Forexite Data
Sorry, been out for a while!
Forexite data
If you click on the forexite archive link
http://www.forexite.com/free_forex_quotes/forex_history_arhiv.html
(it's the first of the links in the earlier post), you get a page with all dates listed since 3/1/2001 in three formats.
Click on the MetaStock format - it's just simple text files. Each file contains the 1min data for a number of currencies, eurusd included. Just import into excel using comma ... when specifying the fields, you can get excel to convert the date field directly to date data by choosing YMD (it will take 20010301 and make it into 03/01/01 in excel), put the time field in as text and let it import the data
Then you need a column heading row 1 if you didn't already import it, then do Alt D F F, which is Data, Filter, Autofilter, select EURUSD and you only see the eurusd data.
Then if your time column is C, put this in the one after the Close column to convert time text to time :-
=timevalue(left(C2,2)&":"&mid(C2,3,2))
Copy it down the column, paste values and formats back into col C and you have timevalues properly placed. Then select date, time and the 4 data fields and paste them where you want.
You should be able to compare with JT's fairly easily. If you want any help, send me a pm and I can do some manipulation for you.
Doing the above is how I added to his "Is this one sopt on" spreadsheet on a day by day basis.
You do have to remember that JT's data is all US eastern time (i.e. 5 hours behind GMT, and these files are 1 hour+, so take off 6 hours. If you need exactly every minute continuous over every 24 hour period, add the date and time fields together (to make a date/time field), then subtract 0.25 to get the date/time to swing back 6 hours. That should sync with Jonny's data.
I seem to remember doing a quick validation myself with this source and although I can't be sure (have slept since then!), I thought it was pretty similar. Anyway, if your system relies on ma's and stuff, even if everything is 20 pips up or down from jonny's data, as long as it's all 20 pips up or down, the differences would all cancel out. It's if the highs are 20 pips higher and the lows 20 pips lower that you might have trouble.
Also bear in mind that the forexite data even if it doesn't track perfectly with the spreadsheet data we got from JT, it DOES track almost exactly with Capitalspreads simulation account - I was within about 1 pip every day after taking off 3 for spread per trade, so we could try a simulation walk forward if it's promising.
If you need any more help you can pm me.
Don't bother doing anything since JT's 20th Feb - I have all that 1min every day since until last Friday and will post hopefully Tuesday evening at the latest - if you're putting data together, concentrate on the Sept to Dec period, and then we have a full 3 1/4 years. Should be enough!
Here's to the future!
Cheers
3rddawn
