Forex tick data format

This page is obsolete and no longer maintained.

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Please head to the Tick Data Suite page for up-to-date tick data content. The tick data section of eareview.

In general, backtesting using the data from the MT4 history center might be good enough for EAs that are not scalping or pip hunting. This is most likely not important to an expert advisor that uses stoploss and takeprofit targets of over pips, but in the case of robots that attempt to scalp a few pips here and there, your backtest could be completely misleading. So, it is very important to try testing using data having a quality that is as high as possible which is why I put together some resources, all of which I use in my backtesting when needed.

Not directly related to tick data but with built-in support for it, the Walk Forward Analyzer is an excellent tool that lets you optimize your Metatrader 4 expert advisors in steps, in a technique called Walk Forward Analysis. Simply put, you optimize your EA for say 3 months, then you test it for the next 1 month to see if the best parameters resulting from the optimization work fine on out-of-sample data, then you optimize it further on the next 3 months and so forth.

This tool lets you automate the whole process and does all the runs for you, providing an exhaustive set of configuration parameters and a neat optimization report at the end.

The Walk Forward Analyzer is a must-have for anyone doing serious EA development. Since there are frequent updates to the tick data tools, I decided to keep a Tick data changelog that lists all the changes that the scripts have gone through.

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Also, for those interested, the old tick data page is still available but a lot of the information there is now obsolete. Home Products Tick Data Suite Recommended Buy Trial Download Support Blog About. This page is divided into several sections: Scope Tick data guides The Walk Forward Analyzer History Scope In general, backtesting using the data from the MT4 history center might be good enough for EAs that are not scalping or pip hunting.

Tick data guides How to download free tick data — details the download process using several free tick data sources: Dukascopy, Oanda, Pepperstone, Integral, MB Trading and Gain Capital. Downloading Dukascopy tick data with JForex — a guide that provides an in-depth description of the download procedure using the Dukascopy JForex client. How to prepare your tick data for Metatrader 4 — guide to converting the tick data to a format compatible with Metatrader 4 from CSV to FXT.

How to backtest using tick data with Metatrader 4 — a review of the options available for using tick data with the Metatrader 4 platform.

Forex Tick Data

How to backtest using tick data — the Tick Data Suite guide — a guide that describes the usage of the Tick Data Suite , the preferred tick data activation method that has a lot of features that its alternative lacks. It is much easier to use and fully supported. See the Tick Data Suite feature matrix for a detailed comparison. History Since there are frequent updates to the tick data tools, I decided to keep a Tick data changelog that lists all the changes that the scripts have gone through.

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