Download Historical Forex Data
We created this Historical Forex Data service to make it easier for the users of
Forex Strategy Builder and Expert Advisor Studio to import good bar data.
However, it is useful for all traders that need a reliable backtest in MetaTrader.
There are two essential steps for successful algorithmic trading: reliable strategy backtesting and confirmed performance on forward testing. A backtest is trustworthy when we simulate trading on long data series without gaps. It is also very important the forex data for the backtest to be with the same timezone with our MetaTrader account.
We usually use historical data from MetaTrader. However, when we need, we import better and longer data series. With good data, FSB Pro and EA Studio generate more robust strategies. Then we confirm the backtest in MetaTrader.
We believe that only strategies that show good performance and smoothly rising balance curve on a backtest are reliable enough for live trading.
There are several steps performed for providing forex data. First, we collect the initial raw tick data from DukasCopy. The process is lengthy and takes hours. Once it is done, we parse the raw tick data into bar data in binary format. Then we compose the base data series for periods: M1, M5, M15, and M30 and cut them up to 200000 bars.
We periodically download the new data and update the local base files. After that, we upload the precompiled data to our online server.
The Historical Forex Data application loads the precompiled data fix the timezone and compose the necessary files for download. This process guarantees forex data availability and excellent user experience.
The Historical Forex Data service is straightforward to use:
When you are ready with the options, click the Load data button. The application will fetch the data from the server and will compose the files for export.
Download the files from the provided links. We recommend you to download the files for all the periods because it makes the generating strategies and the backtesting more convenient.
The Browser may show a notification like: "The historical-forex-data wants to download multiple files." Please answer with "Allow" to that message.
It is a good idea to change the Timezone from the Settings tab to correspond to the Timezone of your broker's data. The default timezone is (GMT) Coordinated Universal Time.
MetaTrader 4 imports data in CSV format as follows:
Having good data in MetaTrader guarantees better quality of the backtest.
You have to accomplish two steps - to import the data files in EA Studio and to customise the symbols settings.
Import data files in EA Studio:
Customize the Symbols Settings. It is necessary to do it because the data comes with generic parameters for Swap, Spread, and others:
You need to accomplish three steps in order to import history forex data in FSB Pro - create new Data Source, add the necessery 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.
Customize the Symbols Settings. It is necessary to do it because the data comes with generic parameters for Swap, Spread, and others:
Download and copy the history forex files:
Loading CSV (Comma Separated Values) files in Excel is straightforward.
Excel is perfect for review and format the data files. You can easily make price charts or rearrange the data columns if you need it.