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Historic Data for back testing

Discussion in 'General Forex Talk' started by Dollar-Reaper, Nov 7, 2010.

  1. Dollar-Reaper

    Dollar-Reaper Private, 1st Class

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    The historic data provided by most platforms has gaps of missing data, Alpari being one of them. I have tried to get the missing data (like the gap from the middle of May 2010 to the middle of July 2010) but with no luck.

    So I would like to enquire if any of the forum members have a link to where reliable and complete historic data can be accessed.

    The historic data is for Meta Trader 4 strategy testing.
     
  2. seethestars

    seethestars Private

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    Backtesting

    Hello Dollar-Reaper, I am in the same boat. I am with igindex and ETX and their charts only go back a month or two and i am desperate for any advice on how to backtest?
    Thanx
     
    #2 seethestars, Nov 7, 2010
    Last edited: Nov 7, 2010
  3. Dollar-Reaper

    Dollar-Reaper Private, 1st Class

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    Back Testing Data

    Dear Seethestars,

    At a guess I figure 98% of us work with the gaps in our data, but most of us don't know it. Also the online data for anything other than 1M is about 50% accurate, so we need to create the 5M, 15M, 30M, H1 and 4H data (offline) using the 1M data as the base, and using the Period Converter script in Meta Trades 4 to create the rest of the time periods, that way they will be 90% accurate.

    If I ever find the data I will be sure to let you know.

    I was also wondering if the FPA Performance testing section could have the data, as they have been testing for years, that data should be stored in their History File. If the History Data could be placed on the web somewhere for the rest of us to access, would be a big bonus. Even if it is just the 1 Minute data as we can create the rest from the one-minute data.
     
  4. Pharaoh

    Pharaoh Colonel

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    I'm pretty sure that FPA performance tests only collect trade data out of MT4.

    I have seen (somewhere, I can't recall where, sorry), software that can record tic data from MT4 into a spreadsheet. This wouldn't help you get older data, but you could start collecting now and your dataset would get more and more useful over time.

    Someone out there must already have tic data collected. The question is, who has it and are they going to charge for it?
     
  5. Dollar-Reaper

    Dollar-Reaper Private, 1st Class

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    Tick Data

    Hi Seethestars,
    I think I have found it. I am busy down loading the data, and will check it for gaps. This is the link, Forex Tester Software - Data Sources.
    Apparently you can download it in any format, I am only interested in .hist so that I can use it on MT4.

    Regards
    D-R
    :)
     

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