Where to find clean historical data to backtest with?

Beginner Questions
1

ATM I’ve two accounts with different brokers and their 1D TF historical data isn’t clean enough to backtest with. There will be periods when they include Sunday and even Saturday bars, which just messes up indicators like moving averages. Are there any brokers that provide clean data? What data do you use to backtest daily charts?

2

Trade Interceptor has various broker feeds with good historic data. Also MT4 with Alpari UK provides good consistent feeds

3

I use TradeStation… Online Trading, Brokerage and Trading Software | TradeStation. Love them.

4

There is another thread titled Reliable data for accurate back-testing. I hope it may help you.

5

I am trading with UWCFX and their charts are always clean and easy to read. The Data is updated and is clearly visible also.

Most of my trading is based on the Analysis of the Charts :slight_smile:

6

I use a free tool called the TickCollector from FxDialogue. The tool is an Excel file that collect data tick by tick and saves it on your hard disk. There are no reliable data feeds out there but some are better than others.

7

Just visited their website and apparently the download is down? Do you happen to have a copy you would be inclined to send over? I assume this works for all MT4s and brokers?

Thanks in advance,
Clark

8

Just to jump in, i saw the user PipJoker on here has also found a way to trade historical data…

You can find his method here:
http://forums.babypips.com/show-me-money-daytrading/43327-pipjokers-way-traders-life-7.html#post349454

:57:

9

Finding clean historical data is extremely difficult, especially in spot because there are so many different brokers with different pricing at any given moment. I have been looking into this myself but came up empty handed. I have only been able to find data for exchange based products. Clean reliable data is so important when developing a system especially automated ones.

10

I have a feeling dukescopy have some on there website, reportedly the best…I didn’t say that. but I think it’s them,
can’t quite remember. maybe take a look.

11

Thanks. I’ve tried Alpari and their data seems clean enough.