{ASK} Converting 5m historic data into higher time frame

[e-Invester]

Hi there, I have 5min historic data that goes way back, but my system runs on an higher time frame i.e. 1h.

 

Is there a program out there that can convert this 5min data into 1hr data?

 

I have all the usual trading apps, but haven't got success as of yet.

 

Help would be gladly appreciated.

[manu1713006157]

... so you want to check your way back till 1900- or 1800..

 

 

why don't you simply download 1Hr historical data

if you think that the more deep backtest you do the more certain you will be of any system reliabilty...Its a myth. personally I think 1.5- 2 yrs backtest is more than enough to tell you what you want. Break the activity it did every month and Just concentrate on the percentage it yields...

[e-Invester]

Thanx for the reply manu, it's for our local market here in South Africa, so data isn't freely available especially with volume included.

 

I test back to 1998.

 

I just basically want to back test my secondary system on the higher 1h time frame as it works intraday best there, but now I am stuck with my short term time frame for my main strategy.

[manu1713006157]

hey e-Invester

 

maybe you would Like to have a Look here... perhaps it would help you 50% of what you want ;)

 

http://thetrademachine.com/blog/2009/09/29/set-up-metatrader-history-data-get-90-backtesting-quality/

 

Its a lengthy work... But its free

[e-Invester]

Thanx manu I am going to give it a try!