Download MetaTrader 5

Historical Data for Backtesting (3 months)

To add comments, please log in or register
fractalfreak
1893
fractalfreak  

Hello,


I am trying to backtest some EAs on 3 months of EURUSD M1 data.


Since Tickstory is not compatible with Build 950, I do not succeed in doing that.


I tried to download price data from a different source including the history centre.


Still, when I try to use the "pick date" option in the strategy tester, it simply does not react and in the journal it says "no data".


Thx for any advice.


FF

fractalfreak
1893
fractalfreak  
no one?
Stuart Browne
6519
Stuart Browne  
fractalfreak:
no one?

Hi FF 

The best data you will get for backtesting is the data from the broker you plan to run the EA on. So downloading from any other source, including the history centre is, IMHO, worthless.

Having said that, I've also noticed in the recent builds of MT, trying to run an EA with history that your terminal hasn't downloaded yet can result in a hung test (ie, no data, no warning). The only way I have found to fix this is to manually load the symbol chart in every timeframe and manually force history download by holding down the HOME key. Pain in the butt, but it works!

Cheers
Stu

fractalfreak
1893
fractalfreak  

Thx Stu,


so for the 1 Minute data,


would I need to download each day individually?


It appears that the intraday prices are not included but rather open and close?


Thx...

Stuart Browne
6519
Stuart Browne  
fractalfreak:

Thx Stu,


so for the 1 Minute data,


would I need to download each day individually?


It appears that the intraday prices are not included but rather open and close?


Thx...

Nope, if you keep pressing the HOME key it will continually grab chunks of data until you have everything the broker has. 

By intraday I'm assuming you mean tick data? Unfortunately MT does not hold tick data. The lowest you will get is the  OHLC of the M1

Carl Schreiber
7302
Carl Schreiber  
fractalfreak:
no one?
Google for Tickdata downloader, Birt's Earview, and Tickstory
To add comments, please log in or register