Free data from Forexite.com (Russian site) is very good: http://www.forexite.com/free_forex_quotes/forex_history_arhiv.html Data starts from...
I recommend data from forexite.com (free).
OANDA
Is the data from 2000 from GAIN Capital and the spreads are too wide? Why not just set fixed spreads? OANDA offers FX tick data starting from...
Idea that intuitively makes sense: moving correlation of price with its moving average.
CFTC site says "Due to federal holidays, reports may be released one day later. Please recall that Good Friday is not a federal holiday.". That...
chartie: No, I didn't really noticed the missing '*'. That's a possible explanation. Let's better not argue. Surely a few incorrect dates won't...
ChoSingKum: I showed you 1 exception, but there are probably more. Without knowing the strict rules I cannot calculate these dates correctly. I...
Doesn't explains why it was delayed from Friday, January 5, 2007 to Monday. No holiday at January 5 in previsouly mentioned holiday lists....
Just compared with available COT calendar history (http://www.cftc.gov/dea/deacotcalendar.htm). Nov. 24, 2006 (Fri, Closed at 1:00 pm. Day...
I am writing an indicator to use COT report data in backtesting and encountered a problem: unfortunately the historical COT data files at...
SergiPavl: OANDA (tradeable quotes, 10 pips weekend spread for EURUSD)
GAIN Capital has data from 2000, but it has quite many holes in early data.
I use free FX spot data from Gain Capital, OANDA, and from unknown source which you can download from e-donkey/e-mule (search: forex data. It's...
Thanks ddunbar!
From http://www.fxmarketspace.com/faqs.html#_3.3 : "Q: Will FXMarketSpace be available to retail investors? A: FXMarketSpace will be an...
Pearson's Correl. C. should be ok for general purpose. I'd like to also calculate correlation taking into account position opening and closing...
I'd like to calculate how much my systems are correlated to each other. Suggestions how to better do this? One method that comes to mind is to...
I have been using the term pyramiding, meaning compounding, not adding to existing positions. Is that wrong? Thanks!
horribilicus, the systems first need to show good backtesting results to qualify at all. I wouldn't trade any system, no matter how good I'd feel...
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