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What to do… » Excellent tick data for 100% backtests
Home > Forex > Excellent tick data for 100% backtests

Excellent tick data for 100% backtests

July 22nd, 2010

I found a great (old) article about getting optimal data for backtests in MT4. I personally usually use history data from JadeFX because that’s the broker I, mainly, use scalping strategies at, but it is full of errors and rarely gives even 90% quality.

Check it out: http://eareview.net/tick-data

I’m gonna test this as soon as I get a hour or two over… IE hopefully on Saturday.

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Author: admin Tags: , , ,
  1. Matt
    July 28th, 2010 at 01:04 | #1
    Reply | Quote

    Thanks for this - I started with the tutorial and the php script to download the tick data. I started it at around 4pm yesterday and it’s still going - pulled down about 8 gigs so far. I recommend you get it going as soon as you can as it takes ages!

  2. admin
    July 28th, 2010 at 08:51 | #2
    Reply | Quote

    I missed my window this weekend, as I’m on a business trip to Belgium for two weeks now. If I don’t download to one of the VPS’s that is… Worth a go perhaps. :)

  3. Matt
    July 28th, 2010 at 18:00 | #3
    Reply | Quote

    Large volumes are invovled. I’ve used 17 currency pairs, ran the download twice (to fill in a few missed gaps during first download pass) and the raw tick data has come to around 9 GB, and processing into the CSV files is coming into around 4GB CSV files per pair so ~ 70GB for CSV.

    Still doing the conversation on my PC - around 40 Hours for download, and its looking like 36 hours for CSV conversion!

    Will let you know once I can actually perform a backtest!

  4. admin
    July 28th, 2010 at 23:00 | #4
    Reply | Quote

    Oh, is it _that_ huge. I will have to wait til I get back home. :)

  5. admin
    August 18th, 2010 at 09:56 | #5
    Reply | Quote

    I opted to only download the majors and EURCHF, GBPCHF, EURGBP crosses. Cut back on download and processing time. It took about 5 hours to do the processing on my computer for each pair, but I ran four at a time to fill my quad-core CPU. So I have CSV’s laying here now, but still haven’t gotten around to run the rest of the steps… Wish someone would have made a complete download-process-install script :)

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