Not sure if it helps, but give it a try:
FX is traded 24 hrs, thus the timestamp of your MT broker may be stamped differently as compared to finam (=Russia) data. Be careful with data selection in FX anyways, it's an interbank market that is not watched by "authorities", hence is not regulated. Data from one provider may be more volatile, compared to another. Having too little information about your project, it's difficult to give you better advice than this: When backtesting a FX-System, be sure that the data comes from the broker you want to trade with! If you're thinking of buying data, you might stumble across their site: http://disktrading.is99.com/disktrading/ Unfortunately the FX data is very very noisy and I abandoned it for system development in FX (unless you trade on daily charts). Their futures data is ok (as in ok, not outstanding), though. Here's another free data source you may wanna play with. http://www.dukascopy.com/swiss/english/data_feed/csv_data_export/ Last but not least: IMHO always give ECN brokers a preference, they're interested in executing your trades only and don't act as a market maker. IB is an ECN borker, MB Trading (has MT4) is another one. From: [email protected] [mailto:[email protected]] On Behalf Of BruceD Sent: Dienstag, 6. Juli 2010 06:59 To: [email protected] Subject: [amibroker] FOREX brokers and data feed differences This is my first post on this forum so please point me in the right direction if I'm doing something wrong. I'm looking for advice from someone who may have been down this road allready. I've been trading FOREX using MQ4 for a few years, but have allways been frustrated by its inadequate back testing capabilites. I recently found AmiBroker and Howard Bandy's books. This has been a real quantum leap for me and I'm anxious to apply some of the methods I've learned. Here's the problem: Using AmiQuote to download FOREX history, the data feed comes from FinAm. Using the backtesting and optimization tools in AmiBroker I've develped a succesfull trading system, however, I don't have a broker set up to accept live trades from AmiBroker yet. As a test, I wrote the same system in the MQ4 system with my existing broker and ran it live for a while. Its performance was poor. Further research has shown that difference in performance is due to the fact that the data from FinAm and that from my MQ4 based broker (IBFX) is very different! I would like to switch to a FOREX broker that will allow me to do live trading from AmiBroker, hopefully that uses the same data source as FinAm, and of course that has reasonable rates. If I read the info on FinAm's website properly, their "small USD 10" fee per trade in addition to a higher than normal spread is a deal breaker for me. Has anyone else experienced this issue with FOREX data? Does anyone have a broker they are doing live FOREX trading with via AmiBroker that they are happy with? I do a lot of intra-day trades. Any suggestions would be appreciated. Again, if I'm posting incorrectly or in the wrong area, please let me know. Thanks!
