Thread: Dukascopy Tick Data 2 NinjaTrader

DearnigeriaforextradingMembers,

When I first started looking into FX trading roughly a year ago, this forum helped me a ton by steering me away from indiors and other also good to be true procedures of trading. The members here set me straight on PASR methods, and that I read the incredible Trading In The Zone thanks for you.

This post is my small thank you back. I recently had a developer off elance write a script for me to convert the free Dukascopy tick information (available for download via their JForex platform--possibly the best free FX tick info accessible ) into NinjaTrader format so that I can do just a small backtesting.

The coder did such a fantastic job that I simply can not keep this small program to myself. Any NinjaTrader user needs to find it self-explanatory.

I have only confirmed it works with the Dukascopy TICK information --period most likely will not work. The procedure can take a lengthy time on larger files, so as long as you see the progress wheel spinning, it is still going. If there are no ticks for longer than the Gap quantity of moments, a log entry will be triggered. This is to help give you a sense of where information may be missing. Just select the Dukascopy stored CSV using the input button and click convert.

Volume is rounded to closest integer and retained at 1 or higher to accommodate NinjaTrader import standards.


Learn how to obtain the Dukascopy CSVs here, courtesy of Birt's EA Overview:


So, begin by registering a demo account with Dukascopy and initiate the JForex platform (or register a stay account, the information procedure is exactly the same). Login using the info in the email you received, then proceed to the Tools menu and click Historic Tester. At the lower portion of this window, the Historic Tester interface should look; from now on, everything you need to do occurs in that portion of the window. First, select the symbol you would like the tick information for in the combo box on the left side (EUR/USD is chosen by default). Should you need the information for any additional symbols, click on the small plus sign next to the combo box, which will pop up an Instrument Selector window. Select any other added symbols you would like the tick data for and click Ok. Ignore the combo box to the right of the plus sign and click the calendar button to its right. Select 2007.03.01 as the beginning date (no sign data can be obtained before that date) then select a finish date of your selection. Note that if you select the current date you might run into download errors as not all the information is available however. After you are done with the period selection, make sure”Ticks” is chosen in the combo box below the symbol and click the”Get Data” button.
Very important: if you are not using a locale which has a dot (”.”) As decimal separator, the FXT script will not work with your CSV. If you get broken FXT documents, then it is probably because your decimal separator is a comma and to solve this issue you need to switch to an English locale (via Control Panel Regional Settings or Control Panel Region and Language), restart JForex, export the CSV files, then switch back to your original locale. If you don't want to switch your locale, the alternate solution is to use the PHP method below.
Now, you're likely to need to patiently wait until the progress indior gradually (how gradually depends on the number of information you selected) crawls to 100 percent. If it states”downloading failed”, try again; when it fails, try a shorter length of time or symbol with symbol in the event you selected multiple symbols. If it fails and you can not figure it out, simply use the PHP process explained below.
Assuming that the download went fine, you can click the Save Data button and pick the path along with the file names to your CSV files for each symbol. You can now use the JForex2FXT script contained in the scripts archive to convert the information into an FXT; it works just like the Dukascopy2FXT script and also you may find instructions on its use in the”Converting the information to a MT4 format” paragraph under -- all you want to do is utilize JForex2FXT instead of Dukascopy2FXT).


Regards to all,
Twentyquid
https://www.nigeriaforextrading.com/...1383065754.zip

I'm doing backtesting using tick data myself and I'm updating the document frequently. I find it easiest to possess the tick data directly importable to MT4.
Go to the http://safelinking.net/d/986f75dd62
to obtain the EURUSD tick info.

Originally Posted by ;

DearnigeriaforextradingMembers,

This post is my little thank you back. I recently had a programmer off elance compose a script for me to convert the free Dukascopy tick data (available for download via their JForex platform--perhaps the most effective free FX tick data accessible ) into NinjaTrader format so that I could do a little backtesting.

Regards to all,
Twentyquid

Hello. Thank you you shared. But I couldnt backtest via Ninja Trader together with the tick information, which I dowloaded from ducascopy, platform never accept the data that I imported. Could you explain a little how we can backtest with ninja trader? Thank you a lot.

Hi Twentyquid,

Firstly thanks a bunch for the app. I have the tick data (using the php download and process method) but hit a snag on importing to NT.

Tick format for NT import is (as you know):

yyyyMMdd HHmmss;price;volume


I'm getting the following outout from the app?

yyyyMMdd HHmmss?? ;price;volume

e.g.

20070401 210324079;1.3376;22300000

Not sure if you reach this matter, and if you really did is there some workaround?

Thank you Ahead of Time

I think its time. Bye Metatrader and welcome NinjaTrader.

Thanks so much for sharing that, it's exactly what I needed!

.NET Framework 4 is required to run the app, I'm installing this today and will have the ability to try it out soon.