(REQ) files from Dukascopy

Hi:

Since good historical data has to do with testing the EA, so I am posting this request here. I need to test strategies and it rely heavily on accurate data.

I tired to download tick data from Dukascopy and and convert to MT4 platform and unsuccessful. I followed instruction, but it didn't work and I don't know where I failed. Is it possible for someone to upload converted file?

I understand it is ongoing data, but whatever period is available, I would be happy with it. I think either csv or fxt file would work.

Thanks,

In addition to converting the data you need to use the patched loader that enables the use of the converted data. Visit Birt's site (http://eareview.net/tick-data) and go down to the section titled "Using the data in a backtest" and he has links to the loaders for build 225 and 226 of Metatrader. You need to use the correct loader for your version of Metatrader or it won't work.

Also, you need to run the output script for the individual timeframes you want to use for testing. If you export 5 minute data but run a backtest set to 30 minutes it won't use the converted tick data.

Let me know if you need more help with this. I did it for the first time last weekend and it was a thing of beauty getting 99% modeling quality.

FYI - I converted Jan 1, 2010 to Oct 1, 2010 EURUSD 5M and the final size was about 650 Mb. Uploading all pairs and timeframes going all the way back to the beginning of the tick data isn't very feasible.

Hi:

 

Since good historical data has to do with testing the EA, so I am posting this request here. I need to test strategies and it rely heavily on accurate data.

 

I tired to download tick data from Dukascopy and and convert to MT4 platform and unsuccessful. I followed instruction, but it didn't work and I don't know where I failed. Is it possible for someone to upload converted file?

I understand it is ongoing data, but whatever period is available, I would be happy with it. I think either csv or fxt file would work.

 

Thanks,

Uploading all 80 gigs of data is a bit overkill.

Read and re-read the instructions. After much swearing you will get there. And it is worth it.

Hi fscrp:

Thanks for the info. I did follow the instruction, but somewhere, I must be goofed. I will try again soon. Thanks,

Uploading all 80 gigs of data is a bit overkill.

 

Read and re-read the instructions. After much swearing you will get there. And it is worth it.

LOL.. Yeah, I swearing a few times already. (under my breath.. :) ) I will try it again.

Ahhhh. There's be problem.

You must swear loudly and kick the cat.

Then it will work.

Ahhhh. There's be problem.

 

You must swear loudly and kick the cat.

 

Then it will work.

LOL.. I was able to convert without swear too much! But, I still don't get 99% modeling quality. How about you guys? To compare with direct download from Alpari vs Dukascopy file convert to MT4, it is much better data. By checking the test orders, Dukascopy converted files has more dates then direct from Alpari. So, in a way, it was worth the trouble. But, I never able to get 99% show on report. Somewhat disappointing.. I worked so hard to get this to work. :-(

If you see "Using M1" after starting the backtest, then it is not reading your FXT file and instead is creating a new one using the M1 HST data.

If you give up, FXDD data (http://global.fxdd.com/en/mt1m-data.html) is an Ok compromise as long as the EA being tested is not very spread-sensitive.

Here ya goes -

http://indo-investasi.com/showthread.php/13812-Dukascopy-Tick-Data?p=161728#post161728