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in reply to: Historic Rate Data from Gain Capital #20507
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.
in reply to: Accuracy of TickData Testing #20518Attached is my settings of CSV to FXT script. Can someone provide me the default TickStory setting so that I am comparing apple to apple?
in reply to: Accuracy of TickData Testing #20515Attached 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.
in reply to: Accuracy of TickData Testing #20513I 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?
in reply to: Accuracy of TickData Testing #20512Thanks for your prompt reply. I will give it a go.
in reply to: Tick Data Format – Help #20500Awesome. Greatly appreciated.
in reply to: Tick Data Format – Help #20498I was looking for an explanation on the tick data structure i.e. date, time (hh:mm:ss), bid, ask, volume???
@tickstory wrote:
Hi Fiverr,
Thanks for your feedback. There is a ‘filter duplicate tick’ checkbox in the MT4 Export dialg box. Is this what you are looking for?
Regards.
Come to think of it, I was looking for something more aggressive than removing duplicate ticks. For example, the full 10-year tick is 9GB and removing the duplicate ticks will bring it down to 8.7GB. What if we can set the delta between each tick i.e. only include the tick if it moves more than 5, or 10, or 20, or 30 points? This way we can reduce the tick file down to 3G or smaller; hence, it will increase the MT4 optimization. Once we have found the optimum solution then we can test the solution on the 9GB file. Please let me know your thoughts.
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