Free Tick Data Forex Factory

HOWTO download BitMEX historical ETHUSD price data using Python (working code included) for free

Hello! I wrote this HOWTO as part of a series of posts on getting historical tick and bar data for various financial products. I've included some custom python code that connected through the BitMEX API and I thought people here might find it useful!
ETH traders can get minute bar data for entire history of BitMEX's perpetual contract by changing the symbol to "ETHUSD" in the code provided in this post:
HOWTO acquire BitMEX historical price data using Python (working code included) for algo trading and backtesting
Any comments or feedback is welcome! Cheers!
submitted by finance_student to ethtrader [link] [comments]

Beginners start here

Hey everyone. A while back I made the decision to moderate this subreddit because I was once in your shoes. I honestly did not know where to begin. I would type in “daytrading” in google and come up with so many companies trying to sell me the dream. “Make $$$ while you sleep!” “Look at how much I made today!!” etc. I wanted to make this post to first give new people a place where to start and to even offer some resources that can get you started in the right direction. If I have anything else to add I will add it here.
  1. Open up a papertrading account with Think or Swim. It is free and you can get live data just by requesting it from support. All you have to do is ask them to add live data to your papertrading account. Do not pay monthly for any papertrading account. There are a lot of free videos out there that can help you get started with Think or Swim. The program looks complicated at first but it is very powerful. I spent a few days with the program and at the end of the week I was fairly comfortable with understanding where everything was. I have never had a 60-day limit with my papertrading account by the way. https://www.thinkorswim.com/t/pm-registration.html Start here and start taking trades! It is all fake money and will give you some insight into how the program works as well as how the markets move.
One other tip for setting up your papertrading account is to only set it up with a reasonable amount of money. I know a lot of papertrading accounts give you 100k right off the bat but realistically, how many of us are going to have that much money to start out with? Set it to something more reasonable like 10-20k if you are trading forex (or even less if all you have is 1-5k to trade with) or 25k+ if you are going to daytrade stocks only because the regulations require you to have at least 25k in your account at all times to daytrade (In this case, I would probably give yourself 30k just to be safe).
If you are looking for a stock screener, ThinkorSwim has a pretty good one. A personal favorite of mine is www.FINVIZ.com which has an awesome screener for finding different chart patterns and conditions (such as prices crossing above 20 bar EMA, trending up, etc)
Think or Swim has stocks, forex, futures, and options. Options are an entirely different beast all together but stocks, forex, and futures are all "yes-no" type of trading while options give you a little more leeway with your mistakes. If you are interested in learning about options, message me and I can help guide you with the right direction and best resources I used to learn options.
EDIT: Due to the amount of PM's I was getting, I have decided to post the options course I started with here https://www.udemy.com/learn-options-trading-courses/ You shouldn't pay more than 10 bucks for it as Udemy does a ton of sales throughout the year. You can also just do a "Udemy coupon" search on google and see what you pull up. Its about 10 hours worth of content and in my opinion it is worth every penny if you are wanting to learn more about options. There are a ton of other great classes on Udemy as well for learning just about anything. Just make sure to read the reviews!
Stocks is kind of the well known market for new comers but I would argue that Forex can also just as easily be traded by a newcomer. Also the benefit of trading Forex is that there is no commission off the bat. Most brokers will charge what is called a spread of some number of pips that you are essentially paying back.
Futures trade in ticks and each tick nets you a gain of some amount or a loss of some amount so I do not suggest any new person to jump into futures until you understand the way markets work. Futures charge commission on each contract you buy or sell. It can be sort of related to Forex since a tick and a pip are essentially the same.
The huge benefit to trading Futures and Forex is that there is NO pattern day trading rule. This means you can buy and sell as many times as you want without being flagged for not having 25k in your account.
  1. Tradimo is a great resource for getting your feet wet with technical analysis. It is free and shows you the ropes with how you can start looking at prices and charts: https://learn.tradimo.com/courses
  2. If there is ever a company you want to pay to help you learn, please do your research first. Type in the company’s name along with “review” at the end of your search and make your educated decision off of that. A lot of these companies have amazing advertising but will never teach you the right way to trade. A lot of them are scams too. I read that there was one trading system which the guy had the secrets of the “code of trading” and only he knew the code but would sell it to you for hundreds of dollars. So many people come into trading with high expectations that if I just pay this company to teach me, I can be like them when in reality that may never happen. Always look at their testimonials with a grain of salt. Read the reviews just like you would on amazon for buying a product. I also like to type in the company's name and add "scam" at the end to see if I get any hits on that. Read the good reviews but also the bad to understand the bigger picture here. Very few will actually teach you how to trade. Also, Reddit is a great place to read up on things like this too. Just add "Reddit" at the end of your search and read up on other users reviews.
Investimonials is also a good place to use as well (but do not use it as your only review source!!! Fake reviews are everywhere) http://www.investimonials.com So before you drop that 1-2k on a course, make sure you do your homework. Don't be fooled by smooth advertising.
  1. A high probability indicator or a holy grail strategy is not out there. If it was, everyone would be using it and making money. And if there does happen to be one, do you really think anyone will want to share it? The only way to get good at trading is to be able to read the charts and read where prices are going. This is through support and resistance and understanding channels. I cannot recommend Mack’s price action YouTube channel enough. https://www.youtube.com/usePATsTrading I am a firm believer that price action is the basis for understanding price movement. Reading an indicator may help but you should not rely on solely indicators to guide you with trading as they may give you a signal to buy when you are at a major resistance level or sell when you are at a major support, both of which could burn you.
  2. My only other advice is to look into markets that let you maximize profits. For some, it is not possible to buy 1000 shares of Apple. While trading low priced stocks lets you buy hundreds and maybe even thousands of shares at once, those stocks are too unpredictable because they can be influenced by individuals who do what is called a "pump and dump" schemes. Plus they can be difficult to read as far as what they are going to be doing next (going up or going down). My recommendation (and it is only my recommendation so only use this as guidance to make your own decision) would be to look into trading forex if you do not have a lot to start out with as some brokers (like FXCM) allow you to buy "micro" lots which let you invest as little as 100 dollars in some cases and have a much better chance of working in your favor due to the amount of people trading the same instrument. Note: There are some discussions about forex market makers adjusting the markets so you get stopped out prematurely. While I have not experienced this, it could theoretically happen? So if you do decide to trade Forex make sure you pick your broker carefully and again read the reviews!
EDIT: I have read that what I mentioned above about Forex is outdated and the brokers are under stricter regulations. Do your own investigation and do not let what I said steer you away from trading forex if you really want to. The big Forex brokers you are able to open an account with in the US are FXCM, Oanda, and Forex.com. You have a lot more options if you are in another country.
EDIT 2: Well it looks like FXCM may get banned from having clients in the US. Apparently they took some trades against their clients to profit on their end and have been using clients accounts to fund their extra expenses. Tread on your own risk.
  1. Above all, do not invest money that you are not willing to lose. I cannot emphasize this enough. Work on a simulator until you feel that your strategy works. This means putting in the time to sit down and analyze every trade you took which worked as well as the ones that didn't work. You need to go back over your mistakes and review why your trade did not work the way you thought it would. Was it because you bought at a high and sold at a low? Was it because you bought at a major resistance level thinking the stock would still go up? Was it because you were impulsive and entered in too early? Was it because you were too slow and entered in too late? This is the most important part about learning how to trade. Putting in the time and work to analyze what you did right and what you did wrong. You will never get better if you do not do this.
  2. Consider subscribing to a free daily financial newsletter such as The Morning Brew. It’s a free subscription that is delivered Monday through Friday to your email before the markets open around 5-6 am central time. It summarizes the big financial topics of the morning in short easy to read sections that you can read over a cup of brew.
I wouldn’t say this is essential for daytrading but it’s nice to read if you are wanting to stay up to date on the financial markets as they will write about companies and stocks to look out for. It’s also not spammy or filled with ads though there are one or two that are listed as “sponsored”. They don’t typically put out a weekend read but instead send it M-F.
https://www.morningbrew.com/?kid=08944ba0
I want to make this subreddit not only as a resource for newcomers but also for those who wish to improve their skills with learning how to day trade. I do not want this subreddit to become spam and companies trying to sell dreams. We all need to keep a realistic vision on what learning the market entails because this is a journey. No one becomes a doctor in a day or even a week and you should expect the same becoming a trader. Making consistent money in the markets can be very challenging and most wont ever make it, but it can be very satisfying once things start to click and you can live a very different life if this ever happens.
submitted by KingPrudien to Daytrading [link] [comments]

After 9 months of obsession, here is my open source Node.js framework for backtesting forex trading strategies

TL;DR There's lots more to the story. But the code is all open source now. Have at it. I'm too exhausted to continue with this. If you'd like more details, feel free to message me. If you happen to carry on with this project or use any ideas from it, I would greatly appreciate it if you could keep in touch on your findings. If anyone has any insights, please feel free to comment or message me.
I've spent the last nine months working furiously on this. I started a project for backtesting strategies against data I exported from MetaTrader. I had a very powerful computer crunching numbers constantly, trying to find the most optimal configuration of strategy indicator inputs that would results in the highest win rate and profit possible.
Eventually, after talking with a data scientist, I realized my backtesting optimizer was suffering from something called overfitting. He then recommend using the k-fold cross-validation technique. So, I modified things (in the "k-fold" forex-backtesting branch), and in fact it provided very optimistic results when backtested against MetaTrader data (60 - 70% win rate for 3 years). However, I had collected 3 months of data from a trading site (by intercepting their Web Socket data), and when I performed validation tests against that data using the k-fold results created from the MetaTrader data, I only got a ~57% win rate or so. In order to break even with Binary Options trading, you need at least a 58% win rate. So in short, the k-fold optimization results produce a good result when validation tested against data exported from MetaTrader, but they do not produce a good result when validation tested against the trading site's data.
I have two theories on why this ended up not working with the trading site's data:
For the strategy I use the following indicators: SMA (Simple Moving Average), EMA (Exponential Moving Average), RSI (Relative Strength Index), Stochastic Oscillator, and Polynomial Regression Channel. forex-backtesting has an optimizer which tries hundreds of thousands of combinations of values for each of these indicators, combined, and saves the results to a MongoDB database. It can take days to run depending on how many configurations there are.
Basically the strategy tries to detect price reversals and trade with those. So if it "thinks" the price is going to go down within the next five minutes, it places a 5 minutes PUT trade. The Polynomial Regression Channel indicator is the most important indicator; if the price deviates outside the upper or lower value for this indicator (and other indicators meet their criteria for the strategy), then a trade is initiated. The optimizer tries to find the best values for the upper and lower values (standard deviations from the middle regression line).
Additionally, I think it might be best to enter trades at the 59th or 00th second of each minute. So I have used minute tick data for backtesting.
Also, I apologize that some of the code is messy. I tried to keep it clean but ended up hacking some of it in desperation toward the end :)
gulpfile.js is a good place to start as far as figuring out how to use the tools available. Look through the available tasks, and see how various "classes" are used ("classes" in quotes because ES5 doesn't have real class support).
The best branches to look at are "k-fold" and "master", and "validation".
One word of advice: never, ever create an account with Tradorax. They will call you every other day, provide very bad customer support, hang up the phone on you, and they will make it almost impossible to withdraw your money.
submitted by chaddjohnson to algotrading [link] [comments]

[Table] IAmA: I used to work as IT support at the main office of one of the largest oil companies in the world. AMA!

Verified? (This bot cannot verify AMAs just yet)
Date: 2013-06-23
Link to submission (Has self-text)
Questions Answers
What's the dumbest question someone has ever asked you in your job as IT support? I can imagine that there'd be quite a few! There were many questions indeed. What amazed me the most is that people who worked with a program that costed a few hundred thousand dollars in licencing actually had no idea how a computer worked.. Also all these damn lawyers requesting a larger Outlook inbox, having no idea about what a megabyte was and that there could actually be limitations in a computer.
Anyway, the dumbest and most annoying thing was probably the time I got a servicecall from a user complaining that his mouse didnt work properly. I had to walk from my office across the entire building (about 10 min walk), just to find out that it he actually just thought his mouse cord was too short. Because he had twisted it about 3 times around his screen / other equipment. I untangled the cord and asked him if that solved the problem, the answer was yes, yes it did.
Haha wow! That'd really have ticked you off! I'm currently studying Year 11 and I want to go into IT somewhere in the future, somewhere in networking. How did you get into the position you are currently in? Do you have any advice? As disappointing as it may sound, alot of IT jobs is gotten through connections with people. I had a friend who managed to get me an job interview at this place and the boss really liked me, so I got the job.
My best advice is to get out there, even for free internships or whatever. You don't need alot of "school knowledge" as you will be given alot of training at the job.
When searching IT jobs (especially onsite/support), just ignore the requirements. I'm lacking alot of the certificates that would be required of me, but yet, here I am.
Also onsite support is a great way of starting out, as your job description will pretty much say that all you do is general support to users, but as you will be the only IT guy around, you will usually be trained in alot of other things aswell, and it's not required of you to know much beforehand. :)
In IT, do you ever have to make your own network cable? If so, how do you do it? Yea you do, you basically just put the cords in the socket, hehe. Link to www.wikihow.com
Howdy. What do they use the 3D projectors for? And did they really need them, or is there enough money floating around that it's easy to get approval for whatever they want? I believe the large, proper, 3D projectors were used for highend meetings and conferenses, also to somehow project oilpipe blueprints in 3D and things like that.
They probably did not need them, but I can certainly see the advantage in projecting something over a conference room instead of browsing around in a CAD program or such.
The smaller 3D projectors were used for random things, meetings and whatnot, also Game of Thrones and World of Warcraft :) They required 3D glasses though, the larger ones didn't.
EDIT: Yes, there was a huge amount of waste. Every piece of equipment had to be really high-end and as soon as something was used it was thrown away, as the companies management couldn't be expected to work with "used" equipment.. This was everything from expensive headsets and webcams to mouses, keyboards and even computers.
Were you able to keep any of these expensive things they just threw away? Where I work, people can recycle laptops and desktops, so we'll pull some RAM, wireless cards etc if we need a part. Nopes, like I previously wrote, it was all strictly sent for demolision/recycling, atleast the computer parts. We were free to take cables/mouses/cameras etc though.
Well to be fair, it's not like they are ever going to run out of money, so why not get the top shelf stuff? This is true. The company among the top 50 companies world wide, so I guess they had quite a bit of money to spend.
What were your day to day responsibilities? To make sure that everything was up and running. As onsite support you are pretty much responsible for everything there is, even if its not actually what you are hired to do.
Common tasks could be to exchange equipment, install and set up program configurations, assisting conferences (sitting in a corner making sure everything works as intended, and to fix any possible issue within seconds).
Also being comforting and telling everyone that everything is going to be alright.
What was the most complex problem you had to fix? Alternatively, where there special engineers who worked on the especially complex equipment? To be honest, there weren't alot of real complicated IT issues for me as I was onsite. Port configurations, tunneling and security issues etc were handled by our IT department located in another city (I suppose your question was only regarding IT).
I guess some of the more complicated things for me would be setting up the projectors and various conference rooms, being live support in major meetings, also various networking issues.
How much porn have you found? Actually, none (not at that company atleast). There were so many restrictions on the computers and the net, also we weren't really allowed to troubleshoot properly. Also everything was automatically synced to the company servers.
If there were an issue that we pretty much could not solve on the spot, the computer would be reinstalled and given back to the same user. If that did not solve the problem, the computer would be sent to demolition and a new one would be given out to the user.
Why not just take out the hard disk and donate the old hardware? Because traces of data can be stored in other places than the drive. The company had a contract with some "green" disposal firm that recycled as much as they could, though.
Link to images2.wikia.nocookie.net
Because traces of data can be stored in other places than the drive. What the hell are you talking about? There's no data anywhere other than the drive. See answer above. You really are clueless.
What's the standard issue equipment to their employees? It really depends on their assignment. Laptops were usually HP Elitebook 8570 series, stationary computers were in the HP Z800 series (Google the speccs, a computer could cost around $50 000-$80 000).
I would be very surprised if you were issuing Z800's to the average user. the HP8200/8300 series is much more common. Z800's are used for low to mid range servers. Not the average user, no, I reckon it was mostly for the people working with heavy CAD applications and whatnot. It was our most high-end workstation, but in a building with almost 2000 workers I guess that we had about a hundred atleast.
Sure you don't have a few too many zeroes in that price range? I just Googled Z800's and HP lists them as starting at $2200. For $50-80k I could have a Cray CX1 supercomputer on my desk. Starting at $2200, yes. I'm not completely sure about the price as I did not actually order them, but they came with over 200GB of RAM etc.
May I ask why you do no longer? I was working at an IT consultant so I was only there for a few months. I actually do still work for one of the largest oil companies in the world, just not the same as before. I asked a mod nicely to change the description a bit.
Do they pay their IT folks well? I believe I was very underpaid but then again I was only a consultant.
The $30MM 3D projectors used for displaying reservoir models? I believe so, amongst other things.
But he said he "used" to work there ? I do still work for another major oil company that fits the description just as well :)
What help desk ticket system do you use (custom, out of the box, none, etc.)? What do you like about it? What do you hate about it? How would you want it improved? We mainly used (and I still do at my current workplace) HP OpenView Service Desk.
Lots and lots of functions, don't have much complaints on it (atleast not the newer versions).
Not sure how I'd improve it, perhaps by adding a neat export functions to get pretty .pdf docs of my cases.
Are you hiring? Also, did you get a degree or certs before landing this position? I do not believe they are, atleast not in the IT department.
I didn't have much prior education at all to be honest, lacking all of the certs that would usually be required. I was quite lucky to get this job and I learned alot during the time I was there.
Never had any issues getting a job since then though due to good recommendations from this place, like I previously wrote I work at a similar company right now.
Reynholm industries? Nope!
Do you have any conflicting moral feelings because of the industry you work in? Not really, it might have been worse if I worked for BP ;o)
Every time the company struck oil we got cake!
Did you do any support for their energy/forex desks?? Not quite sure. We had around 2000 users in various departments (including CAD, drilling, legal, CEO's etc).
What is your daily personal hygeine routine? Do you brush your teeth before or after breakfast? After breakfast, ofcourse!
Have you broken any expensive equipment? Well, not really. A colleague of mine managed to tip over about 10x Elitebook 8570p that was stacked on a 2 meter high shelf.
As for me, I was carring around 5-6 laptops, dropped one and out of pure reflex I kick it with my food straight into the wall. It survived with a few bruises though!
Is the 3D projector used to help see how shale formations actually look so that they can be fracked/drilled? I have heard that. Yep, this was also the main thing that the Z800 computers was used for.
30 million dollar 3D projectors eh? Yep. I can provide a few pictures later if people are interested.
How much did you make? About $50.000 a year as 1st/2nd line.
Why did you stop and what are you doing now? See answer above.
Any renewals coming up that I might bid for? Hehe, not that I know of.
Hey there. What was your starting pay like? Around $50.000 a year.
I don't know the details of what he emailed you, but an email address alone should not count as proof. Changing email headers is really easy. Link to en.wikipedia.org. Yes, I agree with this but I wasn't really sure how else to prove it.
Hey, I've lost the self-destruct code from that deep-sea rig. Send it! Well ofcourse. I'll PM you the new one!
Last updated: 2013-06-28 11:34 UTC
This post was generated by a robot! Send all complaints to epsy.
submitted by tabledresser to tabled [link] [comments]

How to build tick MYSQL historical database for forex trading with C# bulk data loader How to use 70 Tick Charts in MT4 FREE - Video #1 Tick Data Suite Reviews  Forex Trend Trading

Free Tick-Level Data Being traders ourselves, we appreciate that tick-level data is necessary for most forms of algorithmic trading strategy development, particularly where strategies target intraday volatility and/or short-term movements and need to have been backtested robustly in order to perform as expected. Free Tick Data Download A lot of tick data sources are available online and this is an attempt to cover some of the most well and popular providers where tick data are free to download Tick Data Suite Guide [OUTDATED] On arriving to this guide, it's assumed that you already downloaded the desired tick data and it was converted to an FXT file and several HST files, each of which is setting in ... Download free historical tick data and trading resources for Forex, Commodities, Crypto-currencies & Global markets. Join our community of traders today! Forex Tick Data. Other Questions. Close. 2. Posted by 4 months ago. Forex Tick Data. Other Questions . Hello, I've been using tickstory to optimize my EA for the past couple months. It works well, but it takes a long time to do because it's the lite version. Does anyone know where I can get free downloadable tick data? Highest quality as possible please. 6 comments. share. save hide report. 76 ... Free tick data is available at https://freetradingdata.com. (Data is updated monthly) Note: Support is now moved to the Agility Software Forum No third party software required - just place the read-only data (unzipped) in your \tester\history directory for 99% accuracy in backtests. Forex Tick Data is a desktop application connecting you to commercial quality forex tick data. The data provided is “tradable” in that it represents the true retail foreign exchange market. Too often, data providers “over clean”, making historical data inaccurate, thus providing false results when used for testing and analysis. Our data is free of abnormal gaps and spikes, yet, ensures ... By far the most popular tick data source, Dukascopy offers free data spanning from 2003 (for most currencies) to now. Despite being offered at no cost, it’s commercial-quality data and it actually approaches the 99% quality displayed in the strategy tests (which, by the way, is just a number in the FXT header). From what I can tell, it is updated hourly and the source is none other than the ...

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How to build tick MYSQL historical database for forex trading with C# bulk data loader

I give brief run down on how to accomplish this using these tools. I also provide a MYSQL SQL file to create your forex tick data historical database in FREE MYSQL. This is over 2 years of ... My Broker: https://bit.ly/MyFXBroker Become a Funded Trader: https://bit.ly/FundedTrader FX Blue Tick Charts: https://www.fxblue.com/appstore/12/tick-charts-... Demonstrates how to download free historical tick data for your trading platform in 3 simple steps! Data covers Forex, Commodities, Indices and Stocks from Dukascopy. free forex tick data. Category Howto & Style; Show more Show less. Loading... Autoplay When autoplay is enabled, a suggested video will automatically play next. Up next Volume in Forex - Duration ...

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