MultiBroker M1 and TICK Databank is UP! - page 2

 
omelette:
Interesting post. Some time ago I was curious enough about the quality of the M1 Alpari data to write a script that checks the continunity of the data - ie. looks for missing bars. Scary result. Running it on 763714 bars of USDCHF M1 data shows that there are 384388 missing bars - that's over 50% for the time period involved!!! Checking M5 data that has been generated from the M1 data reveals 3156 bars missing from the original 173532 - about 1.8%. In case anyone is wondering, I accounted for the weekends but not for Forex holidays when the market is closed (are there any?). Note also that this is only checking the price data continunity, it says nothing about the price data itself.

UGGGH. I hope we will be able to do better!!

Thanks very much for the info - all the more reason for this community project.

Best regards,

CS

 

I stronlgy believe that you have a very good project here. The next step will be to make a feeder for multiple currencies for MT4 client so we can backtest EA's with multiple currency at the same time (I wish!! lolol )

Nice moove keep going!

 

MT4 build 199 has been released, see http://forum.mql4.com/4751

This is quite a large change. The two things I see as most significant are

  • Can now download test data directly into the history centre, presumably from Metaquotes. I don't know where they get it from. It appears to be timeframe data down to 1M only, not tick data, but it goes back to 1999, at least for EURUSD.
  • Improved fractal modelling of a bar. Now more smoothed patterns are used to model price movements

I've downloaded it onto my demo, but will wait for the auto-update for live.

A quick test of CyberiaTrader on EURUSD 1M indicates that the fractal modelling is, not surprisingly, still not applicable to scalpers.

Paul

 

Very nice Idea. Love this project. This is our only chance to achieve the best results from backtesting. Would start collecting Tick-Data for FXDD next monday.

Today i noticed some realy weird. Imagine - two Metatrader Terminals (one from FXDD and another from NEXTT). Both fresh installed. Just created an "fake" Account on both terminals to update at 198. Then deleted the created accounts (Terminals going offline) and imported exactly the same Alpari-History-Data on both programs. I have done exactly the same on both terminals but still got very different Backtesting results for my (very simple) moving average EA. Human Errors impossible - same MT version, same data, same expert, same input values. Any ideas or explanations?

regards,

David

 
Dave188:
Very nice Idea. Love this project. This is our only chance to achieve the best results from backtesting. Would start collecting Tick-Data for FXDD next monday.

Today i noticed some realy weird. Imagine - two Metatrader Terminals (one from FXDD and another from NEXTT). Both fresh installed. Just created an "fake" Account on both terminals to update at 198. Then deleted the created accounts (Terminals going offline) and imported exactly the same Alpari-History-Data on both programs. I have done exactly the same on both terminals but still got very different Backtesting results for my (very simple) moving average EA. Human Errors impossible - same MT version, same data, same expert, same input values. Any ideas or explanations?

regards,

David

i've run a backtest on the same EA that I created on the same timeframe for the same Pair a couple of times and got different results each time.

 

how is going the project?

 

The project is stalled a bit due to some unforseen commitments on my side that have been taking up all my free time.

That, along with the fact that very few people have actually been collecting and submitting the ticks has been problematic.

I've been collecting them daily myself and hope to have my ticks up in the next few months. I intend on making submission easier as well, so we'll see.

I had hoped for this to be a community effort, and despite a really strong showing from a few people, the too-few hands problem is really hurting us.

Wish us luck.

 
cubesteak:
The project is stalled a bit due to some unforseen commitments on my side that have been taking up all my free time.

That, along with the fact that very few people have actually been collecting and submitting the ticks has been problematic.

I've been collecting them daily myself and hope to have my ticks up in the next few months. I intend on making submission easier as well, so we'll see.

I had hoped for this to be a community effort, and despite a really strong showing from a few people, the too-few hands problem is really hurting us.

Wish us luck.

hi, have u stopped the project completely?

Could you please share some data already collected?

I collected 1 week so far for about 15 pairs

 

I visit the site, how can i download IBFX data?

Reason: