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.
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...
Tantalus Research - Developing 21st Century Trading Systems.
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...
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
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.
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;