Hi,
Could you please recommend where I can get a historical data starting from year 2000 ? I know Alpari provides history starting from 2004, but I could not find any.
Thanking you in advance,

Backtesting/Optimization: Backtesting/Optimization (you may find something).

Russian forum with data http://forum.viac.ru/viewtopic.php?t=2420

Alpari data is here now (new link) http://www.alpari-idc.ru/ru/quote-archives/

Thank you!

Alpari in English: http://www.alpari-idc.com/en/dc/databank.php

FXDD (from January 2006): http://www.fxdd.com/mt1m_data.html

I'll repeat something I posted on the IBFX forum:

Steer clear of Alpari if you wish to keep sanity. The data is corrupt and not to be relied on for anything more than chart viewing purposes.

A strategy test using live feed 'true' broker market data will yield grossly different results from Alpari.

Trust me.

WW

A few questions: where to get such data? And are the backtest results using such data more reliable and are they comparable with forward testing results?

The best method of data is by direct import straight off the server rather than one big file dump that usuall has gaps etc. Gathering live is 'as it happened' tick by tick.

Where to get? I would go to FXDD (if they are not already your broker), open a demo, scroll back on all timeframes per currency until the chart data stops flowing (do this by either holding down the page up key or with wheel on mouse). Before doing this ensure you go tour MT4 tool bar and chose TOOLS, OPTIONS and then set max bars in histor and max bars in chart to 99999999999999. This will then default to the MT4 maximum nd ensure you grab ALL data that is available off the broker server.

Is the backtest as good as live/forward test? Answer - Some will say never and 98% I agree. It depends both on quality of data but mainly on what triggers your system. If you have a highly mechanical system that runs real time with non lag indicators the results can be very close to real. I know because I have done both. Built EA, run live, then a month later on a different MT4 station (to ensure no bias) run a backtest of same EA. The results mirrored the live almost to pip and minute with exception of few extra trades.

Getting back to Alpari. Data must be near 100% otherwise it is like trying to calibrate an engine with faulty measuring instruments. I optimized to alpari and then ran backtest on real data. The results were thousands $ difference (or not profitable at all). In the end I knew to believe broker data because results ended up same as forward test.

Hope this helps

WW

Thanks, that was helpful. I know about the trick to get historical data as you describe. Unfortunately, 1-minute data usually doesn't go back that far, in my experience. Did you ever save the actual tick data and backtest from that?

M1 obviously does'ny go back far because the data is stored at broker per candle 'count'. Hence for example 10,000 M1 candles is only a short period but 10,000 H1 candles is nearly 1.5 years.

Scroll back as far as you can and then start collecting the additional data yourself. With the way time flies you will have enough M1 data to know what your system is looking like.

I believe FXDD does have a link where you can download about 1-2 years of their M1 data so go to site and hunt it down. I still dont like imports though.

IMPORTANT - It's a good idea to save your History file every week. On most occasions when MT4 updates to a new build it often deletes the old data files and you have to start all over again which is a pain if you collected nice M1 data.

WW

I use attached EA to download all rates from real account automatically. but before you start to use it it is good to download all rates manually by scrolling the chart. Use it on M30.

Attached Files

Download-All-Rates-EA.mq4 (6.9 KB, 170 views)