Forex Data for Backtesting

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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tradersam
Contributing Member
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Joined: Fri Apr 23, 2004 5:52 pm

Forex Data for Backtesting

Post by tradersam »

Hello All

Any suggestions re good quality forex spot data to be used for backtesting ? I know there are a number of free / cheap services, but the quality of the data given tends to be poor. I'd rather pay more for the good stuff.

Cheers.
tradersam
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Joined: Fri Apr 23, 2004 5:52 pm

My post above

Post by tradersam »

I've done some searching and note that there are some good sources on the classifieds. I'll take a look at those. Cheers.
exxx
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Joined: Fri May 07, 2004 9:12 am

Post by exxx »

Hello, I advice (http://refco.fxtrek.com/Misc/refco.asp) Intellichart. It costs $100 for month and it has downloadable datas which can be in CSV and XLS format.

It has 7 days trial, so you can try it!

I use it for trading and the charts are well. I mean I dont have any problems.
TK
Roundtable Knight
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Joined: Tue Apr 15, 2003 5:45 pm

GFT Forex data for download

Post by TK »

Efix Polska (the introducing broker of GFT Forex in Poland) provides daily and intraday data for major and Polish currency pairs in Metastock format. These are GFT data and you can download them for free here:

http://www.efixpolska.com/dokumenty/?id=7

The Dane historyczne section on the right contains EOD and intraday archives in Metastock format, current as of the last week's close.

The Pliki z notowaniami section contains daily update files (including both EOD and intraday data) in the text (.PRN) format.

Each day opens at 12:00 am GMT. The Monday open price is the 12:00 am GMT price, even though trading resumes a bit earlier.
blue_seraphim
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Joined: Tue May 11, 2004 1:03 am

Re: Forex Data for Backtesting

Post by blue_seraphim »

ben_l wrote:Hello All

Any suggestions re good quality forex spot data to be used for backtesting ? I know there are a number of free / cheap services, but the quality of the data given tends to be poor. I'd rather pay more for the good stuff.

Cheers.
it can't get any cheaper than this free site :wink: http://www.global-view.com/fxhist.TXT

if you know how to import and convert text to numbers, you'll get it into excel in no time. i do mid term trend following only on spot forex, last year was very good, this year still negative, patiently waiting for the next one..... :roll:
tradersam
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Joined: Fri Apr 23, 2004 5:52 pm

Many thanks for your replies

Post by tradersam »

Thanks all - will take a look.

Gives me something to do while the currency markets make their minds up about direction !
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