tick data import

New comment
 

Hi,

I need to import historical tick data and I am quite confused.

Has anybody successfully done that?

What's the correct way of handling it?

Thanks!

SilverPrince

P.S. By the way, where can I get cheap tick data?

I have downloaded GainCapital ticks for free, but I have no idea if it s any good.

 
SilverPrince:

Hi,

I need to import historical tick data and I am quite confused.

Has anybody successfully done that?

What's the correct way of handling it?

Thanks!

SilverPrince

P.S. By the way, where can I get cheap tick data?

I have downloaded GainCapital ticks for free, but I have no idea if it s any good.

you can't get cheap tick data, unless you mine it yourself on a vpn,

which is what you should do: log tick-by-tick data from the broker you are going to trade with.

Using anything else as backtest data is entirely useless.


I use Oanda and because of my academic affiliation I get it for free,

but I have no idea where else to look. Opentick.com is apparently closed

and you probably can't afford to buy research-quality data.

 
SilverPrince:

Hi,

I need to import historical tick data and I am quite confused.

Has anybody successfully done that?

What's the correct way of handling it?

Thanks!

SilverPrince

P.S. By the way, where can I get cheap tick data?

I have downloaded GainCapital ticks for free, but I have no idea if it s any good.

I too have downloaded tick data from GainCapital, however, it's my understanding that you cannot use tick data in the backtester in MT4. Are you planning to convert it to M1 data and higher to fill holes in existing historical data?

 

I would still very much appreciate help with that.


I just tested my EA on 3 different M1 historical data sets from 3 different brokers.

And got the following results in half a year: -$800, $412, $898.

It's clearly pretty much useless for the backtesting and useless for optimization.


So I really need some help with importing tick data pls pls pls!

New comment