I’d like to do some number crunching on historical data. What I’m looking for is data that includes the following:
Symbol (eg. EURCHF)
Closing price (for that time period, eg daily, 4hr, 1hr)
RSI (the RSI value at that period)
MACD (the three MACD values at that period)
MA (various moving averages at that period)
…others
Does anybody know of a commercial provider of data in this (or similar) format? I’ve seen free downloads of data, and I guess one could use Excel to calculate the additional metrics beyond closing price. However, I think I’d be willing to pay to have someone have done all the hard work.
I want to “play” with neural networks to identify patterns, but I need good source data as input.
The EOD price data will be readily available. Getting a data set with the indicators included is unlikely. You are much better off calculating that stuff yourself, though, because you’ll be able to adjust things immediately yourself.
There are historical data at Dukascopy
Open there page and look into /swiss/english/data_feed/historical
I came across via a German page I can’t post (I don’t have 5 posts here)
Then - as someone said before me, you only need to calculate your Indis - done
Happy (Machine) learning
(I am on the way to do something similar)
I use oanda for my feeds using their rest api and pump these through R and quantmod to generate the indicator values. PM me if you want some of the more technical points.
