Gold & Silver cash price data
-
- Roundtable Knight
- Posts: 1436
- Joined: Mon Dec 22, 2003 12:24 pm
- Location: Des Moines, IA
- Contact:
Gold & Silver cash price data
I can trade gold & silver spot prices through my forex broker, but I can't find any good data for testing. The CSI cash data is only closing prices. Any ideas to get OHLC?
There is another approach: assume that all historical data is Close-Only rather than OHLC. (Mutual funds, for example, are generally quoted in Close-Only format).
Now, develop a trading system that uses only the Close price. If you succeed, you can apply it to instruments that don't have OHLC "bars". Aaaahhh.
In futures trading there is Floor-trading-pit-session data and Electronic-trading-during-pit-session data and Electronic-trading-during-non-pit-session data and Electronic-trading-23.5-Hour data. Many traders believe these data streams sometimes have unreliable Opens and Highs and Lows. But if your system only uses the Close price, you don't care. Aaaaahhh.
For those who own Blox Builder Edition, read through the code of the Bollinger Band Breakout system. Shazam! It only uses the Close price. So you've got one working example, today, sitting on your hard drive, that proves this is not impossible.
Now, develop a trading system that uses only the Close price. If you succeed, you can apply it to instruments that don't have OHLC "bars". Aaaahhh.
In futures trading there is Floor-trading-pit-session data and Electronic-trading-during-pit-session data and Electronic-trading-during-non-pit-session data and Electronic-trading-23.5-Hour data. Many traders believe these data streams sometimes have unreliable Opens and Highs and Lows. But if your system only uses the Close price, you don't care. Aaaaahhh.
For those who own Blox Builder Edition, read through the code of the Bollinger Band Breakout system. Shazam! It only uses the Close price. So you've got one working example, today, sitting on your hard drive, that proves this is not impossible.
Re: Gold & Silver cash price data
I think you refer to the FOREX pairs XAUUSD and XAGUSD, right? With regard to historical data, you might try http://disktrading.is99.com/disktrading/ I think you might complement the missing history with continuous futures contract data, such as the one you find at http://pitrading.com/free_market_data.htmlevijean wrote:I can trade gold & silver spot prices through my forex broker, but I can't find any good data for testing. The CSI cash data is only closing prices. Any ideas to get OHLC?
Have you been able to find any data providers that feed these symbols? I have not been able to find any one, even if just for EOD data feeds.
I was responding to Levijean's initial query & was referring to gold and silver spot CFD's.
Alp, curious about your "not of high quality" comment. From what perspective?
I've assumed, perhaps wrongly, that their easily accessible history (eg for forex, major currency pairs from 2005) represents actual prices one could have traded at using their platform.
Alp, curious about your "not of high quality" comment. From what perspective?
I've assumed, perhaps wrongly, that their easily accessible history (eg for forex, major currency pairs from 2005) represents actual prices one could have traded at using their platform.
From the perspective of accuracy. See attached examples.bobsyd wrote:Alp, curious about your "not of high quality" comment. From what perspective?
- Attachments
-
- GBPCHF-GFT.jpg (41 KiB) Viewed 5235 times
-
- EURJPY-GFT.jpg (69.11 KiB) Viewed 5235 times
-
- EURUSD-GFT.jpg (80.85 KiB) Viewed 5247 times
-
- EURUSD-Other.jpg (78.87 KiB) Viewed 5247 times
Thanks. Had a quick look, GFT EURUSD looks reasonably OK from May 1999 and EURJPY from around same time. GBPCHF seems to have more issues. Noted from GFT's website that they started in 1997, so perhaps reasonably OK for majors from mid 1999.
This is getting "off/topic" a bit so I'm going to post a more general related question in the Broker topic.
This is getting "off/topic" a bit so I'm going to post a more general related question in the Broker topic.