JoeCocker Posted August 20, 2009 Report Share Posted August 20, 2009 Hi folks, I haven't found any thread or info on this board about how and where to get good quality backtestdata for the past couple years. Where can one get backtest data of at least 90% quality for 15M or hourly backtesting to the past? My broker only offers me the data back to April2009 not really any use if you want to validate how a strategy would have performed in the long run or to see in which market situations it would be advisable to step asside (finetuning the system...) I was not sure where to put the thread now and started here in technical analysis as its the base for the backtest data... If the mods feel its better in the EA section, pls be so kind and move it there (and accept my apologies for putting it wrongly) Hope you have some good sources to get back to year 2000 (ideally free of charge!) thks, Joe Quote Link to comment Share on other sites More sharing options...
carloss Posted August 20, 2009 Report Share Posted August 20, 2009 Re: where to get history for years in good quality for MT4 I use tick data from Gain Capital. http://ratedata.gaincapital.com/ You can use them either for building an M1 history data, to get 90% modelling quality, or you can use them directly as ticks (to get 99%). These are many tutorials on internet how to achieve 99% modelling. Sad fact is, that for 99% modelling you need MT4 build 208 or earlier :( Quote Link to comment Share on other sites More sharing options...
JoeCocker Posted August 20, 2009 Author Report Share Posted August 20, 2009 Re: where to get history for years in good quality for MT4 Carloss, thks for prompt reply. I downloaded 2000 - 2005 but thereafter the data is in many subfolders... Is there an easy way to pull EUR/USD from 2000 on till today??? many thks, Joe Quote Link to comment Share on other sites More sharing options...
carloss Posted August 20, 2009 Report Share Posted August 20, 2009 Re: where to get history for years in good quality for MT4 Carloss, thks for prompt reply. I downloaded 2000 - 2005 but thereafter the data is in many subfolders... Is there an easy way to pull EUR/USD from 2000 on till today??? many thks, Joe I have developed a tool for this - a script in PHP, which extracts the data from those ZIP files and merges them together. It also converts them from unicode to ASCII. You can download it at the link below, you can play with it, but you have to have some knowledge about PHP programming and how to install the PHP interpreter under Windows. You may also need to modify the script slightly to match it to the filesystem structure of your downloaded data. [url]http://www.kvstudio.com/download/extractor.php.txt[/url] Quote Link to comment Share on other sites More sharing options...
JoeCocker Posted August 21, 2009 Author Report Share Posted August 21, 2009 Re: where to get history for years in good quality for MT4 @Carloss, sorry not to offend you but my security package warns me that the site is hacked and banned as downloader site. @all, is Carloss the only one looking at backtest data? I tried to find some solid MT4 history data over internet down to the 1M for a period starting from 2000 but FAILED. If anyone has history data that I could setup into my MT4 pls share! many thks, Joe Quote Link to comment Share on other sites More sharing options...
xtof Posted August 22, 2009 Report Share Posted August 22, 2009 Re: where to get history for years in good quality for MT4 Have a look at this site: hxxp://www.f0rextester.c0m/datasources.html Gives good quality back to 2001 Quote Link to comment Share on other sites More sharing options...
Recommended Posts
Join the conversation
You can post now and register later. If you have an account, sign in now to post with your account.