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Thread: Funyoo - How do you do with Dukas Copy?

  1. #21

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    Agentrfr:

    I have runed your script and followed your explaination step by step but it doesn't seem to work at all. Or perheps i have missed something.

    But i tryed to download EURUSD and i only got from 2008-07 to 2008-11 (now, i realize that 11 means month 12 since it starts from 00. I saw that in 2009 folder).
    But i need data from 2007-01-01.
    So i started it again in hope to get the rest of the data. Then i get this message that i have attached to this post.
    Attached Images Attached Images Funyoo - How do you do with Dukas Copy?-screenhunter_01-sep-05-17-22-jpg 
    Regards / JoLi

  2. #22

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    It's a little more complicated than just punching in 2007-01-1... it needs to be converted into epoch time. I will fix you something quick.

  3. #23

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    The error messages you are getting are being sent from the Dukascopy main server. I am getting them too. It is just that they have not released those tick files yet. It is safe to ignore the errors.

    What I have done is I have written a bunch of new scrips for you. Place them all in the php folder, then run Start2007EU.bat (double click on it), and after it has finished, run Start2007EUProcess.bat . This will generate the .csv file containing the whole of 2007-today.

    Remeber that the .fxt file you generate will be less than 2gb, which means you can only run it from about 2007-08-23 give or take a few days. You are going to have to generate the .fxt file year by year to get a good test.

    Thank you to everyone that has offered to translate my program. First what I want to do is make a detailed video of how to use it step by step, then I will begin overhauling my program so it can be set to have different languages.

    Happy testing to everyone
    Attached Files Attached Files

  4. #24

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    The error messages you are getting are being sent from the Dukascopy main server. I am getting them too. It is just that they have not released those tick files yet. It is safe to ignore the errors.

    What I have done is I have written a bunch of new scrips for you. Place them all in the php folder, then run Start2007EU.bat (double click on it), and after it has finished, run Start2007EUProcess.bat . This will generate the .csv file containing the whole of 2007-today.

    Remeber that the .fxt file you generate will be less than 2gb, which means you can only run it from about 2007-08-23 give or take a few days. You are going to have to generate the .fxt file year by year to get a good test.

    Thank you to everyone that has offered to translate my program. First what I want to do is make a detailed video of how to use it step by step, then I will begin overhauling my program so it can be set to have different languages.

    Happy testing to everyone
    Thank you.

    But the EURUSD was just an example. I base all my backtesting from 2007-01-01 for all pairs that i am interested in. Not only E/U.
    I was hoping that you could explain how to get data from 2007 all kinds of pairs?

    You are doing i great job i must say. Far more easier to follow your steps then the one on Birts site.
    Regards / JoLi

  5. #25

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    Quote Originally Posted by funyoo View Post
    Hi jolimoney,

    No it will not be compatible.

    Indeed it can be quite complicated but the guide is complete, you should read it again and again until you perform each step.

    It is the best alternative to metaquotes history data holes and you can test scalpers with more accuracy.
    Testing with dukascopy data I have 99% quality but comparing to real live positions and to Metaquotes data I found that Metaquotes history perform better.
    I think this i due to 0.5 pips precision in dukas vs 0.1 pips in metaquotes. Even though metaquotes data is interpolated test data vs live positions show me that.
    I have compared aprox 100 positions (live) with a simulation on dukas and the same on metaquotes data. The average entry/exit on metaquotes data was 0.1 pip vs real positions where dukas give me 0.5 vs real.
    Multiply 0.5 pip with contract size and hundreds of transactions/year and you will get very different profit/loss of the same EA. On the other hand if we run this EA on dukas jforex probably we will get better results live.

  6. #26

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    Quote Originally Posted by jolimoney View Post
    Thank you.

    But the EURUSD was just an example. I base all my backtesting from 2007-01-01 for all pairs that i am interested in. Not only E/U.
    I was hoping that you could explain how to get data from 2007 all kinds of pairs?

    You are doing i great job i must say. Far more easier to follow your steps then the one on Birts site.
    I will make you a batch script then. What pairs do you want? (The process of telling it what date to start is quite complicated, and could take me a while if you ask one by one, so I will just make a batch script that will do each pair one after the other)

  7. #27

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    Quote Originally Posted by daxc View Post
    Testing with dukascopy data I have 99% quality but comparing to real live positions and to Metaquotes data I found that Metaquotes history perform better.
    I think this i due to 0.5 pips precision in dukas vs 0.1 pips in metaquotes. Even though metaquotes data is interpolated test data vs live positions show me that.
    I have compared aprox 100 positions (live) with a simulation on dukas and the same on metaquotes data. The average entry/exit on metaquotes data was 0.1 pip vs real positions where dukas give me 0.5 vs real.
    Multiply 0.5 pip with contract size and hundreds of transactions/year and you will get very different profit/loss of the same EA. On the other hand if we run this EA on dukas jforex probably we will get better results live.
    My broker (Prime4x) uses almost exact same tick feed as dukascopy. My backtests are comparable with my live trades made by robots pip for pip. Dukascopy data allows me to test with 100% accuracy, so long as Prime4x stays 4digits

  8. #28

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    Quote Originally Posted by Agentrfr View Post
    I will make you a batch script then. What pairs do you want? (The process of telling it what date to start is quite complicated, and could take me a while if you ask one by one, so I will just make a batch script that will do each pair one after the other)
    Ooo....i see. Well i use quite different pairs in different market conditions. Sometimes EU sometimes GBPCHF etc etc.
    But i think i have understand how it works. I just change the time for the pairs i want to download. It seems to work anyway :-)
    Regards / JoLi

  9. #29

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    Quote Originally Posted by jolimoney View Post
    Ooo....i see. Well i use quite different pairs in different market conditions. Sometimes EU sometimes GBPCHF etc etc.
    But i think i have understand how it works. I just change the time for the pairs i want to download. It seems to work anyway :-)
    If you need any help just ask

  10. #30

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    Quote Originally Posted by Agentrfr View Post
    If you need any help just ask
    Very kind of you. And yes i have some questions you might be able to answer.

    1. My CSV file gets over 5Gb but the .FXT file got just above 2Gb. Is there any reason to suspect that i have many missing ticks because of this? I can backtest with it so no problem with a FXT over 2Gb. But how can i know if it skiped some data just to make the FXT file as small as possible.

    2. I really like backtesting from 2007-01-01 but since Dukascopy doesn't offer tickdata before 2007-03-30 i wonder if i can apply this way of getting data to get 1min BID data? And if so... will i then have 90% quallity or what?

    3. GMT offset... how does this work? As far as i can see inside the CSV file there's nothing that says whether the data belongs to GMT or any other time zone. I am used to work with CET time since i am from Sweden and i really would like to keep it that way.
    So what shall i enter in the GMT offset?
    And does the GMT offset take into considuration the changing between summer and winter time?
    Regards / JoLi

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