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Author Topic: I am trying to collect data for backtesting  (Read 5298 times)

Offline "Ancient Mariner"

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I am trying to collect data for backtesting
« on: October 16, 2009, 05:28:03 PM »
I am trying to collect data for back testing. On two platforms I cannot download any data. The brokers are JadeFX and Gallant. On a third platform using TDFX I can download data but the strategy tester runs but does not produce any results. I have set Auto Gmt Offset to false in this case. Any ideas?
Bill
"Ancient Mariner"

Offline "Ancient Mariner"

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Re: I am trying to collect data for backtesting
« Reply #1 on: October 16, 2009, 05:32:59 PM »
From both the JaseFX and Gallant brokers I get the message "There are no new data for EurUsd. Doesn't the data come from MetaTrader Corp. Why no data"
"Ancient Mariner"

Offline hazelj80

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Re: I am trying to collect data for backtesting
« Reply #2 on: October 20, 2009, 06:27:44 PM »
the only places I know where you can get this kind of history and name the files appropriately are:

MBT
FXCM UK
metatrader 4 generic platform (which is really alpari US)

most brokers dont have their history data and these are the only 3 places I know of where you can get data all the way back to 1999

Offline Candlestick

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Re: I am trying to collect data for backtesting
« Reply #3 on: October 31, 2009, 08:43:20 AM »
Yeah. I just made an alpary demo account for backtesting everything. Easyiest way imo. Data is reliable and goes back to 1999.

Offline dlf2001

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Re: I am trying to collect data for backtesting
« Reply #4 on: October 31, 2009, 10:11:36 PM »
Historical data for JadeFX is at the bottom of the download page on the JadeFX.com website. It has instructions and all.

Offline Angelina_Apr

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I am trying to collect data for backtesting
« Reply #5 on: December 25, 2009, 01:40:54 PM »
No every member does not recieve payment of any kind. Only members who are part of the staff meaning you have KYF has chosen you to post forums spefically for a topic.

Offline cloudsifter

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Re: I am trying to collect data for backtesting
« Reply #6 on: January 23, 2010, 05:20:52 PM »
I have searched far and wide and I am having trouble figuring out why when i try to download history for currency pairs in MT4 that it never goes back further than a couple of months.  I have found tutorials on the net, but they don't seem to work when following the steps anymore or the history files that they pointed to were 'good' at the time at some file upload site, but currently they are outdated only running till august of last year.

it doesn't seem to matter what MT4 from what broker I try, same result.  I might get history back to nov of '09, but then try to download more and then end up with even less.  This used to work months ago, but I can't find much talk of how to fix it, or whatever.

Can anyone help?

James

Offline FXDave

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Re: I am trying to collect data for backtesting
« Reply #7 on: January 24, 2010, 05:27:25 PM »
I have searched far and wide and I am having trouble figuring out why when i try to download history for currency pairs in MT4 that it never goes back further than a couple of months.  I have found tutorials on the net, but they don't seem to work when following the steps anymore or the history files that they pointed to were 'good' at the time at some file upload site, but currently they are outdated only running till august of last year.

it doesn't seem to matter what MT4 from what broker I try, same result.  I might get history back to nov of '09, but then try to download more and then end up with even less.  This used to work months ago, but I can't find much talk of how to fix it, or whatever.

Can anyone help?

James

James,

You can contact your broker and they should be willing to send you an excel file of price feed history from their server. This is easily imported into the MT4 history file.

Peace....

FXDave
"Absurdum est ut alios regat, qui seipsum regere nescit."

Offline cloudsifter

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Re: I am trying to collect data for backtesting
« Reply #8 on: January 24, 2010, 09:58:13 PM »
thanks, Dave, I will try that.

James

Offline someguy

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Re: I am trying to collect data for backtesting
« Reply #9 on: February 12, 2010, 02:44:27 PM »
I've been trying to get nice M1 history for AUDNZD and EURCHF from different sources, but it is real hard to get good quality. JadeFX has nice zips thou. Also DukasCopy has some nice data (EURUSD is 10 years back with both ask and bid), but crosses only seem to be 3-4 years back. Otherwise FXCM and Alpari seems to be the best free overall.

Offline Candlestick

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Re: I am trying to collect data for backtesting
« Reply #10 on: November 09, 2010, 12:10:24 PM »
Lately Alpari data is full of holes in it. Holes are like 15-25days long. Thats very annoying. I+ve deleted and re-downloaded data lots of times. Theres no difference.
 :-[

Offline Easy EA

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Re: I am trying to collect data for backtesting
« Reply #11 on: November 09, 2010, 02:56:14 PM »
It's the MetaQuotes data which is missing big chunks, rather than the Alpari data.

As an alternative, why don't you delete your history data completely across all timeframes for the symbol you wish to test, and set your Max Bars in History and Chart to a very large number.  Then go onto a M1 chart, disable auto-scroll and proceed to wind your mousewheel back in time.  This should invoke your terminal to download Alpari (or whichever broker you happen to be using) history data for as far back as you choose to wind your mousewheel.
« Last Edit: November 09, 2010, 04:15:22 PM by Easy EA »

Offline MastaerFX

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Re: I am trying to collect data for backtesting
« Reply #12 on: November 11, 2010, 08:22:56 AM »
as I also previously had problems with history uploading, I started working with Alpari and have already no troubles with backtesting even for 10 years

 

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