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Free tick data from Dukascopy : made a tool and...
I've made a tool to download historical datas from Dukascopy and convert them to usable files for Strategy Trader.
The only "problem" so far is that Dukascopy's spread, for many reasons, is much lower than FXCM's one (something like 2.5 to 3 times lower) so this spread may not reflect perfect trading with FXCM (I will add a function to "simulate" FXCM's spread).
Now this tool allowed me to download tick datas and import them to ST and I realised one thing : despite all datas are stored somewhere in Quote Manager, it seems that when you try to use datas in ST, it loads ALL the datas in memory, even datas you can't actually see.
Wouldn't be more usefull to load those datas only when a strategy or user require it ?
You ask a very interesting question.
Strategy Trader does not load data in memory that is not being used on a chart. So if you do not have data loaded on a chart, it should not be in the memory of the program. In your situation, you would need to refresh that charts for it to get the data from the updated files you are using.
As far as the differences between the spreads of Dukascopy and FXCM:
For our FXCM Active Trader members we are able to setup the pricing in one of two ways:
1. Reduced Spreads: Whereby we provide the client with our Institutional Raw Spread + a 1 pip markup.
2. Commission Pricing: Whereby we provide the client with our Institutional Raw Spread + $10 round turn commission per 100K traded.
Both options give the trader an immediate 35 - 40% reduction in round turn transaction costs across the majors.
The major difference is that on a Reduced Spreads setup everything is contained within the spread. So, once you have covered the spread on your trade everything after that point would be profits. Whereas on Commission Pricing you will start off negative the institutional spread as well as pay a $5 commission on the open and close of the trade - if you are trading a 100K (standard) lot.
Most clients prefer pricing model #1 (Reduced Spreads) as they only have to take in consideration that spread - rather than spread + Commission.
Below is a webinar that goes into more depth about our Pricing Options:
http://forexforums.dailyfx.com/activ...w-pricing.html (Raw Pricing)
For more information on Active Trader please contact firstname.lastname@example.org .
Let us know if you have any other questions.
Hello and thank you for your reply,
Of course I didn't said the datas were loaded because the chart was set up to test a long period of time (1 full year with both ASK and BID price with tick data so 2 GO in memory for this single chart, go figure...). It seems logical at first glance but I was wondering if there can't be a better way to make it run...
Main problem is the spread not being included in the default chart so we have to open 2 different charts, it would be much easier to just have a single chart with bid price and spread referenced (or ask and bid). 2 charts isn't a good idea if you ask me.
When dealing about spread, I wasn't telling FXCM's one is not good, I even said "for many reasons", the ones you explained here. Dukascopy's spread comes with advantages and drawbacks, like FXCM's one, of course...maybe I wasn't clear enought, my only concern was the datas were with Dukascopy's spread I had to translate in FXCM's one, nothing else
Btw, if you are interested in such a tool...just let me know.
If your planning to use other than time bars you might find it beneficial to compare the number of ticks per day, week and month as between DC and the data in ST.
Hello dear friend! Please tell me, can you give me your tool?
Thank you! Best regrards, Anton.
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