Dukascopy Tick Data Issues? | Forex Factory

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Dukascopy Tick Data Issues?

  • #1
  • First Post: Sep 20, 2015 11:02pm Sep 20, 2015 11:02pm
In an attempt to do proper backtesting, I've started obtaining Dukascopy tick data as described here http://www.forexfactory.com/showthre...60#post8022260
(ie using the tick data downloader, and then importing to mt4 using Tickstory)

While most of the historic data seems to "make sense" and is similar to that available elsewhere, a couple of points stand out. One example is 28 March, 2007. Here it is on the 15minute chart; huge tails, and very different from the mt4 history centre data.

Attached Image (click to enlarge)
Click to Enlarge Name: dukascopy.png Size: 102 KB


How can I verify if this data is correct?
  • #2
  • Sep 20, 2015 11:09pm Sep 20, 2015 11:09pm
The data looks wonky Ash. Are you opening MT4 via Tickstory (which is what they recommend) or exporting the data to MT4 and then opening MT4?
  • #3
  • Sep 20, 2015 11:43pm Sep 20, 2015 11:43pm
I've tried both, as well as using the "show chart" function of Tickstory. All options look the same, ie, wonky

Here's the hourly chart of March 28, 2007, I'd really appreciate if anybody could compare with their Dukascopy data if they've got it handy


Attached Image (click to enlarge)
Click to Enlarge Name: dukascopy.png Size: 33 KB



I'm probably doing something very obviously wrong, but (most of) the rest of the imported data seems fine.
  • #4
  • Sep 21, 2015 12:15am Sep 21, 2015 12:15am
Quoting AshR
I've tried both, as well as using the "show chart" function of Tickstory. All options look the same, ie, wonky Here's the hourly chart of March 28, 2007, I'd really appreciate if anybody could compare with their Dukascopy data if they've got it handy {image} I'm probably doing something very obviously wrong, but (most of) the rest of the imported data seems fine.
Damn. I can't help.....sorry.

I deleted my old tickstory database a coupla months back as I was on a new build of MT4 which meant it would not load the history thru my version of Tickstory and I was delaying purchasing the latest TickStory Lite.

There must be others on this forum that have the data from Dukascopy to cross-check it or you could send an email to Tickstory in the hopes they respond.

I would bet it is a tickstory data conversion problem and not a Dukascopy one.

PS One day I am going to get my act together and load my datahistory into an SQL database to keep a permanent databank for testing purposes......I am a slack dreamer!!!!
  • #5
  • Sep 21, 2015 12:58am Sep 21, 2015 12:58am
Quoting Copernicus
{quote} Damn. I can't help.....sorry.
No problemo; I was vaguely hoping that someone reading this would just happen to have their chart open to the same date ...

Anyway, I went into Dukascopy and downloaded data for that date directly, and compared it to my charts; turns out, it's a Dukascopy issue, in that their data matches what I have. I'm assuming this will have a nice impact on my backtests
  • #6
  • Last Post: Sep 21, 2015 1:02am Sep 21, 2015 1:02am
Quoting AshR
{quote} No problemo; I was vaguely hoping that someone reading this would just happen to have their chart open to the same date ... Anyway, I went into Dukascopy and downloaded data for that date directly, and compared it to my charts; turns out, it's a Dukascopy issue, in that their data matches what I have. I'm assuming this will have a nice impact on my backtests
Good pick-up. Who would have thunk it? Their data is recognised for it's reliability...... Well....... there you have it. It may not be material however to your back-testing...hopefully?????? All the best Ash :-)
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