Its been some time now, and I’d like to add an update. We have several folks logging ticks and are working on an automation system for distribution of the ticks. I hope to have something out and available very soon!
Thank you all for your patience and to those that are contributing, double thanks for your efforts!
Cheers to all,
Thanks for stopping by. We have probably all used or at least heard of the Alpari databank, where M1 data from that broker is available all the way back to 2004. It has been very useful in back testing to achieve 90% modeling quality for back testing of EA’s.
The problem with this is that many people don’t use Alpari as their broker, nor do they wish too. So, this page is to help us collect this data ourselves.
Also, while M1 data is great for 90% modeling quality, it is still just a guesstimate that leaves much to be desired in the verification of EA’s. Paul from the MT_E_and_I Yahoo Group put together an excellent way to collect and use tick data for 99% modeling quality.
This page is to help organize MT4 traders in the gathering and dissemination of both Tick and M1 data from multiple FX MT4 based brokers.
I envision that individuals would be responsible for one, at most two different broker feeds for the majors. It would entail keeping them up to date and sending them to me at regular intervals (weekly, monthly, whatever people would commit to.)
I think it would be best if each broker was covered by at least two people, thereby reducing the risk of “gaps” in the data.
For my part, I would collect the data from those kind enough to participate, then aggregate it and make it freely available for download from a web page similar to this.
We could cover the more popular brokers:
Or really, any broker / pair that people would commit to updating on a regular basis.
At this point, we are asking folks to cover the following pairs: EURUSD, GBPUSD, USDCHF, USDJPY, AUDUSD and USDCAD
The benefit of this is (I think) apparent but I’ll quickly state it anyway: the results will provide a growing cohesive databank of feed info that be turned into 90% or 99% modeling quality in back testing at any point for any covered broker / pair. While back testing isn’t perfect, this would go a long way to level the playing field, as it can provide the best possible data for YOUR broker!
If you would like to participate, please leave a comment on this page with which broker(s) you would like to cover. Additional comments on this project are also welcome. Please either leave your email address with the comment, or email me directly at cubesteak at gmail.com with how to contact you.
You can look at the current list of brokers and pairs to see what’s available.
Thanks very much in advance!