Data Deterioration constant pain 'TRYING' to use Strategy Tester: No evidence that 'period converters' work! - page 3
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The broker is more likely to arbitrage the price themselves as they see the opportunity and make a little extra money for themselves as they get to "see" the prices before we do)
Re Arbitrage.
Their is lots of negative feedback about MQL5, but from what I have heard, one of the reasons that they are doing v5 is to expand into more investments markets other than just ForEx. This may expand arbitrage opportunities waht aren't currently available directly with just MT4.
Hi Phillip,
You are right. Once one has all the back Data from the broker, they are not all of a sudden going to put another year from a decade ago into their DataBase. Updating the info from the server occasionally will update the recent data, which of course. isn't going to be from 40 years ago.
I'm concerned about the time offsets in the ForEx DataBase that you so kindly shared with me. Are they all at GMT=0? I'm want to download the latest Data from a number of different brokers. I'll have to be cognizant of this when upDating recent data or it is all going to be SNAFUd. This applies to even one broker if they have a different time offset.
Thanks again Phil
Doug those data were all shifted to FXDD server time, to shift it to other major broker times look at the graph in my post above and adjust accordingly. Happy to help - Phil
Hi to everybody,
I have readed your commets to this topic...I'm a bit confused about the "right" procedure to be executed to download data from a broker and do backtest ...
1005phillip said: "FourX it sounds like you are using the process I posted about a while back (including the "all time periods" script) to refresh your hst files with the broker's data".
Can you tell me some references where I can "learn" this procedure?
Thanks guys
Hi to everybody,
I have readed your commets to this topic...I'm a bit confused about the "right" procedure to be executed to download data from a broker and do backtest ...
You won't get much data from your Broker . . . as far as I am aware, when you download data via the History Centre it is coming from MetaQuotes, I can download data even when I am not connected to my Broker . . .
FourX was dong something wrong . . . it seems pretty clear that he was not deleting all his current data despite claiming to do exactly that. The easiest way to delete data, for example GBPUSD, is to first close any charts for that pair, shut down MT4, go to the mt4/history/server_name folder and delete (you may want to back them up first) all the files called GBPUSDxx.hst this will remove all your GBPUSD data.
If you want to use data from the History Centre restart MT4 open the History Centre find GBPUSD and download all the M1 data you can get . . . then open a GBPUSD M1 chart and use period converter to create, M5, M15, M30, H1, etc . . .
What can happen is that your Broker can overwrite the newer data that you have just created . . . and then you can get miss-matched data on different timeframes . . . to avoid this issue do not connect to your Broker, stay offline.
You won't get much data from your Broker . . . as far as I am aware, when you download data via the History Centre it is coming from MetaQuotes, I can download data even when I am not connected to my Broker . . .
FourX was dong something wrong . . . it seems pretty clear that he was not deleting all his current data despite claiming to do exactly that. The easiest way to delete data, for example GBPUSD, is to first close any charts for that pair, shut down MT4, go to the mt4/history/server_name folder and delete (you may want to back them up first) all the files called GBPUSDxx.hst this will remove all your GBPUSD data.
If you want to use data from the History Centre restart MT4 open the History Centre find GBPUSD and download all the M1 data you can get . . . then open a GBPUSD M1 chart and use period converter to create, M5, M15, M30, H1, etc . . .
What can happen is that your Broker can overwrite the newer data that you have just created . . . and then you can get miss-matched data on different timeframes . . . to avoid this issue do not connect to your Broker, stay offline.
Thanks RaptorUK for your answer and suggestions.