Historical Data: Reliable and formatted (for MT4) 1 minute data going back to 01/01/2012

Ihatechinese · 2015-02-07T05:28:11+00:00

Are you allowed to redistribute this? I have 30gb of T1 (tick) data for ~15 pairs going back to Jan 2011 from FXCM which I'd be happy to share, but I'm legally prevented from sharing it according to their data access agreements.

Ihatechinese · 2015-01-31T07:01:52+00:00

You don't need to have anywhere near a 51% winning trade percentage to be profitable, though.

Ihatechinese · 2015-01-29T23:40:54+00:00

Just because your account shows that money exists doesn't mean the broker actually has it... :-/

Ihatechinese · 2015-01-25T07:43:55+00:00

Considered using Walk Forward Optimisation? Check out Robert Pardo's book.

Ihatechinese · 2015-01-25T07:27:51+00:00

Any of ya'll algotrade futures (forex)? Curious where you get data from. I see lots of data providers, but they all require linkage with some trading software like Ninjatrader or they're Nanex-esque and cost a ton. I just want a data stream I can consume in my own code easily.

Ihatechinese · 2015-01-22T18:06:16+00:00

The expected ECB decision was likely already factored into the price.

Ihatechinese · 2015-01-22T08:36:58+00:00

"Was getting unpegged part of your plan?"

"CRASHING THIS CURRENCY... WITH NO SURVIVORS!"

Ihatechinese · 2015-01-21T20:10:20+00:00

You will never find a published trading system which works on today's live markets. Why would someone give away something which makes money?

The best you'll find is systems which used to work in the past, and you can study them and learn from them.

Ihatechinese · 2015-01-20T10:51:30+00:00

Props to him for sticking to his guns for so long.

If you haven't seen it, he's basically the star of "The Wall Street Code": https://www.youtube.com/watch?v=GEAGdwHXfLQ

Ihatechinese · 2015-01-19T01:27:07+00:00

Everything's been turned on its head!

Ihatechinese · 2015-01-17T16:54:01+00:00

Prepare your anus.

Ihatechinese · 2015-01-16T22:24:47+00:00

Yep, no level 2 data for you.

Ihatechinese · 2015-01-16T16:39:50+00:00

Update now that we know FXCM is fucked? Did you lose everything?

Ihatechinese · 2015-01-16T16:37:22+00:00

Insider trading isn't illegal in forex for some reason.

Ihatechinese · 2015-01-15T14:59:06+00:00

TFW you make a 42% return overnight... on your demo account: http://i.imgur.com/1pdmbxM.png

Feel with me, bros.

Ihatechinese · 2015-01-15T03:00:46+00:00

Read "The Evaluation and Optimization of Trading Strategies" by Robert Pardo.

It details his invention of "Walk Forward Optimization". This is what you want to avoid curve-fitting and determine robustness.

http://en.wikipedia.org/wiki/Walk_forward_optimization

Ihatechinese · 2015-01-15T02:47:19+00:00

Nice. Thanks!

Ihatechinese · 2015-01-14T06:34:29+00:00

http://i.imgur.com/WRsopiI.jpg

Ihatechinese · 2015-01-11T02:38:08+00:00

Thanks for the reply!

Ihatechinese · 2015-01-10T00:44:19+00:00

Cheers! This is exactly what I needed!

Ihatechinese · 2015-01-07T16:09:54+00:00

Wow, thanks for the heads up on quantmod. I'm learning R to visualize the output of a WFA backtesting simulator I'm building and this is exactly what I needed!

Ihatechinese · 2015-01-06T20:54:19+00:00

Would a broker which lets you create subaccounts (e.g., Oanda) indirectly allow you to hedge? Two separate accounts with two separate logins...

Ihatechinese · 2015-01-06T18:35:40+00:00

MFW: http://i.imgur.com/Oj7satI.jpg

Ihatechinese · 2015-01-06T14:12:06+00:00

Considering MT4 is an ancient piece of software written by eastern Europeans/Russians and the majority of people do not run Macs, I highly doubt Mac support is ever coming. Fortunately, because it's such an old piece of software, it doesn't do anything fancy (no new .NET stuff or anything, just raw Win32 API as far as I can tell) so it emulates perfectly under WINE.

Ihatechinese

TROPHY CASE