Historic Data

PeterPips since: 23 Jan 2013;

  23 Jan 2013, 14:41
Historic Data

Where is the best place to get long (from, say, 2000) histoic data for EURUSD?

admin's avatar

admin since: 30 Nov -0001;

  23 Jan 2013, 16:54

For the time being, the backtesting feature supports a year of historical data. More data is likely to be included in the future but it is difficult to say up to which date, though. Could you let us know why it is important to you to have such large range of data for backtesting? Thank you in advance.

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PeterPips since: 23 Jan 2013;

  23 Jan 2013, 19:15
RE:
admin said:

For the time being, the backtesting feature supports a year of historical data. More data is likely to be included in the future but it is difficult to say up to which date, though. Could you let us know why it is important to you to have such large range of data for backtesting? Thank you in advance.

I just want to test over a long period and incremental periods in between.

Do you have a raw dataset? I will model the data outside of cAlgo.

10 minute or 1 minute data. I do not require tick at this time.

Thanks.

admin's avatar

admin since: 30 Nov -0001;

  24 Jan 2013, 16:18

Unfortunately, we do not have such data to provide you a raw dataset for.

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longshot since: 17 Apr 2013;

  31 May 2013, 19:34

Sorry to revive an old thread, thought it better than starting a new one.

I have historical M1 data going back 10 years, is it possible to import this into cAlgo so I can use it for backtesting?  1 Year is a very short timespan, and with lower timeframes I'm only seeing a few months of data there which is nowhere near enough for a valid backtest.

Stray since: 14 Nov 2012;

  01 Jun 2013, 18:11

Is it correct that each broker loads its data to cServer (like MT Server) and thereby we'll get different data from cAlgo of different brokers? If so, Spotware can allow brokers to load more data to their servers. I think it's not too simple and there are some limitations. For example MetaQuotes limits data on MT server very strictly. Ok, they limit everything, but this solution has the pros and cons.

And the possibility to load data in cAlgo by a trader is the new possible feature. Maybe some time it'll be implemented.

longshot since: 17 Apr 2013;

  01 Jun 2013, 19:00

True, but in MT4 I can load historic data of my own going back as far as I want and use it to run backtests.  In cAlgo/cTrader I cannot.

It seems strange to me that this software is so well designed facilitate creation of complex and powerful robots, yet a deliberate decision's been made to prevent them being effectively tested.  I don't want to be hostage to the amount of data a broker provides, I want as a trader and EA developer to control my own backtest data.  In fact, this is a key sticking point for me in the adoption of this platform - I can't justify putting long hours in developing Robots (and converting my existing MT4 EAs) when I can't backtest them to my satisfaction.

Spotware, I want to switch from MT4 to cTrader, I really do - but this issue is a deal breaker.

gorin since: 16 Jul 2013;

  25 Jul 2013, 17:43
RE:
longshot said:

True, but in MT4 I can load historic data of my own going back as far as I want and use it to run backtests.  In cAlgo/cTrader I cannot.

It seems strange to me that this software is so well designed facilitate creation of complex and powerful robots, yet a deliberate decision's been made to prevent them being effectively tested.  I don't want to be hostage to the amount of data a broker provides, I want as a trader and EA developer to control my own backtest data.  In fact, this is a key sticking point for me in the adoption of this platform - I can't justify putting long hours in developing Robots (and converting my existing MT4 EAs) when I can't backtest them to my satisfaction.

Spotware, I want to switch from MT4 to cTrader, I really do - but this issue is a deal breaker.

Hi, I am new to this and could be mistaken but it seems MT4 allows you to choose any start date in their strategy tester but the report never shows any trades prior to 07/2010. 

jobenb since: 07 Oct 2013;

  07 Oct 2013, 15:09
RE:

longshot said:

True, but in MT4 I can load historic data of my own going back as far as I want and use it to run backtests.  In cAlgo/cTrader I cannot.

It seems strange to me that this software is so well designed facilitate creation of complex and powerful robots, yet a deliberate decision's been made to prevent them being effectively tested.  I don't want to be hostage to the amount of data a broker provides, I want as a trader and EA developer to control my own backtest data.  In fact, this is a key sticking point for me in the adoption of this platform - I can't justify putting long hours in developing Robots (and converting my existing MT4 EAs) when I can't backtest them to my satisfaction.

Spotware, I want to switch from MT4 to cTrader, I really do - but this issue is a deal breaker.

I completely agree with you on this one. I really can't understand this move by Spotware! Data is the lifeblood of algos and here in cAlgo they give you only 2 and a half years worth of data! Not even covering the latest black swan which happened in 2008! It is a bit ridiculous!

Like you I want to switch from MT4 to cTrader but until I can import my own data, I will stay with MT4. With cTrader being competition for MetaTrader they might just bring back a ton of old requested features in MT6 like importing your own data!

I really hope they work on this issue!

Spotware's avatar

Spotware since: 23 Sep 2013;

  02 Dec 2013, 14:14

cAlgo now supports backtesting with data from imported files. See more details here: Backtesting with data from CSV file

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