Tick generation question

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Holoverse
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Tick generation question

#1 Postby Holoverse » Tue Mar 09, 2010 2:24 pm

Hi,

Is tick generation still necessary if we have actual tick by tick history to import??

Ive got 10 years worth of tick history, but I dont want to spend all the time importing it, if we still just have to randomly create the ticks.

Because then I might as well just import 1minute data to save some time.
But it would be nice to actually use the real ticks as they occured at my broker.

Let me know
THanks

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Tantalus
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#2 Postby Tantalus » Tue Mar 09, 2010 6:44 pm

Forex Tester is set up to import bar data, preferably M1. It is not capable of directly using tick data, as far as I know.

Where did you come across the data, BTW? Did you buy it? Just curious.
Tantalus Research - Developing 21st Century Trading Systems.

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#3 Postby FT Support » Wed Mar 10, 2010 2:51 am

We plan to add the ability to download real tick data directly to Forex Tester. I hope this functionality will be ready in a month.

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Tantalus
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#4 Postby Tantalus » Wed Mar 10, 2010 11:33 am

FT Support wrote:We plan to add the ability to download real tick data directly to Forex Tester. I hope this functionality will be ready in a month.


This is great news, because I have been working on a number of tick-based indicators for MT4, and they would be great to use with FT as well!
Tantalus Research - Developing 21st Century Trading Systems.

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Terranin
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#5 Postby Terranin » Fri Mar 12, 2010 1:18 pm

Check this thread how to import tick data into Forex Tester
http://www.forextester.com/forum/viewtopic.php?t=387&start=15
Hasta la vista
Mike

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Tantalus
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#6 Postby Tantalus » Fri Mar 12, 2010 6:32 pm

Mike, the converters you mentioned seem to be for Oanda tick data, and I'm not sure what format that comes in. The other poster also seemed to indicate that they weren't working very well. Another poster gave a URL to a converter but that is now an expired domain. It doesn't seem that we have a good solution for this yet...
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Terranin
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#7 Postby Terranin » Fri Mar 12, 2010 7:29 pm

Tantalus wrote:Mike, the converters you mentioned seem to be for Oanda tick data, and I'm not sure what format that comes in. The other poster also seemed to indicate that they weren't working very well. Another poster gave a URL to a converter but that is now an expired domain. It doesn't seem that we have a good solution for this yet...


Format is very simple:

01/01/04 07:43:00,1.258700,1.259700
01/01/04 07:47:52,1.258500,1.259500
01/01/04 17:46:14,1.258600,1.259600
01/01/04 17:56:08,1.258500,1.259500
01/01/04 17:56:15,1.258500,1.259500
01/01/04 17:56:28,1.258500,1.259500
01/01/04 17:56:30,1.258500,1.259500
01/01/04 17:56:40,1.258500,1.259500
01/01/04 17:57:35,1.258500,1.259500

date time, bid, ask

So, you need to have your tick data in this text format, then you can use converter to convert it into Forex Tester format. You can download converter with this link http://www.forextester.com/forum/download.php?id=14
Hasta la vista

Mike

Kenji
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#8 Postby Kenji » Mon Jul 12, 2010 6:50 pm

Hello, Terranin. Thanks for the converters.

I have a question about the output format of DataConv.exe.

I could see the first 4 bytes are used to indicate the numbers of entries,
and each entry has 16 bytes.
What format does each entry take?

I have tick data for years, and I'd like to write some program that uses the data effectively to convert them directly into Ticks\*.dat.

ForexTester 2.5 seems to be able to import the following data:
20040101,07:43:00,1.258700,1.258700,1.258700,1.258700,
20040101,07:43:01,1.258600,1.258600,1.258600,1.258600,
20040101,07:43:02,1.258700,1.258700,1.258700,1.258700,
20040101,07:43:03,1.258600,1.258600,1.258600,1.258600,
Then the 1min bar is not 1 bar(that represents 07:43) but 4 points in History Mode,
so I would be going to write some program to convert the data directly into 1 entry (in 1 minute Timeframe in History Mode).

If I could do that, Forex Tester would be my ideal solution.

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Terranin
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#9 Postby Terranin » Mon Jul 12, 2010 7:42 pm

Kenji wrote:Hello, Terranin. Thanks for the converters.

I have a question about the output format of DataConv.exe.

I could see the first 4 bytes are used to indicate the numbers of entries,
and each entry has 16 bytes.
What format does each entry take?

I have tick data for years, and I'd like to write some program that uses the data effectively to convert them directly into Ticks\*.dat.

ForexTester 2.5 seems to be able to import the following data:
20040101,07:43:00,1.258700,1.258700,1.258700,1.258700,
20040101,07:43:01,1.258600,1.258600,1.258600,1.258600,
20040101,07:43:02,1.258700,1.258700,1.258700,1.258700,
20040101,07:43:03,1.258600,1.258600,1.258600,1.258600,
Then the 1min bar is not 1 bar(that represents 07:43) but 4 points in History Mode,
so I would be going to write some program to convert the data directly into 1 entry (in 1 minute Timeframe in History Mode).

If I could do that, Forex Tester would be my ideal solution.


Each entry has next format:
DateTime: TDateTime;
bid: double;


See format of TDateTime hare http://forextester.com/forum/viewtopic.php?t=984&highlight=datetime
Hasta la vista

Mike

Kenji
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Joined: Mon Jul 12, 2010 6:44 pm

#10 Postby Kenji » Mon Jul 12, 2010 7:48 pm

Thank you so much, Terranin!


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