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Which MT4 History Data Source

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Which MT4 History Data Source

#1
Hello,
It depends on the person probably, but which source do you think provides the best quality data?
Which one do you recommend?

Dukascopy, Alpari or Histdata.com?


Re: Which History Data Source

#2
oguz wrote:
Wed Jun 07, 2017 10:56 pm
Hello,
It depends on the person probably, but which source do you think provides the best quality data?
Which one do you recommend?

Dukascopy, Alpari or Histdata.com?
Use the data from your broker - that way you shall not be surprised why the test results are soooooo different

Re: Which History Data Source

#3
It certainly makes sense.
But each broker does not give 99% quality of the historical data. In this case, where do we get the quality historical data for a min. one-year backtests?

Re: Which History Data Source

#4
oguz wrote:
Fri Jun 09, 2017 12:22 am
It certainly makes sense.
But each broker does not give 99% quality of the historical data. In this case, where do we get the quality historical data for a min. one-year backtests?
oguz

That does not matter - 99% of quality is a nonsense that MQ introduced. That will change nothing. They should change the way how back test is done to something similar to what TS does and (and TS does that on much less data than MQ) then we could talk about reliable back-test results


Re: Which MT4 History Data Source

#6
oguz wrote:
Wed Jun 07, 2017 10:56 pm
Hello,
It depends on the person probably, but which source do you think provides the best quality data?
Which one do you recommend?

Dukascopy, Alpari or Histdata.com?
what difference between tick+milisecond & ask/bid: Tick is the Trade with the miliiStimes tamp.

Here below sample data for Tick + MilliS :

Symbol_Date_Time_Price_Volume
CLX1_09/19/2011_00:00:09.806,86.95,1
CLX1,09/19/2011,00:00:09.868,86.96,1
CLX1,09/19/2011,00:00:09.882,86.96,1
CLX1,09/19/2011,00:00:09.882,86.96,1
CLX1,09/19/2011,00:00:09.882,86.97,1



Ask-Bir represent the Level 1.

Here below sample data for Ask-Bid data :

Symbol_Date_Time_Type_Price_Volume_Bid Price_Bid Size_Ask Price_Ask Size
ESU0,09/08/2010,00:00:00.658,Quote,,,1088.75,636,,
ESU0,09/08/2010,00:00:00.936,Quote,,,,,1089,47
ESU0,09/08/2010,00:00:00.980,Quote,,,1088.75,639,,
ESU0,09/08/2010,00:00:01.227,Quote,,,,,1089,48
ESU0,09/08/2010,00:00:01.291,Trade,1089,1,,,,
ESU0,09/08/2010,00:00:01.291,Quote,,,,,1089,47
------------------------------------------------------------------------------------------------------
so ask/bid data have clear result


Ask Bid Ticks is a real-time tick data solution for microstructure analysis — a high precision tick data collector.


on backtest we test ea with tick data{duckascopy=Symbol_Date_Time_Price_Volume}
but on real we trade with ask/bid data{Symbol_Date_Time_Type_Price_Volume_Bid Price_Bid Size_Ask Price_Ask Size}

now :knowing why we have different result?

ask/bid data is expensive for purchase and not cheap similar tick data

most of broker's have not tick quality like duckascopy

and you test ea with high quality data{duckascopy}and run it on real with poor tick quality data{your broker}:happy:

it one of many reason, you most of the time have different result on real market


TRY this one to see what happen really for your strategy on real backtest like live market and get clear result

http://www.tickdatamarket.com/tarifs.ph ... individuel

or

http://www.kibot.com/

hope this one help you
Mark Boucher: 70% of a market's moves occurs 20% of the time

Remember: that overnight success usually takes about fifteen years


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