I need a good history file for EURUSd

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do you have a good history file I can use in my back testing? For some reason what I have keeps getting corrupted. I try to download new history but it always says it up to date, but then I get screwed up results. I just need a history file I can dump when needed. My email:

Ozzy_E_Commerce(at)hotmail(dot)com

 
LEHayes:

do you have a good history file I can use in my back testing? For some reason what I have keeps getting corrupted. I try to download new history but it always says it up to date, but then I get screwed up results. I just need a history file I can dump when needed. My email:

Ozzy_E_Commerce(at)hotmail(dot)com

Try deleting any existing history in MT4/history folder and then download new history data.

 
robofx.org wrote >>

Try deleting any existing history in MT4/history folder and then download new history data.

no change.

 

take care !!!!

i had the same problem some days ago and i discovered that if you download the new datas from MT4, the datas are not correct!!!!

i had written to metaquotes and to my broker and they answered that there is not a solution.

the only way to envy this problem is to save the file sometimes . i repeat....dont download from MT4 but use only the datas on server

ciaoo

 
Alpari used to publish data. Here is a page with a link to the data and instruction on how to use.
 

Try these resources:

The metaquotes "download" data is really to be avoided at all costs in my opinion, loaded with spurious ticks, bad candles, and missing candle gaps all over the place.

The disktrading data goes back the farthest (~1998) but contains a significant percentage of contaminated ticks/candles (spurious ticks as well as your typical "indicative data" averaging artifacts), and will run you ~$135 for entire set of forex pairs.

The FXDD M1 data only goes back to ~2005 but it does come from a single price feed (FXDD's) so the quality is inherently higher.

The Forexite data is some of the best quality and goes back to 2001, except for the NZDJPY pair which only goes back to 2003.

The Gain Capital and Dukascopy datasets are a pain in the ass to retrieve and compile, I gave up on them once I found the disktrading/FXDD/Forexite resources but I included them here for sake of completeness as you may find them to be of value.

 
Thanks 1005phillip, very useful.. :)
 
1005phillip:
...

Hi Phillip

Did you analyse the data automatically for gaps and spikes or is this a subjective evaluation?
At the moment I'm looking for market data and I also found pitrading. They offer market data at a similar price like disktrading.


And a 2nd question: can someone please tell me how I make MetaTrader recalculate the other timeframes after having imported M1-data from a textfile?

 
schnappi:
(...)
And a 2nd question: can someone please tell me how I make MetaTrader recalculate the other timeframes after having imported M1-data from a textfile?

https://www.mql5.com/en/forum/124465

 
1005phillip:

Try these resources:

The metaquotes "download" data is really to be avoided at all costs in my opinion, loaded with spurious ticks, bad candles, and missing candle gaps all over the place.

The disktrading data goes back the farthest (~1998) but contains a significant percentage of contaminated ticks/candles (spurious ticks as well as your typical "indicative data" averaging artifacts), and will run you ~$135 for entire set of forex pairs.

The FXDD M1 data only goes back to ~2005 but it does come from a single price feed (FXDD's) so the quality is inherently higher.

The Forexite data is some of the best quality and goes back to 2001, except for the NZDJPY pair which only goes back to 2003.

The Gain Capital and Dukascopy datasets are a pain in the ass to retrieve and compile, I gave up on them once I found the disktrading/FXDD/Forexite resources but I included them here for sake of completeness as you may find them to be of value.

Some comments:

  1. It's worth mentioning that ForeXite (ForexTester) data has 'no' volume information (volume=4 across all bars). This might not be good for some purposes.
  2. U can find PHP scripts to download DukasCopy and Gain data on Birt's site -> http://eareview.net/tick-data (and a very interesting technique to enable real tick data simulation in current MT4 version).
  3. Birt has also posted files of Dukascopy data he downloaded on online file-sharing sites. You can find info in his thread here -> http://indo-investasi.com/viewtopic.php?f=6&t=5449&start=0&sid=873e2951a4968a5dd4f0d40d10c18e9f (you might need to register...).
 
Thanks for this link. I never used the period converter before. Seems like yet another weird piece of code to me. The script never ends and consumes 100% of the CPU. All the manuals say "after 20-30 seconds force the script to end". Why doesn't end on itself? Blah...
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