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Thread: Currency Tick Data Sources

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    Currency Tick Data Sources

    The following are resources where you can find tick data (FX Fat Cat does not endorse any data providers, therefore can't guarantee the service or tick data accuracy):

    http://www.forextester.com/data/datasources.html
    http://www.fxhistoricaldata.com/
    http://ratedata.gaincapital.com/
    http://freeserv.dukascopy.com/exp/
    http://www.forexdata.biz/index.php?action=over
    http://www.truefx.com/?page=downloads (seems a bit denser / more ticks)


    90% Modelling Quality:
    It's important to back test strategies or indicators with accurate data. Back testing with a 25% model quality will severely distort the true results of the test: Testing with 90% modelling quality is necessary.

    If you are testing on a time frame of D1 (Daily), you must have all the date for all the lower time frames (1m, 5m, 15m, 1h, 4h): This is essential for accurate testing.

    Modelling quality is calculated with the following formula:

    ModellingQuality = ((0.25*(StartGen-StartBar) +
    0.5 *(StartGenM1-StartGen) +
    0.9 *(HistoryTotal-StartGenM1)) / (HistoryTotal-StartBar))*100%;

    where:

    HistoryTotal - the total amount of bars in history;
    StartBar - the number of bar with which the testing was started. Modeling starts at at least 101st bar or the bar corresponding with the initial date of test limits;
    StartGen - the number of bar with which the modeling on the nearest timeframe started;
    StartGenM1 - the number of bar with which the modeling on minutes started;

    at that:

    the distance between the beginning of modeling of databases for the nearest timeframe and the beginning of modeling on the nearest timeframe data has a weighting factor of 0.25;
    the distance between the beginning of modeling on the nearest timeframe data and the beginning of modeling on minutes has a weighting factor of 0.5;
    the distance between the beginning of modeling on minutes and the end of history data has a weighting factor of 0.9.

    Last edited by FXFatcat; 01-19-2011 at 10:33 AM.

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