A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for constructive criticism. Feel free to submit papers/links of things you find interesting.
I am trying my hand at forex predictions. But I am having trouble finding a good api to get historic forex prices/exchange rates. I was wondering if there are any good, free sites that offer an api for this.
How to derive historical financial data for forex instrument backtesting
Hello, If you believe backtesting strategies for forex major currency pairs is unhopeful please leave a comment with an explanation. I'm a CS major at Columbia with internships in back office global bank infrastructure positions here in NY and have great interest in trading algorithmically because I can't trust my behavior to enter trades, among other obvious reasons. I would like to know what the best sources are for obtaining historical data (OHLCV, etc) for (forex) backtesting purposes. Is a large excel file used in practice, or are historical prices derived via API's? It seems that I need to pay after some research online, but I know you redditors can deliver. edit I found a free source here for EURUSD. There are other pairs available too.
You want your trading strategy to be automated ? I have strong knowledge in mathematics and I already backtested several strategies. I have forex historical data since 2000 for any pair. I'm looking for a scalping strategy (M15 at most) to automate and backtest so you can see if your strategy work on specific periods. In return, if your strategy seems to work great, I can keep the secret 😉.
Virtual securities charting - no historical data for forex
I'm regularly building virtual securities to represent ratios (mostly factors, commodities or indices) - so it's not something new. However, I'm trying to build one out of a collection of Forex and after creating it, the watchlist shows the correct, up to date value but I cannot chart it: no historical data (even if I only use EUR.USD with no calculation for a test). Should I contact support or I'm overlooking something? Thanks!
What's a reasonable price for 10yrs worth of historical forex data?
CORRECTION: The title says 10 years, but I rechecked and they infact offer data going all the way back to 2002. Through intrinio, I can get last eighteen years worth of minute-resolution forex data for ~40 pairs, for ~$150. Is this a reasonable price to pay?
Looking for historical forex data to run in a simulator to test trading
Not sure if it exists. I want to go to a point in time in the past and see a forex pair as if it was real time data. I then want to place trades and watch them unfold or fast forward/increase how quickly time passes. I don't mind paying for this. I googled but I can't seem to find anything. thanks
Looking for high quality historical forex tick data with volume...
I'm writing an automated forex trading system and need high-quality data in order to test. I need tick data for the major pairs that include tick volume. I've found several sites that provide this service but they either don't have tick volume or are based on 1-minute bars. Any help is appreciated.
I'm currently looking for historical price and volume data for various currency pairs. I have some free data, but it doesn't include volume and the data set contains a lot of holes in price data. Does anyone know where I can get higher quality data?
I'm going to be off the grid for a while with only my android phone for company. Is there any app which would allow me to download historical forex data and view the data in different time frames? So I would at least be able to back test some ideas. I haven't found anything like this yet.
Obtaining accurate historic past data for Forex trading algorithm
I want to make an excel file macro file that downloads historic forex data as well as stock(nasdaq,asx). The goal of this is to have a complete list of historic data that updates daily with price open and close stats for me to paper test my model against. Surely other Algorithmic traders have had to do a similar thing to paper test their strategies. Any ideas? Could there already be software that has this and can export to CSV?
I'm looking for a source of both historical and live tick data. IqFeed and KineTick both offer 120 days of historical forex tick data (FXCM) as well as live for ~$100/month. Are there any other options that have a better price or deeper historical database?
Can anyone help me find complete historical forex data?
I've searched throughout the internet and haven't found an answer for my quest, so I figure I'd draw upon the vast resource and collective that is reddit. For the purpose of testing some concepts I am looking for a good and reliable source of the complete records/history of the forex market on a per tick basis. I wouldn't need every trading pair. Ideally the pairs would have USD in them. I would not mind paying money for the records, provided they come from a reliable place. I'm aware of the large and possibly excessive volume of data. I've found websites that offer it but appear to be quite shady, I have a bit of an issue of buying from a website that requires order forms in pdf format to be sent. I've posted on several popular forex forums, been provided suggestions that either did not work or told to search the previous posts in the forums (which I had already done so and found nothing relevant), then months later my posts would be replied to by other people searching for the exact same thing wondering if I had any success. Most people suggest using MetaTrader, but that usually provides information for a few months, a year or two tops. Sadly /Forex appears to be barren. So, helpful redditors want to provide an answer to my searching?
For a more convenient access you can Download the Forex Historical Data by FTP. Get your FTP or SFTP access, via PayPal, here: For more details: Download by FTP DataFiles Last Updated at: 2020-08-31 22:00. Get Automatic Updates! You can get the Forex Historical Data The Historical Forex Data service is openly available for all traders. We created this Historical Forex Data service to make it easier for the users of Forex Strategy Builder and Expert Advisor Studio to import good bar data. However, it is useful for all traders that need a reliable backtest in MetaTrader. The Historical Currency Converter is a simple way to access up to 25 years of historical exchange rates for 200+ currencies, metals, and cryptocurrencies. OANDA Rates® cover 38,000 FX currency pairs, and are easily downloadable into an Excel ready, CSV formatted file. Forex historical data is a must for back testing and trading. Forex data can be compared to fuel and software that uses this data is like an engine. More info. Visual Strategy Builder. Quick and simple tool for traders to structure their trading ideas into the EAs and indicators. VSB helps traders save time and money. Download free historical tick data and trading resources for Forex, Commodities, Crypto-currencies & Global markets. Join our community of traders today!
How to Download Free Forex Historical Data - YouTube
Demonstrates how to download free historical tick data for your trading platform in 3 simple steps! Data covers Forex, Commodities, Indices and Stocks from D... https://www.forexboat.com/ Get Your Free Membership Now! Downloading historical data in metatrader 4 is important part in backtesting as metatrader is alread... You may not be seeing all of the Forex historical data that is available and that can be a bad thing. ★ Get clean, Daylight Savings Time adjusted MT4 data he... Good quality historical price data is a vital part of backtesting a trading strategy. In this video, I show how easy it is to get historic price data from IG... How to get FOREX historical data into metatrader? 90% modeling quality - Duration: 36:17. Pedro Balza 1,993 views. 36:17.