fx4_ever Posted October 8, 2010 Report Share Posted October 8, 2010 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, Quote Link to comment Share on other sites More sharing options...
⭐ fscrp Posted October 8, 2010 Report Share Posted October 8, 2010 (edited) 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. Edited October 8, 2010 by fscrp added FYI Quote Link to comment Share on other sites More sharing options...
Stormin_Norman Posted October 9, 2010 Report Share Posted October 9, 2010 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. Quote "It is inconceivable that anyone will divulge a truly effective get-rich scheme for the price of a book." Victor Niederhoffer (1943–), US hedge fund manager and statistician Link to comment Share on other sites More sharing options...
fx4_ever Posted October 9, 2010 Author Report Share Posted October 9, 2010 Hi fscrp: Thanks for the info. I did follow the instruction, but somewhere, I must be goofed. I will try again soon. Thanks, Quote Link to comment Share on other sites More sharing options...
fx4_ever Posted October 9, 2010 Author Report Share Posted October 9, 2010 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. Quote Link to comment Share on other sites More sharing options...
Stormin_Norman Posted October 9, 2010 Report Share Posted October 9, 2010 Ahhhh. There's be problem. You must swear loudly and kick the cat. Then it will work. Quote "It is inconceivable that anyone will divulge a truly effective get-rich scheme for the price of a book." Victor Niederhoffer (1943–), US hedge fund manager and statistician Link to comment Share on other sites More sharing options...
fx4_ever Posted October 14, 2010 Author Report Share Posted October 14, 2010 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. :-( Quote Link to comment Share on other sites More sharing options...
hyperdimension Posted October 15, 2010 Report Share Posted October 15, 2010 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. Quote Link to comment Share on other sites More sharing options...
Stormin_Norman Posted October 15, 2010 Report Share Posted October 15, 2010 Are you launching your MT4 with the special launch program provided? Quote "It is inconceivable that anyone will divulge a truly effective get-rich scheme for the price of a book." Victor Niederhoffer (1943–), US hedge fund manager and statistician Link to comment Share on other sites More sharing options...
daddypancakes Posted July 2, 2011 Report Share Posted July 2, 2011 Here ya goes - http://indo-investasi.com/showthread.php/13812-Dukascopy-Tick-Data?p=161728#post161728 gctex 1 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.