[REQ] Oanda's tick data (FXTicks)

[hyperdimension]

Oanda's tick data is considered to be the highest quality free foreign currency exchange intraday historical data that you can get.

 

You can donwload it at the following web page, but you need to have a live funded account with them:

https://fxtrade.oanda.com/your_account/historical_tick_by_tick_data.shtml

 

This kind of high quality data is necessary for anyone who runs backtests and optmizations for scalping strategies that depend on low time frame bars like 1 or 5 minute.

Most other easily and freely available historical data (such as the data you can download via the MetaTrader terminal) is of poor quality, with thousands of bars of missing data, sometimes many hours worth. Backtesting over such bad data can produce misleading results, and are far less indicative of future performance in real-time. I have attached a MetaTrader script that you can use that tells you how many holes there are and the times of the holes in your historical data.

 

So if anyone has any of Oanda's data or can get it then please share it with us. This will allow us to properly backtest and optimize trading systems.

 

Also, if anyone has high quality data from anywhere else then that would also be welcome.

[freakgib]

Re: [REQ] Oanda's tick data (FXTicks)

 

wel the Data i use for what we think is the most accurate is that of Alpari RU and the server feed is

widexs.mt4demo i use it for analyzing of the S.T.A.R supertradesystem we need 100% correct data or els our outcome wil be wrong

so if Oanda live feed is 100% or better then that of Alpari RU i would like to see the missing holes

 

Greets

 

Freak

[William1713006271]

Re: [REQ] Oanda's tick data (FXTicks)

 

Forex has no exchange. You can not claim which broker has the most accurate data.

 

I also think it's kindda useless to backtest using Alpari RU and then run the EA live on Alpari US. It's better to test using Alpari US from the 1st place, coz it would be synchronize. What do you think?

 

Regards,

[hyperdimension]

Re: [REQ] Oanda's tick data (FXTicks)

 

Forex has no exchange. You can not claim which broker has the most accurate data.

 

I also think it's kindda useless to backtest using Alpari RU and then run the EA live on Alpari US. It's better to test using Alpari US from the 1st place, coz it would be synchronize. What do you think?

 

Regards,

 

If you actually spend the time to analyze the data you'll realize that the data that you download through the History Center is junk. It comes from MetaQuotes, NOT from the broker's trade servers.

 

Here's what I wrote in another thread:

 

The data downloadable from the Alpari MetaTrader terminal is from Metaquotes. I've checked with data from other broker's MetaTrader terminals and the data is just about identical (apart from UTC shift); even the holes (periods of missing data) match.

 

I've just found an Alpari Customer Service representative state this less than 2 months ago to be the case:

The data comes from MetaQuotes and is cross-checked before being uploaded.

(source: http://forum.alpari.co.uk/showthread.php?t=6530)

 

 

The data from Metaquotes is of poor quality. There are tens of thousands of holes in the data.

 

Also, Metaquotes data is "indicative data" as opposed to actual live data from a particular broker. Here's a quote from a Metaquotes representative stating just that:

Yes, these are indicative data collected from a number of providers and then filtered.

(source: http://www.metatrader4.com/forum/2576)

 

 

Indicative data is ok to use for strategies that use the larger time frames e.g. H4 or higher, but can't be relied upon for strategies that use M1 or M5 and have take profit and stop loss distances that are 10 points or less, because each bar in the indicative data may vary with actual data by a few points or so.

[William1713006271]

Re: [REQ] Oanda's tick data (FXTicks)

 

o, i c. thanks for the info.

 

But, I still think it's better to backtest any EA using the broker that you are using. Seems more synchronized for me.

 

Regards,

[hyperdimension]

Re: [REQ] Oanda's tick data (FXTicks)

 

o, i c. thanks for the info.

 

But, I still think it's better to backtest any EA using the broker that you are using. Seems more synchronized for me.

 

Regards,

 

Yes that is true, but the problem is that most brokers don't give you their actual data from their trade servers. Alpari used to provide their data on their web site but stopped recently, and I think the data from the FXDD web site is from the FXDD trade servers (http://www.fxdd.com/en/mt1m-data.html).

 

The data that you download through the History Center is not from the broker's price feed, so you aren't testing over the broker's data at all when you use it!

 

So the only way you can get your broker's data is to collect it yourself by using a MetaTrader Expert Advisor that will automatically write each tick (or each bar) into a file. Once you've collected enough data, you can then import the file into your History Center. It's slow, but there isn't really any other way, unless someone has already done it for the past few years for the broker you are with and is willing to share it with you. This method would require a reliable internet connection, otherwise you'll end up with holes in your data, which would reduce the quality of your data.

[freakgib]

Re: [REQ] Oanda's tick data (FXTicks)

 

i cant give a good example right now but with the STAR system we did have some problems with datefeeds from other Metatrade 4 brokers

and what happen then is for example FXDD on there platform our system did give a Positive Signal to go SHORT for example and the Alpari RU did not give that signal and till now Alpari RU was always right the system is accurate at 1pip its very hard to explain how it works but if i find some example of a screenshot i wil show it

 

Greets

 

Freak