Dukascopy Tick Data Issues?

thread: Dukascopy Tick Data Issues?

  1. #1
    Junior Member Oxkurro's Avatar
    20

    Dukascopy Tick Data Issues?

    In an attempt to perform appropriate backtesting, I've started obtaining Dukascopy tick information as explained here https://www.cliqforex.com/general-fo...-prophets.html
    (ie using the tick data downloader, and then importing to mt4 utilizing Tickstory)

    While the majority of the historical data seems to make sense and is similar to that available elsewhere, two or three points stick out. One illuion is 28 March, 2007. Here it's determined by the 15minute chart; enormous tails, and quite different from the mt4 history centre information.



    How do I verify if this information is accurate?

  2. #2
    Junior Member Oxkurro's Avatar
    20
    I have tried both, in addition to utilizing the show chart function of Tickstory. All choices look the same, ie, wonky

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





    I'm probably doing something very obviously wrong, but (most of) the remainder of the imported data seems alright.

  3. #3
    I have tried both, in addition to using the series chart function of Tickstory. All choices 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 whenever they have got it useful image I am probably doing something very obviously wrong, but (most of) the remainder of the imported data seems fine.
    Damn. I can't help....sorry.

    I deleted my previous tickstory database a coupla months back as I was on a new construct of MT4 which meant it wouldn't load the background thru my version of Tickstory and I was delaying purchasing the hottest TickStory Lite.

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

    I would wager it is a tickstory data conversion issue and not a Dukascopy one.

    PS One day I will receive my act together and load my datahistory into an SQL database to maintain a permanent databank for testing purposes...I'm a helpless dreamer!!!!

  4. #4
    Junior Member Oxkurro's Avatar
    20
    quote Damn. I can not help....sorry.
    No problemo; I was hoping that someone reading this could only have been their chart open to the identical date...

    Anyway, I moved into Dukascopy and downloaded information for that date right, and compared it to my charts; ends up, it's a Dukascopy problem, in that their information matches what I have. I'm assuming this will have a nice impact on my own backtests

  5. #5
    quote No problemo; I was hoping that someone reading this would just happen to have their chart open to the same date... Anyhow, I moved into Dukascopy and downloaded information for date directly, and compared it to my charts; turns out, it is a Dukascopy problem, because their information matches exactly what I have. I am assuming this will have a nice effect on my own backtests
    Good pick-up. Who'd have thunk it? Their information is known for it's reliability.... Well.... there you have it. It may not be substance however for your back-testing. . .hopefully?????? All of the Finest :-)

  6. #6
    The data appears wonky . Are you currently opening MT4 through Tickstory (which is exactly what they recommend) or exporting the data to MT4 and opening MT4?

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