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Tim
128
Tim 2014.11.18 16:17 

I'm looking into developing an EA to trade the DAX or GER30, but when I attempt to run one of my more basic strategies on the DAX in the strategy tester, I find that I can't get it to download any Metaquotes data. I believe its using only the data provided by the broker FXCM.

So can anyone confirm whether:-

1. Is Historical data on the DAX available from Metaquotes through the MT4 platform??

2. Is anyone successfully trading the DAX with an EA?? 

Any help much appreciated 

Tim 

Carl Schreiber
5947
Carl Schreiber 2014.11.18 16:23  
Dukacopy offers Tickdata, but you have to dld and create the fxt-files yourself.
Tim
128
Tim 2014.11.18 22:03  
gooly:
Dukacopy offers Tickdata, but you have to dld and create the fxt-files yourself.

Thanks gooly for the reply, are you confirming then that its 'not' possible through Metaquotes??

I've downloaded data through Dukacopy before, but never imported it into Metatrader History section.

Does the fxt file combine the bid and the ask price data that dukacopy provide??

cheers

tim 

Carl Schreiber
5947
Carl Schreiber 2014.11.18 23:12  

1) It's a 'broker-thing' and mt4 is not a broker.

2) Google for Birt's Earview and/or Tickstory and read about how to get the fxt-files to backtest!

3) The fxt-file only provides only bids. The ask is 'constructed' by the spread you have to define before starting the testing.

whroeder1
13612
whroeder1 2014.11.19 13:33  
timdchambers: I find that I can't get it to download any Metaquotes data. I believe its using only the data provided by the broker FXCM.
1. Is Historical data on the DAX available from Metaquotes through the MT4 platform??2. Is anyone successfully trading the DAX with an EA??
  1. EA's never download history. Period. They use whatever is on the chart.
  2. History from MQ is only available through Tools -> History Center.
  3. Trading uses the live chart and current bars only comes from your broker.
  4. You can only trade what your broker provides. Market Watch (CTRL-M) -> right click -> show all.
Tim
128
Tim 2014.12.08 23:01  

Hi all,

Related to my above issues with the DAX I have installed Tickstory and downloaded data from Dukacopy via the software. I've exported the data to an installation of FXCM MT4, however there appears to be candles missing from 9pm till 7am in the morning??

This causes me a problem since I use the close of session candle 16:45 from the previous day as a level to trade around and my EA is coded to count back to the specific previous days candle. 

TradingLevel=iClose(NULL,PERIOD_M15,DaxCloseCandle); 

The missing  night candles mess up the count, I have put an adjuster in to account for this but it means toggling it on and off when switching between different back test data sources which is a minor annoyance.

 So my questions are:-

1. why is this data missing from either Dukacopy or Tickstory???

2. Any innovative ways of getting the EA to account for the missing candles automatically so it always counts back the right number of candles?

Tim

Carl Schreiber
5947
Carl Schreiber 2014.12.08 23:26  
One broker has only a 'DAX-symbol' that is traded during Frankfurt Trading Time another offers this symbol and a Dax-symbol' that can be traded 24 hours..
Tim
128
Tim 2014.12.09 13:04  

Ahhh ok, so my overnight data must be from IG whereas the tickstory data from Dukacopy is the reduced time period.

Since I need to build an EA that works on both and I plan to use this piece of code:-

TradingLevel=iClose(NULL,PERIOD_M15,DaxCloseCandle);  

to establish the close of trading candle, how can I get the EA to calculate the number of candles back to a specific candle opening at a set time. The complication being that the two sets of data provided are either a live 24 hour trading platform or a reduced time duration demo platform? There will be a different number of candles required in the above iClose statement depending on which platform its run on.

Any ideas?

Tim 

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