Question for the experienced FX traders

C

Christian65

Hello,

I would like to know if there is a place on the Internet where I can download "tick" data for Forex (major currencies) for the past 2 years.

I would also like to know if there is a software out there that I can use to "replay" my positions in the market as it happened in REAL-TIME in my account, this by inputing my a/c statements data (date, entry price, postion size, Equity, etc.) into the software. If not, can I do it by hand? if so, HOW?

Thanks in advance for any help.
 
Quote from Christian65:

Hello,

I would like to know if there is a place on the Internet where I can download "tick" data for Forex (major currencies) for the past 2 years.

I would also like to know if there is a software out there that I can use to "replay" my positions in the market as it happened in REAL-TIME in my account, this by inputing my a/c statements data (date, entry price, postion size, Equity, etc.) into the software. If not, can I do it by hand? if so, HOW?

Thanks in advance for any help.
More...

Yes to both questions. Olsen will give you the cleanest tick data at oanda.com.

I have seen the replay (simulation)software somewhere, but i am not 100% sure it can do exactly what you want but there is always a way. I have no idea as to why you would want this. It is usually used to train traders. May you want to seen you drawdowns and correlations but then u can just draw up a covariance matrix and also calculate you var levels.
 
Nashequilibrium, thanks for your response. It is for training and research purposes as you guess it. I would really appreciate if you could give me the reference for the software (if you can).
 
Quote from Nashequilibrium:

Yes to both questions. Olsen will give you the cleanest tick data at oanda.com.

I have seen the replay (simulation)software somewhere, but i am not 100% sure it can do exactly what you want but there is always a way. I have no idea as to why you would want this. It is usually used to train traders. May you want to seen you drawdowns and correlations but then u can just draw up a covariance matrix and also calculate you var levels.
More...

What's the price for the tick data and how many years back they go ?
 
Quote from Christian65:

I would also like to know if there is a software out there that I can use to "replay" my positions in the market as it happened in REAL-TIME in my account, this by inputing my a/c statements data (date, entry price, postion size, Equity, etc.) into the software. If not, can I do it by hand? if so, HOW?
More...

To do that by hand: any backtesting software with replay features will do. To name some of the better known ones, MetaTrader 4, NeoTicker, Ensign, NinjaTrader, ButtonTrader, Sierra Charts, Investor/RT, eSignal, TradeMaven, Visual Trader all offer replay.

Not by hand: in MT4 (and surely some of the others) you can write a basic script to read in and replay any sequence of trades.

Alternatively, use an Excel add-in like AnalyzerXL. Note that these are huge files, roughly 350 MB per year for each pair. Excel 2007 and later (with 1,048,576 rows) can handle only about 50 days of ticks data per sheet. It helps to be able to program in VBA.
 
You will need atleast some programming experience, to preprocess/clean the tick-data (possibly clean out duplicate ticks which reduces file-size dramatically, and possibly convert UTC datetime to your local time - makes a difference because of DST, if your charting app cant deal with utc timestamps). I have done it with neoticker and ~4 years of oanda data (ticks, and compressed to 1 min + daily).
 
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