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News impact in forex - Need calendar data for my indicator

  • Post #1
  • Quote
  • First Post: Jul 18, 2013 9:29am Jul 18, 2013 9:29am
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
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
Quoting Stevo0610
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
Click on the news item, then select "History".

  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.
Quoting Stevo0610
My question is, is there forex calendar history data somewhere?
CSV file here.
Quoting Stevo0610
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
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
  • Quote
  • Last Post: Jul 16, 2014 9:41am Jul 16, 2014 9:41am
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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