Tick Database
Jan 05, 2010 부터 멤버
게시물92
Jan 05, 2010 at 16:04
Is anyone familiar with a quality tick database? Free if possible.
I've been searching a lot lately, but can't find a good one. I'm thinking of creating my own.
I've been searching a lot lately, but can't find a good one. I'm thinking of creating my own.
Patience is a virtue.
Jan 05, 2010 at 17:52
(편집됨 Jan 05, 2010 at 17:52)
The one at Dukascopy is free for personal use. https://www.dukascopy.com/swiss/english/data_feed/historical/ 😉
Whoever said money can't buy happiness didn't know where to shop.
Jan 05, 2010 부터 멤버
게시물92
Jan 05, 2010 at 18:27
Yonex posted:
The one at Dukascopy is free for personal use. https://www.dukascopy.com/swiss/english/data_feed/historical/ 😉
Thanks!
I've haven't had the time to test it yet. Have you worked with it? Is it reliable?
Patience is a virtue.
Jan 05, 2010 부터 멤버
게시물92
Jan 05, 2010 at 18:28
biz0101 posted:
well i've heard that gain capital offers the largest database however it's not the best as it has a lot of gaps.
you can also get some data from Oanda.
on both cases however you will need to open an account.
Yeah tried both. Problem with Oanda is that you can get only one free pair data at a time and it goes only back to 2004.
Patience is a virtue.
Jan 05, 2010 부터 멤버
게시물92
Jan 05, 2010 at 18:48
Yonex posted:
I have worked with it, and I believe the data from Dukascopy is the most reliable you can get for free. 😎
Great! I will try it later.
Thanks!
Patience is a virtue.
Sep 04, 2009 부터 멤버
게시물879
Jan 05, 2010 at 22:38
PipCollector posted:
Is anyone familiar with a quality tick database? Free if possible.
I've been searching a lot lately, but can't find a good one. I'm thinking of creating my own.
https://www.forexfactory.com/showthread.php?t=211652
forex_trader_7
Aug 01, 2009 부터 멤버
게시물941
Jan 06, 2010 at 08:09
(편집됨 Jan 06, 2010 at 08:12)
Why are ticks worth looking for?
Aug 20, 2009 부터 멤버
게시물266
Jan 06, 2010 at 08:20
With good quality tick data, you can achieve 99% backtest modelling quality. At present MT4 can only achieve 90% because you cannot get below the M1 bar level......MT4 mathematically interpolates the numbers below this level which leads to inaccurate testing, especially with scalpers.
Wealth Creation Through Technology
Jan 05, 2010 부터 멤버
게시물92
Jan 06, 2010 at 08:44
Yes, although past perfomrmance is non indicative of future results, I think there is only so many scenarios you can test your system on.
So when it comes to testing, you should have the closest prices to the real ones to test your system on, or else the backrest will be useless.
So I do think the past performance is somehow correlated to future performance.
So when it comes to testing, you should have the closest prices to the real ones to test your system on, or else the backrest will be useless.
So I do think the past performance is somehow correlated to future performance.
Patience is a virtue.
forex_trader_7
Aug 01, 2009 부터 멤버
게시물941
Jan 06, 2010 at 10:20
(편집됨 Jan 06, 2010 at 10:31)
Dunno hey,
Have you guys ever tried running the same data, with the same code, on a different processor?
No matter how good your data, a different processor will give a different result. And I'm not talking 1% or 2% here. On one pc the system will margin call the next it will do 1000%.
I have never, ever, been able to match a back test for a period to a real result. Back testing is la la land....
Before you put any energy into it, test back testing. My humble suggestion.
Have you guys ever tried running the same data, with the same code, on a different processor?
No matter how good your data, a different processor will give a different result. And I'm not talking 1% or 2% here. On one pc the system will margin call the next it will do 1000%.
I have never, ever, been able to match a back test for a period to a real result. Back testing is la la land....
Before you put any energy into it, test back testing. My humble suggestion.
forex_trader_7
Aug 01, 2009 부터 멤버
게시물941
Jan 06, 2010 at 10:27
(편집됨 Jan 06, 2010 at 10:33)
Here's an exercise,
Run the same data, same processor once online then offline on a period you have live date for. You'll end up with three different results as metatrader will decide to make up stuff or not depending on how online and offline you are.
Then run the tests on a different machine, online offline. See what happens. 6 results.
There's only one way to test. Run it live....
Run the same data, same processor once online then offline on a period you have live date for. You'll end up with three different results as metatrader will decide to make up stuff or not depending on how online and offline you are.
Then run the tests on a different machine, online offline. See what happens. 6 results.
There's only one way to test. Run it live....
Aug 20, 2009 부터 멤버
게시물266
Jan 06, 2010 at 10:51
Uhmmmm......Yeah, I think that is the point of having good data to begin with.
Elkart posted:
Before you put any energy into it, test back testing. My humble suggestion.
Elkart, despite the cynism of your post, you do make a good point albeit unintentionally, I suspect.
There is far more to backtesting than hitting the start button on the tester.......and this is one of the reasons that most people fail in Automated Trading. They think cos they can run a backtest, they are suddenly an expert🙄
If you want to get ahead, you cannot say that backtesting is useless......first you need to know what you are doing, understand what the limitations of the backtester are and then find ways to improve the testing(ie tick data, MT5, etc). Even then backtesting is only the start of a 3-stage process of getting an EA onto an account.
Wealth Creation Through Technology
forex_trader_7
Aug 01, 2009 부터 멤버
게시물941
Jan 06, 2010 at 11:13
There are many good systems in the dustbin because of back testing. Metatrader takes guesses at data. I got so frustrated once I spent a month just running test then comparing to live results. Using different machines. It was chaos. I didn't get one coherent result.
Any point I make is intentional.
And it's not like we don't know what we're doing. The same code that fails in back testing is now running live for us, perfectly profitable.
Data has a lot to do with it, but before we even get to data, the processors have differences. Back testing hardly works for anything, all it's good for is to see of the code does what it's supposed to. We use it to test code, so lets say we want to test tp software we'll check the graph, if it goes up we'll put down a few buys and see if we tp correctly, other than that it's like learning to drive a car on a bicycle. Has no value at all, very misleading...
Any point I make is intentional.
And it's not like we don't know what we're doing. The same code that fails in back testing is now running live for us, perfectly profitable.
Data has a lot to do with it, but before we even get to data, the processors have differences. Back testing hardly works for anything, all it's good for is to see of the code does what it's supposed to. We use it to test code, so lets say we want to test tp software we'll check the graph, if it goes up we'll put down a few buys and see if we tp correctly, other than that it's like learning to drive a car on a bicycle. Has no value at all, very misleading...
forex_trader_7
Aug 01, 2009 부터 멤버
게시물941
Jan 06, 2010 at 11:42
(편집됨 Jan 06, 2010 at 11:45)
And another thing,
I'm sitting here scratching my head, we're running on IBFX and Varengold bank, one bucket shop, one ECN, both live, same code. Same signal, 190 pips difference in entry. How the F$%#k is that possible?
And now we want to throw back testing into it...?!
I'm sitting here scratching my head, we're running on IBFX and Varengold bank, one bucket shop, one ECN, both live, same code. Same signal, 190 pips difference in entry. How the F$%#k is that possible?
And now we want to throw back testing into it...?!
forex_trader_7
Aug 01, 2009 부터 멤버
게시물941
Jan 06, 2010 at 12:01
It's not that the rates are different at point of entry, but the data feed we calculate on is so different that over a 24 hour period it makes that big difference in entry...so what chance does back testing stand?
Jan 06, 2010 at 12:30
Elkart posted:
Here's an exercise,
Run the same data, same processor once online then offline on a period you have live date for. You'll end up with three different results as metatrader will decide to make up stuff or not depending on how online and offline you are.
Then run the tests on a different machine, online offline. See what happens. 6 results.
There's only one way to test. Run it live....
I think the difference is because that when you are online, the spread for your currency pair changes, and thus the backtested result changes. When I do my backtest, with 99% quality, I can adjust the spread I want to use, and get identical results online/offline. However, I haven't tried backtesting the data on another computer, but I will. Thanks for your suggestion! 😉
Whoever said money can't buy happiness didn't know where to shop.
forex_trader_7
Aug 01, 2009 부터 멤버
게시물941
Jan 06, 2010 at 13:02
(편집됨 Jan 06, 2010 at 13:03)
It's because Mt4 goes and fetches data if it can. Quite a bit on that on the mt4 forum. But it stands to reason that a week-end result will be different to a week result then.
Basically it's just such a #$%$ mess that I don't bother. No one should take it seriously.
Basically it's just such a #$%$ mess that I don't bother. No one should take it seriously.
Jan 06, 2010 at 14:12
Elkart posted:
It's because Mt4 goes and fetches data if it can. Quite a bit on that on the mt4 forum. But it stands to reason that a week-end result will be different to a week result then.
Basically it's just such a #$%$ mess that I don't bother. No one should take it seriously.
So you've stopped using the tester at all? Have you moved to other software? How about MT5?
