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Forex Forum → Import Historical Forex Data → Import forex data in Forex Strategy Builder

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Posts: 9

Topic: Import forex data in Forex Strategy Builder

You need to accomplish three steps in order to import history forex data in FSB Pro - create new Data Source, add the necessary Symbols, and download the data files.

Create a new Data Source in FSB pro. The Data Source holds the settings for the location of the files. See detailed guide here: Data Source.

- Go to the Control Panel -> Data Source page.

- In the section "Add Data source" add the new name: FS DukasCopy. ("FS" stands for Forex Software Ltd.)

- Click on the "Add Data Source" button. It will create new settings and also a new data folder, usually: C:\Program Files\Forex Strategy Builder Pro\User Files\Data\FS DukasCopy.

Customize the Symbols Settings. It is necessary to do it because the data comes with generic parameters for Swap, Spread, and others:

- Navigate to the Control Panel -> Symbol page.

- Change the "Active data source" to FS DukasCopy server. Select the corresponding symbol.

- Change the values to be suitable for your trading account. Do this for all the symbols you are going to import.

- Optionally add new symbols and make the proper settings

Download and copy the history forex files:

- Load the necessary data in Forex Strategy Builder (CSV) format. 100 000 bars is a good start.

- Copy and paste the downloaded forex data files in the new Data Source directory. Now the new data will be available in the Editor.

https://image-holder.forexsb.com/store/forex-strategy-builder-historcial-forex-data-import-thumb.png

Re: Import forex data in Forex Strategy Builder

Hello Mr. Popov,

I have followed all of the indicated steps above, but yet still having difficulty uploading my custom data. Could you spot anything wrong with my file? http://s000.tinyupload.com/?file_id=005 … 1298354336. Thank you very much!

Kind regards,
Sean.

Re: Import forex data in Forex Strategy Builder

also for me, I find it very difficult to import history data into forexsb.

The problem is also that the csv files which are provided by the forexsb on my PC are with commas instead of points and with "-" instead of "/"  and maybe also other unreadable errors... maybe because here  in Germany the excel is different (for example one thousand is 1,000 not 1.000).

Anyway, is there any more friendly solution to import into forexsb the data history? like into EA Studio?

thanks

Re: Import forex data in Forex Strategy Builder

Mentosan,

Please post ten lines of your MT CSV file.

I'll check the case and will try to solve it when I start working on the next FSB pro release.

I may also try to make a script that exports a proper file format.

Re: Import forex data in Forex Strategy Builder

Any chance there is an easy way of importing ticks from Tick Data Suite.  I am finding that between the ticks provided from FSB and/or metatrader, the EA's that I am creating are not doing well in a MT4 back test because my MT4 is integrated with TDS.  Hence, it is pointless to continue until all ticks match.  And TDS has 99.99% accurate ticks.  Thanks.

Re: Import forex data in Forex Strategy Builder

FSB Pro and EA Studio are designed to test with bar data. It means that adding ticks has the only effect of making the backtest slower (provided that there are no Ambiguous Bars) in FSB Pro / EA Studio and MetaTrader.

It literally means that with ticks the Backtest Quality is 99.999%, and with bars, it is 99.999%. However, every trader decides for himself.

Lets, clarify 99.999% means that at every 10 000 bars, there is one ambiguous bar, which is a rare case. In the great variety of strategies, there are no ambiguous bars. It means that the Backtest Quality is 100%.

But even if there are several bars where the backtest scenario cannot be solved on bar data, FSB Pro and EA Studio chooses the more pessimistic variant. It means that the actual result is always higher than the backtest.

Let's summarise:
1) no Ambiguous Bars. Backtest Quality is 100% on Bar / Tick data. So, the backtest result is equal to the actual trading result.
2) there are Ambiguous Bars.  Backtest Quality is lower than 100%. It means that the backtest result is lower than the actual trading result.

Re: Import forex data in Forex Strategy Builder

Thank you for your response.  I have tried 3 EA's that had decent results within FSB and EA Studio and they do not perform the same in the MT4 ST.  So, something is wrong.  I will keep trying.  But I am not sure what to do.

Re: Import forex data in Forex Strategy Builder

You can have the same results in FSB Pro/EA Studio and MetaTrader when:

- you test on the same data: star / end date, time zone,  count of bars
- you have the same trading environment: spread, swap, commission...
- you do not use exponential or weighted moving averages or indicators that are calculated by means of such EMA
- you do not use volume indicators
- you start your strategy in MetaTrader on a moment that it is flat on the backtest

Re: Import forex data in Forex Strategy Builder

I posted a reply in another thread on data import.  I figured I would try to get data from MT4 in order to match (which has TDS).  That did not work.  And then when I tried to use the data from FSB demo, I was getting an error.  I uninstalled and reinstalled in new folders and downloaded new data twice and still getting the errors and now, I cannot create any strategies.  Nothing works.  Looking for a step by step on getting good data so I can actually use FSB.  Thanks.

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