Index Historical - By time...?

MattyDee

Newbie
5 0
Guys,

(Male and female 'guys', that is).

BACKGROUND:
-----------------
Happily I've been trading since the new year -- FTSE100 and S&P mainly -- and not yet lost my shirt. Or anybody else's.

On an average of 3 trades per day I'm up just over 500 GBP on an initial funding capital of 5k GBP. So: interesting if not spectacular. As expected given the extensive backtesting I carried out before going live.

QUESTION:
--------------
Of course I have extensively used historical open/close data. It's easy to find and suits my initial purpose given that my trades are made at market open and closed out at the close.

But where-oh-where can I get access to historic data that, instead of simple open/close information, includes time zones such as 10am, 11am, noon, 1pm, 2pm etc....

I've searched. And searched. And searched.

But obviously not in the right places.

Any pointers appreciated.
MattyD.
 

MattyDee

Newbie
5 0
Are you saying you want hourly data bars and not just the daily ones you currently work with?

I think so. Currently I'm working with the daily prices of FTSE100 and S&P during the three year period 2010/2013, which I've extracted from Yahoo Finance.

I'd like to see how the prices moved during the day to see if I can refine my trading pattern and male better use of closing out positions during the day rather than at 4pm.
 

MattyDee

Newbie
5 0
By the way, well done on your 10%. Out of interest, what has been your drawdown during this period?

I went down to 4.8k in the first couple weeks, so I guess the answer to your question is 200GBP. I anticipated it could have dropped to 4.5k so that was in line with my expectation.

The 5k capital is a real sum, put aside in case I lose it all -- but it's a nominal amount. I'm just being very cautious unless and until my methodology is better systemised and proven through a couple of market jitters.

Says Mr Cautious!
 

PieterSteidelmayer

Well-known member
283 54
I think so. Currently I'm working with the daily prices of FTSE100 and S&P during the three year period 2010/2013, which I've extracted from Yahoo Finance.

I'd like to see how the prices moved during the day to see if I can refine my trading pattern and male better use of closing out positions during the day rather than at 4pm.
What are you pulling the price data into?
 

PieterSteidelmayer

Well-known member
283 54
I went down to 4.8k in the first couple weeks, so I guess the answer to your question is 200GBP. I anticipated it could have dropped to 4.5k so that was in line with my expectation.

The 5k capital is a real sum, put aside in case I lose it all -- but it's a nominal amount. I'm just being very cautious unless and until my methodology is better systemised and proven through a couple of market jitters.

Says Mr Cautious!
You're doing extremely well, and don't let anyone tell you differently. There are a mess of misconceptions about returns that are possible on the retail side. Protecting your capital is paramount and being Mr. Cautious is the best way to accomplish that.

Take care you don't optimize yourself into a loss with the hourly data. IIABDFI
 

MattyDee

Newbie
5 0
You're doing extremely well, and don't let anyone tell you differently. There are a mess of misconceptions about returns that are possible on the retail side. Protecting your capital is paramount and being Mr. Cautious is the best way to accomplish that.

Take care you don't optimize yourself into a loss with the hourly data. IIABDFI

Fair point and one I'll take on. Thank you.
 

PieterSteidelmayer

Well-known member
283 54
Who are you trading through at present? I'd be surprised if they didn't offer you the data you need. Failing that, sign up for a demo account with just about any of the major retail brokers after first confirming they can give you what you need.
 

Vicorka

Active member
246 7
But where-oh-where can I get access to historic data that, instead of simple open/close information, includes time zones such as 10am, 11am, noon, 1pm, 2pm etc....
MattyD.


You going to have trouble finding it. I know that you should be able to get raw historical tick by tick data from the most data feed providers. At least I can do it with DTN Nanex (mine data feed provider). However, it is quite expensive. On the other hand if it helps you to make money why not to spend money. However, it is going to be tick by tick data and you will need to compile from them 1-minute, 5-minute... 1-hour or other data by yourself or buy a program that will do it - data feed providers who sells history have the list of available programs.
 
 
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