I have bloomberg intraday historical data going back to the 1980's for every currency, both G10 and all emerging markets. I can splice the data however I want, 1 minute, 2 minute, 47 minute intervals. The data is extremely high quality. The sources are all the participating banks and firms that stream to bloomberg, which is over 100. Its the best price (bid side) out of all of those sources. For example, GBPJPY is consistently 4 wide. I understand this may be unrealistic for the retail space, but spreads at IB are on par with the major dealers for what they stream. (DB, Citi)
I am trying to import that data I have into MT4. It comes to me in excel format. I have converted it to CSV and gotten MT4 to recognize it but I cannot get it to see all 5000 or so data points. I do have history maxed out in options.
I want to test a strategy in both excel and MT4 and then compare the results. First strategy I want to test is the basic MA crossover.
What I need:
1. Import my data into MT4, and test it in MT4 with an MA expert.
2. Build an excel sheet that can test and return detailed results from a MA crossover strategy.
3. Write a script/Macro that can go through and optimize to find what the best ma's are - which produce the best sharpe ratio for each time period.
I am happy to share my data/results with all that help. If you have or can do anything mentioned above PM me.We all know how valuable the data is. The MA cross is piece one of the algorithm. I've attached a sample piece of data. 10 minute bars. I'd like to build the excel strategy tester first. Thanks!
I am trying to import that data I have into MT4. It comes to me in excel format. I have converted it to CSV and gotten MT4 to recognize it but I cannot get it to see all 5000 or so data points. I do have history maxed out in options.
I want to test a strategy in both excel and MT4 and then compare the results. First strategy I want to test is the basic MA crossover.
What I need:
1. Import my data into MT4, and test it in MT4 with an MA expert.
2. Build an excel sheet that can test and return detailed results from a MA crossover strategy.
3. Write a script/Macro that can go through and optimize to find what the best ma's are - which produce the best sharpe ratio for each time period.
I am happy to share my data/results with all that help. If you have or can do anything mentioned above PM me.We all know how valuable the data is. The MA cross is piece one of the algorithm. I've attached a sample piece of data. 10 minute bars. I'd like to build the excel strategy tester first. Thanks!
Attached File(s)
ma rule.xls
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376 downloads