Dukas tick data integrity? | Forex Factory

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Dukas tick data integrity?

  • #1
  • First Post: Jan 12, 2011 6:31pm Jan 12, 2011 6:31pm
I recently decided to download the dukascopy platform jforex, to get the tick data, so I could convert it into mt4 data for "99% Accurate" backtests.

Since I've done it, I'm now not convinced of the integrity of the data, some years are twice the size of other years and run through faster.

The tests have thrown my doubt on it.

Has anyone else had a similar scenario?
  • #2
  • Jan 13, 2011 4:37am Jan 13, 2011 4:37am
*cough* bump
  • #3
  • Jan 13, 2011 4:02pm Jan 13, 2011 4:02pm
Some years (the more recent ones) DO have more ticks in them.

Dukascopy data is very good. Not perfect, but very good. Some currencies are better than others. I have found the majors to be pretty much perfect except for a couple gaps. Do you intend to use the data in jforex or in mt4? If you want it for mt4 then why did you download the jforex platform? I assume you've seen Birt's guide on this stuff..? If not, google "Birt tick data".
  • #4
  • Jan 13, 2011 4:05pm Jan 13, 2011 4:05pm
Quoting mfurlend
Some years (the more recent ones) DO have more ticks in them.

Dukascopy data is very good. Not perfect, but very good. Some currencies are better than others. I have found the majors to be pretty much perfect except for a couple gaps. Do you intend to use the data in jforex or in mt4? If you want it for mt4 then why did you download the jforex platform? I assume you've seen Birt's guide on this stuff..? If not, google "Birt tick data".
if u want it in mt4, check out fxopen, dukas feeds em.
  • #5
  • Jan 13, 2011 4:24pm Jan 13, 2011 4:24pm
Quoting mfurlend
Some years (the more recent ones) DO have more ticks in them.

Dukascopy data is very good. Not perfect, but very good. Some currencies are better than others. I have found the majors to be pretty much perfect except for a couple gaps. Do you intend to use the data in jforex or in mt4? If you want it for mt4 then why did you download the jforex platform? I assume you've seen Birt's guide on this stuff..? If not, google "Birt tick data".
yes i did all the birt method for conversion

we have an mt4 ea which im grinding out backtests, maybe I'm just imagining it although the 2007 data seems very short

another consideration is to rewrite it in java for some diversification
  • #6
  • Jan 13, 2011 5:08pm Jan 13, 2011 5:08pm
I only use data starting from mid 2007. I also found the data before 2007 to be somewhat fishy...

In regards to using fxopen's data....
1) they don't have any for download (at least not through mt4)
2) even if they did have data for download, it would only be ohcl data not tick.
  • #7
  • Jan 13, 2011 5:10pm Jan 13, 2011 5:10pm
I actually am interested only in ohcl data because my EA is designed to operate only once at each bar open. I am still going to use dukascopy data instead of the metaquotes data because the metaquotes data is so distorted that even thats wrong.
  • #8
  • Last Post: May 15, 2011 3:20am May 15, 2011 3:20am
OHLC data is available in my converted format. In case you want to get a regularly updated version, you can visit this page to get the importable data to your MT4 History Center. It feels easier to for first-timers to do some quick importing to compare OHLC quality with the default one from the MT4. Cheers!
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