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TICK DATA
Backtest your trading strategies with the best data—highest quality possible.
What is Tick and Tick Data?
According to Investopedia.com, “Tick size refers to the minimum price movement of a trading instrument in a market. The price movements of different trading instruments vary, with their tick sizes representing the minimum amount they can move up or down on an exchange.”
If you have a five-year tick data of a trading instrument like EURUSD in Forex, it means that you have all the price movements of that trading instrument during these five years.
Other types of data and their quality
In addition to tick data, there are other types of data including 1-Minute (M1), 1-Hour (H1), and Daily (D1). These data do not have the quality of tick data. In tick data, all the price movements are completely available, but in M1, H1, and Daily data, only OHLC or Open, High, Low, and Close prices of a bar are available; and what happens inside the bar is unknown.
Using Tick Data in Backtest
MetaTrader 4 cannot understand tick data in backtest. So, to have the most accurate backtest with MT4 (99% precision), we need to import tick data into MetaTrader. This can be done with third-party software or script.
Tick data backtest (99% accuracy) reveals the deceptive strategies that show good results in the normal backtest in MetaTrader. In other words, a more accurate backtest shows what you can expect from the EA, because it is closer to the real trading environment. Expert Advisors which do not show good 99% backtest results are not worth the time and the money.
Here’s you can see two backtest results of the same Expert Advisor.
- Backtest with accuracy of 90% that shows the strategy is profitable.
- The very same Expert Advisor fails in 99% accuracy backtest with tick data.
Tick Data Packs
We offer tick data packs for various trading instruments (mainly the Forex market at the moment). In the following, you can see the list of the trading instruments.
Major Currency-Pairs
Symbol | Available from |
AUDUSD | 04.08.2003 |
EURUSD | 05.05.2003 |
GBPUSD | 05.05.2003 |
NZDUSD | 04.08.2003 |
USDCAD | 04.08.2003 |
USDCHF | 05.05.2003 |
USDJPY | 05.05.2003 |
Cross Currency-Pairs
Symbol | Available from |
AUDCAD | 03.01.2006 |
AUDCHF | 01.03.2006 |
AUDJPY | 01.12.2003 |
AUDNZD | 12.12.2006 |
CADCHF | 03.01.2006 |
CADJPY | 25.10.2004 |
CHFJPY | 04.08.2003 |
EURAUD | 04.08.2003 |
EURCAD | 25.10.2004 |
EURCHF | 04.08.2003 |
EURGBP | 04.08.2003 |
EURJPY | 04.08.2003 |
EURNOK | 25.10.2004 |
EURNZD | 03.01.2006 |
EURSEK | 28.10.2004 |
GBPAUD | 22.03.2006 |
GBPCAD | 03.01.2006 |
GBPCHF | 04.08.2003 |
GBPJPY | 04.08.2003 |
GBPNZD | 03.01.2006 |
NZDCAD | 03.01.2006 |
NZDCHF | 03.01.2006 |
NZDJPY | 03.01.2006 |
USDCNH | 29.10.2013 |
USDNOK | 04.08.2003 |
USDSEK | 04.08.2003 |
USDSGD | 17.11.2004 |
Metals
Symbol | Available from |
XAGUSD | 02.02.2002 |
XAUUSD | 05.05.2003 |
CSV Output
We can provide you the .CSV (Excel) file of the tick data for any instruments, so that you can import and use the tick data of different instruments in any statistical or stock market software.
Request Tick Data Here
- info@algotradingo.com
- @algotradingo_com
- +1 (929) 314-3676
