This is a really quick note on the backtesting using the MetaTrader data we discussed in the previous posts.  It seems to work only with version 225.  With version 226 things become messy, ie downloading the data from the Forex Tester site delivers data for plotting, via the offline loading option in the File Menu, [...]

Following on from the last posts the structure of the program will be: Download the .bin files Convert these to .csv files for days. Here are the two files: DukasPHP.  Given the previous discussions, the reader should have no problem understanding what’s going on.  From my perspective it was fun to get an introduction to [...]

In this post we illustrate how to read a .bin file and save the relevant information in human readable format. Let’s recall from Part 1 that the the .bin file is compressed zip file.  So we need to unzip it.  The resulting file is in the format (Time, Ask, Bid, Ask Volume, Bid Volume), where [...]

PHP is a great scripting language (so is Ruby and Python, however, I just discovered PHP, and it’s great for websites, if you know how to setup an http server on your machine.  It’s also great for educational purposes.) First thing’s first: download PHP from here.  Remember, I am a Windoze fan!  Other platforms are [...]

Thanks to Birt’s EA Review there is an easy way of obtaining Tick Data from DukasCopy.  They are an ECN brokerage for FX based in Switzerland.  They are reputable, and no bad comments have been floated against them.  They are regulated, and have been about for some time, and have decent volume.  Their initial deposit [...]

Tick data constitutes the most granular of all infromation available from the market.  We will omit all the detail and nitty-gritty, with regards to the types of markets, order dissemination, etc. that can exist, and postulate very simplistically: there exist two kinds of information that can be received: Transaction infromation (tick), which can either be [...]