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Forex Software → Historical Forex Data → Forex History Data Starting from 1987, 28 Pairs, M1, Free Updates

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1 (edited by geektrader 2024-01-21 13:17:31)

Topic: Forex History Data Starting from 1987, 28 Pairs, M1, Free Updates

Hello esteemed traders,

I hope this message finds you well. As some of you may have noticed, I've been somewhat less active in our discussions over the past year. But rest assured, I haven't been idle. In fact, I've been toiling away in the "data mines," so to speak, on a project that I believe will be of great interest to many of you.

For the past 15 years, I've been meticulously gathering, cleaning, and refining a dataset of Forex history. Today, I'm thrilled to announce the launch of my new website, where this dataset is now available!

The dataset spans 37 years of M1 bid data from 1987 for 21 major pairs, and 21 years from 2003 for an additional 7 pairs. All data is presented in a user-friendly CSV format (Open, High, Low, Close, Volume), and I've worked hard to ensure its accuracy exceeds 99%. This means no more disruptive gaps or spikes to interfere with your backtests!

I'm aware that many of you, like me, use EA Studio, Express Generator, or Forex Strategy Builder for algorithm development. You'll be pleased to know that this data integrates seamlessly with these. This means you can spend less time wrestling with poor-quality data and more time crafting your strategies.

I want to extend my gratitude to those who have already purchased my dataset and provided valuable feedback. In response to your comments, I'm happy to announce that all future updates will be provided free of charge. If you've previously purchased the data, just send me a private message. Each month, you can log in to download the latest dataset, which will include ongoing quality improvements.

Visit https://www.forexhistorydata.com/ to explore the new site. If you sign up for the newsletter, you'll receive 3 years of free data for all 28 pairs, plus a limited-time 80% off coupon during the launch phase. This reduces the price to just 799€ (+VAT, if applicable).

Whether you're a seasoned algorithmic trader or just starting, I believe this resource will elevate your trading as it has mine. Say goodbye to the frustrations of dealing with subpar data from Dukascopy, and let's get back to what we love - crafting powerful algorithms!

I'm here to answer any questions you may have. Here's to a prosperous 2024!

Best regards,

Lorenz (geektrader)

Re: Forex History Data Starting from 1987, 28 Pairs, M1, Free Updates

Hey guys,

just wanted to drop in with a HUGE update for my Forex historical data project over at https://www.forexhistorydata.com. If you grabbed the dataset a while back, you probably know it’s already pretty darn good, but this latest release is on another level.

Quick rundown:

• Filled way more gaps: Over 1.5 MILLION minutes across every pair, which breaks down to 26,446 hours, 1,102 days, or roughly 3 years of continuous data improvement. Some pairs got 100,000+ minutes of new data. Check at the end of this post for exact numbers.

• No crappy interpolation: Only real new M1 bars from several newly licensed high-quality sources have been used for gap-filling (thank you, early clients!)

• Corrected old timeshifts: I went full detective mode, manually verifying historical forex events to nail down the correct shifts.

• Even better quality: New ML models, Dynamic Time Warping… obsessed with making this even more pristine as I´ve been for the last decade already.

Oh, and a reminder: If you signed up for the newsletter a while back, you already have access to 3 years’ worth of free data (same quality as the full set) on all 28 pairs. This update applies to that too and you can re-download it or grab it fresh by signing up for the newsletter.

Geeking out (how could I not!): Been playing with some fancy stuff to squeeze out every last drop of accuracy. Machine learning for outlier detection, even using Dynamic Time Warping… trust me, this is getting crazily detailed. Oh and thanks for sharing some seriously impressive results from you guys using the data to improve your strategy development – I´ve also got new ones cooking live soon. Keep them coming…

The bottom line: Download this update if you haven’t already. No matter how long you’ve been trading, good data is non-negotiable and is the foundation of any (serious) strategy development if you want to go above and beyond Dukascopy. As usual, it’s in your client area as a free update. (Or get on the newsletter if you’re new and want to test-drive it too).

Oh, and as always – hit me up with ANY questions about the data, how to use it with EA Studio / Forex Strategy Builder, whatever. Love helping out.

Cheers, and green trading!

Lorenz (geektrader)

P.S.: As promised, here’s a quick rundown of the filled 1-minute gaps for each pair:
– AUDCAD = 32,177
– AUDCHF = 32,425
– AUDJPY = 26,156
– AUDNZD = 63,857
– AUDUSD = 36,994
– CADCHF = 43,164
– CADJPY = 30,383
– CHFJPY = 25,691
– EURAUD = 24,847
– EURCAD = 29,086
– EURCHF = 48,184
– EURGBP = 31,491
– EURJPY = 25,151
– EURNZD = 122,032
– EURUSD = 33,630
– GBPAUD = 24,023
– GBPCAD = 28,441
– GBPCHF = 31,335
– GBPJPY = 26,200
– GBPNZD = 122,290
– GBPUSD = 30,841
– NZDCAD = 111,228
– NZDCHF = 152,531
– NZDJPY = 58,889
– NZDUSD = 263,144
– USDCAD = 45,308
– USDCHF = 54,373
– USDJPY = 32,906

P.P.S. I hear there might not be many spots left for the early bird discount… might be worth checking out sooner rather than later...

Re: Forex History Data Starting from 1987, 28 Pairs, M1, Free Updates

I sent you a private message please if you can answer me. This is about my request here in the forum. Thank you very much
https://forexsb.com/forum/topic/9699/oil-historical-forex-rates-every-pips-the-market-moves/

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