Home Forums Free tick data available for Amibroker, Ninjatrader and more

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  • imported_tickstory
    Participant
    Post count: 1479

    Hi Threshold,

    I’ll add a brief comment on this as you’re probably going to get much better answers to this on the Amibroker forum. In my experience, you will need to break up your data into manageable periods. Amibroker will attempt to evaluate any formulas on the chart in one go, meaning that if you are displaying tick data it will traverse the entire dataset before it plots anything. Keeping your datasets to a minimum is the best way to reduce lag/plot times and also assessing whether it is meaningful to be plotting tick data within Amibroker in the first place. That is, are you actually using this data to make trading decisions or are you actually using 15-min candles, 144-ticks, etc? If so, adjust your import granularity to suit – import only 1-minute candles, for example, if you’re working in intraday bar time-frames.

    Hope this helps.

    imported_tickstory
    Participant
    Post count: 1479

    The new historical data repository forum is now available to allow users to share their historical trading data with the community. Data can include quotes, news, trades, candle data and so forth across any market around the world*. Typically the data will be a time-series format which means there will be a time stamp associated with every data event. The format of the file should be an open format such as CSV, TAB, etc.

    Below is a posting template that will allow you to neatly categorise the data you wish to share. Please take the time to fill it as completely as possible before submitting your post.

    We hope this new forum area will provide users with a useful “go-to” data repository to get you going with your back-testing. We also hope you can get into the community spirit and share any useful data you may have collected!

    *Before sharing this data, please ensure you have the right to distribute it.

    HISTORICAL DATA UPLOAD TEMPLATE

    Topic Subject: [Market]: [Symbols] [Data Type (Daily, 15 min, Tick, News, Etc)] [Date range]

    Post Content
    Symbol name(s): (eg. EURUSD, VOD.L, )
    Instrument type: Equity, Forex, Futures, Index, etc
    Market(s): (Forex, NASDAQ, etc)
    Data Source (if applicable): (Insert broker name)
    Date range: (eg. 2012-2014)
    Data Type: (Insert the type of data that is contained. Daily bars, 15 min bars, Tick, Trades, News, etc)
    File format: (CSV/Tab/etc)
    Formatting: (Insert file format here. eg. {BarBeginTime:yyyyMMdd},{BarBeginTime:HH:mm:ss},{Open},{High},{Low},{Close},{Volume}}
    Description: (Any additional information about the data)
    Download links: (Insert the links to download this data. Please put the link between a “hide” tag to allow only members to see.) eg.

    [hide]http://megadownload.com/filelink123[/hide]
    ratsh
    Participant
    Post count: 4

    @threshold wrote:

    I followed your instructions. Importation goes well, no errors. Takes some time, but its obviously because of the size of these tick files which average atleast around 10gigs each. I imported just 1 for a test. Worked. So to save it, I shut down Amibroker, which took a long, laggy time, about 10 minutes or so to shut down on my pc with 4 cores @ 4ghz and 16 gigs of ram. Then I restarted the program, start up took equally long with similar lag. Then I tried to pull up the chart and this seems to be an impossible task. Memeory usage skyrockets to max, program becomes unresponsive, pc lags. I let this go on for about to hour to see if it would load eventually and then had to end process.

    Do you not experience any issues with your tick files? I download the fill length, 2003-now for EURUSD. That was my test file. I thought Amibroker was even better than MT4 @ handling data, backtesting, and optimizing. It seems I’m unable to even pull up a chart.

    Thoughts?

    First of all make sure that you don’t use cracked 32-bit software from 20 years ago downloaded from some warez website but make sure to use most recent 64-bit (!!) software from official AmiBroker website (vrs. 6.00 is most recent official one). Also read this AmiBroker performance guide https://www.amibroker.com/guide/x_performance.html from top to bottom. Here is another one on multithreading https://www.amibroker.com/guide/h_multithreading.html

    And FYI, AB database is in-RAM database system http://en.wikipedia.org/wiki/In-memory_database
    Hedgefunds use similar technology i.e. StreamBase or kdb+ or their own solutions to slurp off data of disk once and then process in-memory to have as little I/O as possible.
    So it’s high performance data base system.

    In short the only limit is the hardware.

    And yes, AB is miles ahead of MT4.

    For any other problem go to their support channel at support@amibroker.com

    imported_tickstory
    Participant
    Post count: 1479

    Hi all,

    A new video is available that describes how to export Tickstory data and import into Amibroker:

    https://www.youtube.com/watch?v=T2WDg2sBInQ

    Enjoy!

    Pipperoni
    Participant
    Post count: 6

    @tickstory wrote:

    Hi Jollydragon,

    If you’re referring to acquiring data from these platforms, we’re investigating other sources for quality data. Ideally we would like to create a data import routine for MT4 which should cover all supporting brokers such as ThinkForex.

    Regards.

    In that case please include FXCM. I have the Historical Data Downloader from FXCM. It allows downloading Tick data from the FXCM live feed. It would be great to finally be able the back test on tick data of my own broker and than to compare the BT with the real results of the same day.

    imported_tickstory
    Participant
    Post count: 1479

    Hi Pipperoni,

    This is on the list to investigate further. If others also find this useful and vote up, then this would make things more compelling.

    Regards.

    imported_tickstory
    Participant
    Post count: 1479

    Hi all,

    A new Ninjatrader video has just been uploaded. This video demonstrates how Ninjatrader users can get free historical data into their platform. See here for more:

    https://www.youtube.com/watch?v=zDtau7bC0m8

    Stay tuned for more… until then, happy trading! 😉

    imported_tickstory
    Participant
    Post count: 1479

    (Please note, there is a selection box in the top-right to translate this text into your native language)
    (Пожалуйста, обратите внимание, что это окно выбора в правом верхнем углу, чтобы перевести этот текст на ваш родной язык)
    (Si prega di notare, c’è una casella di selezione in alto a destra per tradurre questo testo nella tua lingua)
    (Bitte beachten Sie, gibt es eine Auswahlliste in der oberen rechten Ecke, um diesen Text in Ihre Muttersprache zu übersetzen)
    (Felhívjuk figyelmét, van egy válogatás doboz jobb felső lefordítani ezt a szöveget a saját anyanyelvén)
    (Por favor, tenga en cuenta, hay un cuadro de selección en la parte superior derecha de traducir este texto a su lengua materna)
    (S’il vous plaît noter, il ya une boîte de sélection dans le coin supérieur droit de traduire ce texte dans votre langue maternelle)
    (请注意,有一个选择框的右上角,以这段文字翻译成自己的母语)
    (選択ボックスは、あなたの母国語にこのテキストを翻訳するための右上にありますが、注意してください)
    (يرجى ملاحظة، هناك مربع التحديد في أعلى اليمين لترجمة هذا النص إلى لغتك الأصلية)

    The latest version of Tickstory is now available to licensed users!
    The following updates have been made to this latest version:

    New features
    • [artf235860] MT4 Export: Support for exporting tick count as volume.
    • [artf235797] MT4 Export: Support for embedding “real” spread in export (Note: This only affects the data export file.
    The Tickstory launcher does not currently support variable spread. This feature is provided for those utilising Birt’s TDS – See http://cd710nh5qn5ax84ol4ncpnfp99.hop.clickbank.net/?tid=V17
    ).

    Improvements
    • [artf235860] MT4 Export: ‘Suppress volume’ not checked by default and will instead export actual ticks.
    • [artf286803] Improved Russian translation (thanks to Rever27).

    Fixes
    • [artf286802] URI exception sometimes occurred on startup.

    Detailed information about this version

    – Volume now is expressed in ticks. This means by default the “suppress volume info” is now unchecked and the number of ticks in a bar will be exported in the volume field.

    – Spread can now be embedded by checking the corresponding check-box as shown in the screenshot. This allows back-testing with variable spreads*. When this option is checked, an extra field within the MT4 database export will contain the spread, expressed as an integer.
    That is, if your broker is 5 digit and the current bid/ask spread is 2.5 pips, the value “25” will be embedded. If your broker is 4 digit, the spread will be “2”. This conforms with the way spread is handled by MT4 in the “spread” field within the back-tester.
    An additional “padding” value can be added to the spread value to see how your EA responds to varying spreads. This value is an integer and will be added to the bid/ask spread that is calculated. For a 5-digit broker, specifying 1 in this value will change the spread of 2.5 pips into 2.6 pips (and the value 26 will be embedded in the MT4 export).
    For a 4-digit broker, specifying 1 will change a 2.5 pip spread to 3.5 (and the integer value of “3” will be embedded into the export).

    *Note that variable spread back-testing is currently only supported by Birt’s TDS at this stage (See http://cd710nh5qn5ax84ol4ncpnfp99.hop.clickbank.net/?tid=V17).

    [attachment=0:28uhkelt]Tickstoryv17 changes.jpg[/attachment:28uhkelt]

    How to get the latest version

    For those already issued with a license, you can download this version from the link you were originally emailed. For those who would like to get the latest update, you can order it here:

    http://sites.fastspring.com/tickstory/product/tickstoryv16?action=adds

    Once your payment is cleared, you will be issued with a license key and the link to the latest version of Tickstory via email. To enable the latest features, select Help->License from the main menu and enter the key you were issued.
    Access to the software is given on a per-user basis and each user has permission to install it on a maximum of 2 machines that they own (each additional license serves an additional 2 machines). No other terms of the software license and support change (although we always prioritise those who show their support!)
    (Please note that sharing your registration details with other users will not only result in bad karma but could result in your software being deactivated. If you value the software, please value our service – every license helps us to help you).

    How is this version different to the free version?

    • The paid version supports back-testing on MT4 Builds 840+. The free version requires you to use an earlier version of MT4.
    • We are also providing free updates for paid users for at least 1 month from the date of registration. (Since August we have endeavoured to provide on-going updates for our users for free, however this will change, so get in early to benefit as much as possible!)
    • We have already provided 4 updates to the software that include enhancements and fixes.
    • Paid users also get priority responses from support.

    For those needing more background information, you can read the notes from our earlier release here: viewtopic.php?f=2&t=696

    Thanks for your support and happy back-testing!

    imported_tickstory
    Participant
    Post count: 1479

    Hi all,

    Two new videos are now available describing how you can import historical (tick) data into your trading systems. You can find them here:

    Importing free historical data into any trading system in 3 Simple Steps:
    https://www.youtube.com/watch?v=GlGoGvshKZw

    Get free historical tick data in 3 Simple Steps using Tickstory:
    https://www.youtube.com/watch?v=6PzXNF3OlG8

    Feel free to share these videos!
    If you have any topics you would like covered in a video, please let us know!

    Happy trading!

    imported_tickstory
    Participant
    Post count: 1479

    Another video about how to import historical data into Amibroker:

    https://www.youtube.com/watch?v=T2WDg2sBInQ

    Happy trading!

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