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News impact in forex - Need calendar data for my indicator

  • Post #1
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  • First Post: Jul 18, 2013 9:29am Jul 18, 2013 9:29am
  •  Stevo0610
  • | Joined Mar 2011 | Status: Member | 7 Posts
Hello Traders!

I have many years of trading experience and developed my own expert advisor together with my programmer that trades my own strategy and is pofitable. However, when i trade manually i usually don't trade around big news events. My question is, is there forex calendar history data somewhere? Then i could filter out the trades that my ea did in backtesting around news events and see if it improves the performance?


Thanks!!
Stevo
  • Post #2
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  • Jul 18, 2013 10:07am Jul 18, 2013 10:07am
  •  TheMaxx
  • Joined Jul 2009 | Status: Trade. Review. Improve | 1,087 Posts
Sounds interesting. You could try here:
http://www.dailyfx.com/calendar

There is a link to a CSV file in the top left. Data goes back weekly, eg:
http://www.dailyfx.com/files/Calendar-07-14-2013.csv
http://www.dailyfx.com/files/Calendar-07-07-2013.csv
http://www.dailyfx.com/files/Calendar-06-30-2013.csv

or have a look through this thread:
http://www.forexfactory.com/showthread.php?t=16364
  • Post #3
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  • Jul 18, 2013 12:45pm Jul 18, 2013 12:45pm
  •  Myo
  • | Joined Apr 2012 | Status: Member | 1,621 Posts
Quoting Stevo0610
Disliked
Hello Traders! I have many years of trading experience and developed my own expert advisor together with my programmer that trades my own strategy and is pofitable. However, when i trade manually i usually don't trade around big news events. My question is, is there forex calendar history data somewhere? Then i could filter out the trades that my ea did in backtesting around news events and see if it improves the performance? Thanks!! Stevo
Ignored
Click on the news item, then select "History".
  • Post #4
  • Quote
  • Jul 18, 2013 10:33pm Jul 18, 2013 10:33pm
  •  skenobi
  • Joined Oct 2007 | Status: Former institutional dogsbody | 1,251 Posts

  1. On Forex Factory, click on Market at the top.
  2. Select the pair you want on the Composite Quotes to change the pair on the chart.
  3. Tick the Market Impact tickboxes.
  4. Select the timeframe you want.
  5. Play around with the chart to get the view you want.
  6. Hover over the impact icons at the bottom of the chart to correlate to the events you're filtering out.

I'm not trying to convince anyone. I'm not in the "convincing" business.
  • Post #5
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  • Jul 19, 2013 1:53am Jul 19, 2013 1:53am
  •  hanover
  • Joined Sep 2006 | Status: ... | 8,081 Posts
Quoting Stevo0610
Disliked
My question is, is there forex calendar history data somewhere?
Ignored
CSV file here.
  • Post #6
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  • Jul 20, 2013 1:31pm Jul 20, 2013 1:31pm
  •  skenobi
  • Joined Oct 2007 | Status: Former institutional dogsbody | 1,251 Posts
Quoting Stevo0610
Disliked
Hello Traders! I have many years of trading experience and developed my own expert advisor together with my programmer that trades my own strategy and is pofitable. However, when i trade manually i usually don't trade around big news events. My question is, is there forex calendar history data somewhere? Then i could filter out the trades that my ea did in backtesting around news events and see if it improves the performance? Thanks!! Stevo
Ignored
Ever also tried clicking on the folder icon on any Forex Factory calendar item (in the column titled "Detail" on the Calendar page)?

You might find some useful nuggets there as well.
I'm not trying to convince anyone. I'm not in the "convincing" business.
  • Post #7
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  • Last Post: Jul 16, 2014 9:41am Jul 16, 2014 9:41am
  •  Stearno
  • | Joined Aug 2011 | Status: Member | 63 Posts
I too am looking to stop my backtests during news just like in forward tests.

Okay, so the history file is provided above. So next step: any tutorials, suggestions, examples, or guidance on how to get that data from the excel file and have an indi or EA make decisions off it?

I look at the FFCal indicator, but to be honest, I am not fully understanding the programming in it. Maybe I can modify it to pull from the .csv file instead of the website.

I appreciate any ideas or help. THanks.

-Stearno
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