Historical Data for BackTest

[sushiparlour]

Hey all,

Does anyone know where I can get historical data to backtest my EA. Cause I've read on forums that the MetaQuote downloadable datasets are inaccurate. I've also tried downloading the Alpari set, but the link doesn't seem to work.

Thanks.

SP

 

[wrighsz]

Alpari no longer offer Historical data and alternative data sources don't reflect the flattening algorithims used by brokers and can give false signals with sensitive EAs.

Does anyone have Alpari historical data that they would share for EURUSD and GBPUSD pairs ?

 

[plamar]

I`m also interested in Alpari historical data. Please pm me if you have them.

 

[Adamus]

This is new to me, Gentlemen.

What is so good about the Alpari data, i.e. how much / how many years data is there? It's tick data, I guess?

What are the inaccuracies in this MetaQuote data?

And lastly, what are these flattening algorithms used by brokers (& which brokers)?

 

[wrighsz]

Hi Adamus
as I understand it brokers can apply "flattening" or averaging algorithms the idea being that they don't send out massive amounts of tick data and they needn't process huge volumes of raw data - trillions of dollars of trading around the world creates an aweful lot of data for a broker to forward to my little flash browser!
Also different brokers get data from different sources which themselves can average data and often have diff rules as to what constitutes legit data in the first place eg false tick recognition algorithms and the such blah blah.

These diffs are seen when comparing data sources, eg eSignal hist to MT history data to Ninja hist to many of the "free" sources, some spike where others do not at all for eg. I don't know if Alpari data is necessarily better than anyone else, just that as it is my broker and my EA is price sensitive it is sensible that I use thier data to test with to get as close to real as possible.

If you have that data or know someone who has it I would be interested.

 

[ronblack]

http://disktrading.is99.com/disktrading/

 

[Adamus]

Thanks for the info. Makes total sense. I did know they did that, I just hadn't a clue what they called it.

So it implies you are only going to get all the ticks if you got straight to the source - e.g. Globex. I guess some of the quote vendors supply everything.

Sorry but I don't know anyone who's got Alpari data.

 

[macdice]

http://ratedata.gaincapital.com/

This data goes back to 2000 and is updated at the end of each month. Without wanting to look a gift horse in the mouth, there are a couple of quality issues with some of the older data that seem to indicate a lot of manual processing was involved. Some are fixable (some files in ASCII, some in UTF-16; some files with wrong names) and some that are non-fixable (some files and time ranges missing; ostensibly it is tick data, but times are recorded with whole seconds only, so you could say it's one second timing -- certainly good enough for most purposes! but not exactly like realtime trading). The more recent stuff is much more consistent.

It's very generous of Gain Capital to make all this available. Expect long download times as they throttle their web server and these files are quite popular.

 

[oildaytrader]

google boston technologies data download

 

[mad785]

Hi all,
Website to download good quality historical data for backtest.

 

[yemiqiang]

thanks all

 

[ronblack]

of course, tho, if you need twenty years of data, oh well, it could take twenty years...

He should start now so that his son will be able to backtest after 20 years

 

[backtestdata]

We BacktestData.com has both historical data and market replay data download available for Futures, Fx and stocks in low price.

All Prices types are available: Tick, Minute, Day, Ask, Bid, Open, Close, High, Low.
Please take a look and let me know if you are interested！
If you just want single set of data, you could also contact us here in T2W or send us an email.