Harm wrote: michal.kreslik wrote:
Harm wrote:Key is to get accurate bid-ask data. I will start to record 1m live feed from my brokers for some number crunching.
For a realistic backtest, having the true Bid/Ask tick data with second timestamps for major FX pairs would be great.
The trouble is, I can't find such a data anywhere on the internet. Does anyone have access to the data like this?
I'm writing a script to save m1 close data from my MT4 brokers in a csv file.
I might open an account with EFX to do the same
I do not know what is legal status with data from MT4 brokers, but demo on EFX clearly state that data is just for personal usage and you should not distribute it further...
I have met the same when posting with the user of Oanda API.
I have made a tick saver script for MT4 but I do have it on home pc... busy saving ticks while I am on road. If anybody would be interested, please remind me on the weekend to post it to forum.
For 1m or more I am attaching Period_Converter* script I have - I do not know from where...
With EFX - I am preparing program which would be able to save market prices every second or less (configurable). I have trouble implemeneting function to get every tick
but I will crack that too. If you run EFX - in busy times the prica can change many times a second (yes,yes today I have been watching -0.0002 spread sometimes
I think that 1second resolution is quite ok for tests. For actual trading I would preffer realtime updates - then it is possible to time your entries to relativelly quiet market - I do not want to have slippage or unrealized orders.