How to backtest on shorter timeframes than 1M

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I'm currently trying to make backtests on shorter timeframes than 1M.

The solution is to import for instance 10S data as if it was 1M data.

Works.

I could post a link to 10S data from dukascopy in the next days if anyone is interested.

cheers!

 

What is the point of 10s data if each minute, there is around 10 ticks. Wouldn't it be better to just have tick-by-tick data? It's also easier to implement tick-by-tick functions in your EA


I didn't know Ducascopy but it seems to be a great source. Is there a way of downloading whole database of tick-by-tick ?

 
no chance
 
allerune:

What is the point of 10s data if each minute, there is around 10 ticks. Wouldn't it be better to just have tick-by-tick data? It's also easier to implement tick-by-tick functions in your EA


I didn't know Ducascopy but it seems to be a great source. Is there a way of downloading whole database of tick-by-tick ?


I get up to 3 ticks per second for EURUSD during the london session.

Dukascopy offers 10S data - unfortunately no single ticks.

If you don't have a live account you can't download the whole database - only single days / symbols.

I wrote a downloading robot to download the data which is of course forbidden but well...

Concerning ticks vs. 10S - the good things of 10S is that you can also actually look at it in MT.
 
dring:


I get up to 3 ticks per second for EURUSD during the london session.

Dukascopy offers 10S data - unfortunately no single ticks.

If you don't have a live account you can't download the whole database - only single days / symbols.

I wrote a downloading robot to download the data which is of course forbidden but well...

Concerning ticks vs. 10S - the good things of 10S is that you can also actually look at it in MT.

Then I can call my broker lazy because I was picking up less. I wonder what the difference is...


Anyway, I went into the "historical data feed" section and there were tick-by-tick files, but it would be a pain to download more of them.

 
allerune:

Then I can call my broker lazy because I was picking up less. I wonder what the difference is...


Anyway, I went into the "historical data feed" section and there were tick-by-tick files, but it would be a pain to download more of them.


tick-by-tick? where? i'll tell my robot to take care of it.
 
dring:


tick-by-tick? where? i'll tell my robot to take care of it.

http://www.dukascopy.com/swiss/english/data_feed/historical/


but it's downloaded via flash interface so you can forget about the usual html-parsing :)


and another thing, files there are split by hours, not all of them working properly, I don't really know why :-/

 
allerune:

http://www.dukascopy.com/swiss/english/data_feed/historical/


but it's downloaded via flash interface so you can forget about the usual html-parsing :)


and another thing, files there are split by hours, not all of them working properly, I don't really know why :-/


the flash is new but it took me only one minute to figure out where to flash gets the data from.

i'll update my robot and will let you know when i'm done.

 
dring:


the flash is new but it took me only one minute to figure out where to flash gets the data from.

i'll update my robot and will let you know when i'm done.

that would be great, thanks !!!

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