Historical data download

Hi All!!!

Just wondering if anyone can point me in the right direction for downloading historical data, by the second? I have used the historical centre in Oanda MT4 to get data but i would like to gt the data by the second if possible. Anyone know of any sources?

THanks!!!

You’re not going to find 5,10,30 second charts in Oanda MT4. However, if you’re looking to backtest your strategy at real-time speed (adjustable) MT4 has a built-in strategy tester. Here’s a trading simulator used by a EA programmer over at FF, btw read the pdf first.

Trading simulator.zip (491 KB)

I realise i can’t get it from Oanda, i was just wondering if the data was available elsewhere. I am loking to testing strategies in something i know (Excel, Eccess and VBA) rather than use MT4 for which i have no experience

Hi bolopips,

You checked these folks: Forex Historical Data for Free - HistData.com ?
They have ASCII/MetaTrader/NinjaTrader free data for 66 forex pair crosses.
Hope this helps!

Cheers!

Hi Bun,

I have been spending a few hours recently on trading simulators and backtesting strategy and trying to get them to work, including reading forum posts. Your above post and zip and PDF files were just the answer I needed. It answered all my questions. Thank you for your post and attachments and explanation. VERY helpful. Best regards.

Joforex
Newbie

use ninjatrader, you can find historical data there

ninjatrader? how can i reach

Hi Bun… Thank you, Thank you, Thank you… I have been looking for something like this for ages. Your simulator is perfect for any beginner. Thank’s a million :slight_smile:

Vov, great testing software, many thanks! I just have one problem. When i move the slider for speed, it is only moving exremely fast on highest setting(32), all other settings are acting the same( very slow movement). Does anybody know why?

yes i just had the same problem yesterday,if you test oh high TF you would see this because during big times there is a slow movement, i tested on the daily and realized that so i tired 1 and 5 M frames and was fine,that’s why i am searching for another software i need to make a bar by bar test , i tried forex tester but it does not get all history data that i import i dont know whats wrong

And i found out, that indicators are slowing it down. So if i test 4h TM, it takes about 4 hours to test for 1 year.

Thanks a lot dear Bun, your solution you posted really worked for me and was worth spending time to search for such a solution. all my best wishes with you

Thanks so much for the thoroughness of this post. I just read the pdf and feel encouraged to move forward. I was feeling lost and not sure how to back test my system. That is very helpful for me. Thanks again for sharing it.