Tickstory

Did anyone have a chance to visit QuantConnect.com? https://www.quantconnect.com/ Using the simple codes below, I was able to test the tick data of the EURUSD from FXCM. If someone can make a modification to the program, maybe we can extract the tick data of the EURUSD and other currency pairs. name...

Because the FX market is not centralized; hence, it is advisable to test your algo with multiple data sources. If an algo is still profitable with multiple sources, then we can ensure robustness. This will also eliminate curve fitting in our trading system design.

Attached is my settings of CSV to FXT script. Can someone provide me the default TickStory setting so that I am comparing apple to apple?

Attached are backtesting results from 2008 to 2014 with 99% modeling of TickData vs CSV2FXT. As you can see the general equity shapes are similar; however, the profits are different.

I believe that one set of tick data FXT came from Tickstory while the other came from TickDataDownloader. Which version of FXT is correct? Shouldn't they be similar since they both came from Dukascopy?

Thanks for your prompt reply. I will give it a go.

Does anyone have experience with Tickdata Testing on multiple computers? I am getting two different results on the same tickdata from two different computers. See attached.

Guys, Check this out. We can use this as a second tick source. http://ratedata.gaincapital.com/ lTid,cDealable,CurrencyPair,RateDateTime,RateBid,RateAsk 3520596979,D,EUR/USD,2014-10-05 17:00:07.533000000,1.251190,1.251360 3520596998,D,EUR/USD,2014-10-05 17:00:09.500000000,1.251200,1.251370 352059706...

Awesome. Greatly appreciated.

I was looking for an explanation on the tick data structure i.e. date, time (hh:mm:ss), bid, ask, volume???