it has no real use.

So thanks for your words, it was never my intention to bother Mr. Popov or the community.

Best regards

Re: How can I import Tick Data? All my attempts failed.

Lagoons -- thanks for understanding.

And just to be clear -- it's not a bother to the community and I didn't mean to give that impression.  There are a lot of smart people who struggle with forex because they can't stay focused -- i.e. keep their eye on what is important and ignore peripheral issues. Popov is very experienced when it comes to supporting his forum.  When he chooses to respond I suspect not only does he wish to help you but also to convey a message to others -- e.g. when he mentioned the Maserati, which is pretty humorous.  Keep in mind he works in Bulgaria and I'm betting there are very few Maseratis in Bulgaria (though I could be wrong).

The forum seems to go through periods of interesting and non-interesting posts.  I don't think it has to do with users' experience.  Rather, some people are interested in forex and are motivated to learn and get better, whereas others just want someone to hold their hand as they try to figure-out the software -- even though Popov has gone to great efforts to create a series of excellent videos and provide online documentation.  For selfish reasons, I learn more reading and thinking about posts from motivated people.

9 (edited by Irmantas 2018-09-14 07:22:59)

Re: How can I import Tick Data? All my attempts failed.

Hi,
I had used tickstory/ducascopy data for the same reason as Lagoons says - changing timezones, other reason was that Ducascopy has more data than most of brokers gives. That software have FSB bar format already defined then exporting data files, but it is in OHLC format, which is completely enough for us, just make sure you get all data down to M1... However I stopped using it, because it was real burden for CPU and internet connection to update data this way every month, it took couple days to process all needed data... Easier way is to find broker who already has enough data and save it from the chart with CTR+S or using data exporting script which is provided here in the forum and put that data to FSB data directory. After that you can compare your systems results if they match with your most recent brokers data, just keep in mind timezone changes, if you use time sensitive strategy - change -2,-1,1,2 hours etc. in your time indicators value when comparing results.  Exception here is H4 and D1 timeframes, you can't shift time so easily, so you can consider keep using tickstory/ducascopy for timezones recalculations, however I never checked how much reliable it is.

Actually, comparing systems results between few brokers data is like robustness test. And I am using it for all my systems. If systems results drastically changes after changing data, it is good indication you got it over fitted. I don't believe that system should fail after switching data. Hope it helps and have a nice day.

Re: How can I import Tick Data? All my attempts failed.

I was trying the same thing. I first tried FSB many years ago when it was freeware, back in the days when I first tried expert advisors in MT4, recently, I remembered about this software as I was looking at auto EA generation software so thought I would give it a shot again now that I was testing some automated systems and wanted to build some of my own ones.

Using Tickstory there is an option to export CSV files labeled specifically as "Forex SB Bar Format"  Popov definitely has us nailed down accurately as to what we are after smile So the option is there but when I tried it did not work for me. I thought that odd so maybe it is for something else. Even though I own a licence for Tickstory, support is not provided as I do not subscribe for that.

With MT4  its data science (shall we say very loosely) is so flawed we have the problem of it using extrapolated data instead of tick data. It could use server based ticks or proprietary compressed files for storing ticks and only load small windows on a chart or testing as and when needed but this is not a thing.

My main reason is to import a lot of price data and to ensure it is accurate as possible. These things matter. So I understand if bar price data format is accurate then that is also fine. That just leaves me with the date range.

So Forex Strategy Builder Pro does not need tick data which is great but Tickstory uses JForex price data anyway. It seems there is no point doing this then even though we can use Tickstory to export our own bar price data into files?

I asked about this as I was unsure about the correct data format and do not have liberty of too much time for this. I cannot find all the answers so I imagine me asking will frustrate anyone here.

On this site we can generate data but the date range is not all the same period.

EURUSD    M1    200000    2019-08-28 06:50    2020-03-12 00:00   
EURUSD1.csv
EURUSD    M5    200000    2017-07-06 06:20    2020-03-12 00:00   
EURUSD5.csv
EURUSD    M15    200000    2012-03-01 14:00    2020-03-12 00:00   
EURUSD15.csv
EURUSD    M30    164728    2007-01-01 00:00    2020-03-12 00:00   
EURUSD30.csv
EURUSD    H1    82369    2007-01-01 00:00    2020-03-12 00:00   
EURUSD60.csv
EURUSD    H4    21289    2007-01-01 00:00    2020-03-12 00:00   
EURUSD240.csv
EURUSD    D1    4128    2007-01-01 00:00    2020-03-12 00:00   
EURUSD1440.csv

Perhaps I am asking for too much, for data of at least 15 years to see how consistent a strategy is for all market conditions when automated. I may still use the software for EA generation but without the price data it seems half complete to me. Maybe I am going about this the wrong way? I would consider purchasing a licence for this software but I do not have enough free time to put in during any trial period and tinker around until it is setup as I need. I test Automated Trading Systems in MT4 with 99.9% model quality over at least 10 year period to see where a strategy fails and succeeds so I can make improvements. I know I won't find the grail, I just know I can make improvements.

I know I can just use the software for generation of strategy building into an EA, test it in MT4 with 99.9% model quality, which is a very great thing to have. These are just my thoughts on this anyway. This seems the way to go. Any advice or comments on this may be appreciated. Like the OP - I won't be wasting time on this.

Re: How can I import Tick Data? All my attempts failed.

The Tickstory export of data in "Forex SB Bar format" must work straightaway.

I asked about this as I was unsure about the correct data format and do not have liberty of too much time for this. I cannot find all the answers so I imagine me asking will frustrate anyone here.

Please post several lines of data from your file for inspection.  Please see more info for the data format here: Data Files

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