*Free high quality Tick Data for MT5: strategyquant.sjv.io/m5Myxa *Free multi backtest portfolio anaylsis: strategyquant.sjv.io/zNMGd7 *EA Builder/Strategy Development: strategyquant.sjv.io/y2MAMy Use coupon code < BM10 > for 10% off on all StrategyQuant products. I am super stoked to announce that I partnered with StrategyQuant. They provide great tools for us algotrader such as a tick data downloader for MT5 price data or a multi backtest portolio analysis tool. They also offer a fully functional EA builder that helps you to create and optimize trading strategies for many trading platforms without coding. If you follow this channel for a while you will know that I do not work with a lot of partners and choose cooperations carefully. After having some calls with the team and trying the products I immediately realized the benefits for my own strategy development and trading. Therefore I am happy for the chance to promote their products. The developer team at StrategyQuant put over 10 years of work into creating these programs and they still provide standard versions completely free of charge. This is a great way to get used to the program and eventually purchase a pro license if you want to use every feature it provides. Hope you like the tools! All the best and good trades :) René
Recently i found out that in tester esp. in indexes there are blackout periods, for example when testing 4 year us500 ea , last two years are without any trades.
Is there no data at all or just not for specific hours? I also realized this in the dukascopy data. For some years in the dow jones there were missing hours in the morning.
I test on ic markets broker data, when check dates from 2020 to 2024 last trade ea makes is in 2022, but then when i separatly test period 2022 to present date of 2024 new trades are carried out but for example only till the end of 2023, and further test show trades alson n 2024. It doesnt matter whether i test on open prices or one minute ohlc. it looks like some tester error.
Hi René, awesome tool this Quant Data Manager!! Let me ask you some piece of advice on how to integrate trading costs when backtesting using this data? Should we? I noticed the data includes Bid and Ask, so, I guess the spread is "already there", correct?.. Or not necessarily? But, it is the spread from Dukascopy... What I'm thinking is: "can we have that spread as a good reference, so to speak?.. And just use it quite reliably? And what about comissions, do you think we should add some comissiona on the strategy tester when backtesting? Thanks a lot!!
You should definitely integrate trading costs ;) The commission can beset up in the MT5 tester directly. Maybe I should make another video for this. THe spead is already in the data. If your broker has a completely different spread it might make sense to adjust the spread for the custom data. That can be easily done using a mql5 script. Check this out: ruclips.net/video/7be9p3gVZd8/видео.html
Hi René, Great video again ! I wonder if we can implement other (custom) trading costs than spread and commissions in the backtest ? For instance, can we simulate slippage, rollover fees, etc. ? If yes, how ? Could you make a video about it, it would be great for the comminity.
Hi Rene - i'm a novice learning from your channel - thank you your videos they are awesome. I have downloaded tick data without any problems following your video however I have a question when I backtest say your Turnaround Tuesday strategy I can see that their must be missing data as it starts off okay being the Monday but then it jumps to say a Thursday etc. I used the free version download do I need the paid version or am I missing a step - do I need to analyse the downloaded data for gaps etc? don't know where to go from here would appreciate any advice as I can't get the testing data right I can't move forward. TIA :)
Hi Rene, thank you for your video! I wonder, since the data comes from Dukascopy, I could also use the Ducascopy MT5 demo account for trading and use it for backtesting? I would achieve the same history data quality or am I wrong?
I have a question. I have uploaded the data to IC Markets and also tested it. But now I only have a live account with Vantage. Is that a problem or can I plan with vantage with similar results as in the IC Markets environment?
does the .CSV file have expiration date? because i cant use it now after several tests. Im getting "connection closed" error from Core1 Agent in Journal in MT5 strategy tester
Thank you Rene! Really helpful tool 👍 What do you do when testing for example the Open Range Breakout EA if your Brooker changes the server time from UTC+3 to UTC+2 in winter and from UTC+2 to UTC+3 in summer? Are there significant differences in the results if you choose either UTC+2 or UTC+3 for the time settings of the data and test a whole period of several years? Do you have experience of this?
You mean for testing? I do not really care about the DST when testing. I just use the same settings for the whole testing period and just make sure that my testing data takes the DST into account.
Hi Rene, thanks very much for this great information I have bought a subscription to download the data fast. But is it necessary to change the time zone?
Rene... your IP is visible at he top of the screen... or IP of your VPS with trading trading machine.... seems risky. Besides great video and chanel. Keep doing it. :)
Actually I do not really work with the MT4 at the moment. But I am sure that you can read about this on the StrategyQuant website. Or ask their support. They know the product best :)
Hi Rene, Thanks for the video. I'm also using ICMarketsEU. Could you please clarify why you imported the data in EST+7 New York Trading hours? Why not UTC+2?
EST+7 is UTC+2 ;) It is more about the DST shift. In the Quant Data Manager the EST+7 timezone uses the US daylight saving time shift dates and IC Markets also uses these.
Hey René, I just did the steps you described, but when I want to export the data set it says the new symbol "... doesn´t contain any data". Can you help?
I deleted the symbol data (somehow it didn´t contained any data) and downloaded it again. Now it worked :) Thanks a lot anyways for your reply! Support is a good hint :P
this tool is nice but it doesnt have US30 or ES .... where do you find the data to test your stock and indices strategies like go long and turn around tuesday?
Great video Rene, thanks for posting I notice at the end of your video it says 99% history quality, not 100%. Do you know why? With TDS I always get 100%
Actually it is kinda similar I would say. BUT this one is a lot cheaper. So considering this I would use it every time over tickstory or the tick data suite now.
Okay so this only happened with Dukascopy, tried DarwinX and the(their) tick data worked fine(I don't know about the quality) but I'd still like to know what the issue was incase it's happens again with DarwinX so feel free to chime in.Thanks in advance
@ReneBalke ah gotcha, there aren't many programming tutorials online for mt4 and mt5 in general so you're already sticking out in the niche. Keep up the awesome work!
I use a VPS from Strato. Have a look at this: ruclips.net/video/9O1wElRvX2E/видео.html It is not free though and it is a German provider. So I do not think it is good for you if you do not speak German. So far I did not find free VPS solutions.
If we use data from them, and our broker has different TDRL, there which one will be reliable and fit to the strategy? Knowing of course the filters needed, market phases and conditions.. thanks man!
What is TDRL? But in general it always depends on the strategy. I made some tests and the results where very similar in the tests compared to a live account. I had other programs (especially short term trading programs that use many stop orders) and the results were very different.
@@ReneBalke i totally agree, sorry about TDRL, it's just tick data on real time hahaha go you there!.. so so far with walk forward testing and analysis, the data shows promising like how much do you think is the difference in trade counts and PNL?
@@dijae Ahhh got it :D:D What is PNL?... Just kidding :D:D:D In my comparisons the trade count can be off by 1-3% I would say and PNL also by up to 10%. But often the live results have been slightly better even.
@@ReneBalke haha cool that sounds like a fair value. Were you testing on ecn or standard? I was using tickstory but I think there's more into strategyquant
René is it possible to ask you to test my robots, availabe in mql5 marketplace? It is very important for me to get some feedback from someone like you. I would really appreciate.
100% modeling quality is not meaning 100% backtesting result as same like forward testing. actually 90% of default set mt5 backtesting and this 100% result will be similiar . i don't think so this software have much benefit.
*Free high quality Tick Data for MT5: strategyquant.sjv.io/m5Myxa
*Free multi backtest portfolio anaylsis: strategyquant.sjv.io/zNMGd7
*EA Builder/Strategy Development: strategyquant.sjv.io/y2MAMy
Use coupon code < BM10 > for 10% off on all StrategyQuant products.
I am super stoked to announce that I partnered with StrategyQuant. They provide great tools for us algotrader such as a tick data downloader for MT5 price data or a multi backtest portolio analysis tool. They also offer a fully functional EA builder that helps you to create and optimize trading strategies for many trading platforms without coding.
If you follow this channel for a while you will know that I do not work with a lot of partners and choose cooperations carefully. After having some calls with the team and trying the products I immediately realized the benefits for my own strategy development and trading. Therefore I am happy for the chance to promote their products.
The developer team at StrategyQuant put over 10 years of work into creating these programs and they still provide standard versions completely free of charge. This is a great way to get used to the program and eventually purchase a pro license if you want to use every feature it provides.
Hope you like the tools!
All the best and good trades :)
René
Dude. The. Quality. Thanks!!!
Thank you René !
Recently i found out that in tester esp. in indexes there are blackout periods, for example when testing 4 year us500 ea , last two years are without any trades.
Is there no data at all or just not for specific hours? I also realized this in the dukascopy data. For some years in the dow jones there were missing hours in the morning.
I test on ic markets broker data, when check dates from 2020 to 2024 last trade ea makes is in 2022, but then when i separatly test period 2022 to present date of 2024 new trades are carried out but for example only till the end of 2023, and further test show trades alson n 2024. It doesnt matter whether i test on open prices or one minute ohlc. it looks like some tester error.
@@aleksander4711 Weird maybe it is an EA issue?
this could be true, but it behaves this way mostly on indexes and tf like 5 or 15 min. i have to try another source of data and let You know.
It looks there was a problem with EA, a flag was not reset on certain market conditions.
can you make a tutorial video about using the QuantAnalyzer?
Thank you Mr RENE 👍
Amazing video René thanx a lot for the share and well explained 👌
Thank you for that René!
Hi René, awesome tool this Quant Data Manager!!
Let me ask you some piece of advice on how to integrate trading costs when backtesting using this data?
Should we?
I noticed the data includes Bid and Ask, so, I guess the spread is "already there", correct?.. Or not necessarily? But, it is the spread from Dukascopy...
What I'm thinking is: "can we have that spread as a good reference, so to speak?.. And just use it quite reliably?
And what about comissions, do you think we should add some comissiona on the strategy tester when backtesting?
Thanks a lot!!
You should definitely integrate trading costs ;) The commission can beset up in the MT5 tester directly. Maybe I should make another video for this. THe spead is already in the data. If your broker has a completely different spread it might make sense to adjust the spread for the custom data. That can be easily done using a mql5 script. Check this out: ruclips.net/video/7be9p3gVZd8/видео.html
Hi René,
Great video again !
I wonder if we can implement other (custom) trading costs than spread and commissions in the backtest ?
For instance, can we simulate slippage, rollover fees, etc. ? If yes, how ? Could you make a video about it, it would be great for the comminity.
@@David_Pendragon not really easy actually :/ i think you would have to track these things manually in your code
Interesting. Are there any other platforms able to do such things ? Strategyquant for instance ?
Hi Rene - i'm a novice learning from your channel - thank you your videos they are awesome. I have downloaded tick data without any problems following your video however I have a question when I backtest say your Turnaround Tuesday strategy I can see that their must be missing data as it starts off okay being the Monday but then it jumps to say a Thursday etc. I used the free version download do I need the paid version or am I missing a step - do I need to analyse the downloaded data for gaps etc? don't know where to go from here would appreciate any advice as I can't get the testing data right I can't move forward. TIA :)
I think I will just purchase...... I can see that the paid version is verified and I am sure I will be needing this date in the future - thanks
It's so wired that I had to press the request button after importing, which troubles me for 3 days! Thanks Rene!
Hi Rene, thank you for your video!
I wonder, since the data comes from Dukascopy, I could also use the Ducascopy MT5 demo account for trading and use it for backtesting?
I would achieve the same history data quality or am I wrong?
I have a question. I have uploaded the data to IC Markets and also tested it. But now I only have a live account with Vantage. Is that a problem or can I plan with vantage with similar results as in the IC Markets environment?
thanks for explanation
does the .CSV file have expiration date? because i cant use it now after several tests. Im getting "connection closed" error from Core1 Agent in Journal in MT5 strategy tester
Thank you Rene! Really helpful tool 👍 What do you do when testing for example the Open Range Breakout EA if your Brooker changes the server time from UTC+3 to UTC+2 in winter and from UTC+2 to UTC+3 in summer? Are there significant differences in the results if you choose either UTC+2 or UTC+3 for the time settings of the data and test a whole period of several years? Do you have experience of this?
You mean for testing? I do not really care about the DST when testing. I just use the same settings for the whole testing period and just make sure that my testing data takes the DST into account.
Hi Rene, thanks very much for this great information I have bought a subscription to download the data fast. But is it necessary to change the time zone?
@@daleenkleyn741 make sure to watch the complete video ;) i explain how to clone the data to a timezone
Thanks Rene. But I mean, is it necessary to clone the data to a timezone, what if I skip that step because I do not trade during certain time zones?
Rene... your IP is visible at he top of the screen... or IP of your VPS with trading trading machine.... seems risky. Besides great video and chanel. Keep doing it. :)
PERFECT TUTORIAL :)
Hi Rene, is it possible to make a video showing how to handle and upload the data with/into MT4? I would really appreciate that 😊
Actually I do not really work with the MT4 at the moment. But I am sure that you can read about this on the StrategyQuant website. Or ask their support. They know the product best :)
Is such a report a 100% reflection of the strategy or is there any margin of error?
I would like to do MT4 backtesting with a cent account. Please show us a proper way of cent account backtesting. Thank you very much.
with significantly different outcomes that metaquotes data, now just which will I trust?
Thank you! 😁
Hi Rene,
Thanks for the video.
I'm also using ICMarketsEU. Could you please clarify why you imported the data in EST+7 New York Trading hours? Why not UTC+2?
EST+7 is UTC+2 ;) It is more about the DST shift. In the Quant Data Manager the EST+7 timezone uses the US daylight saving time shift dates and IC Markets also uses these.
How can I get the DE40 symbol from Quant Data Manager?
thank you
I think it is Ger30
Hey René, I just did the steps you described, but when I want to export the data set it says the new symbol "... doesn´t contain any data". Can you help?
Make sure to ask the quant data manager support team about this :) maybe you just forgot to select the data you want to export?
Did you select the data you want to export? Also make sure to ask the support about this :)
I deleted the symbol data (somehow it didn´t contained any data) and downloaded it again. Now it worked :) Thanks a lot anyways for your reply! Support is a good hint :P
Hi René, can we just import ticks from theQDM csv directly to the original symbol (like EURUSD) without creating a new custom symbol?
I think this is not possible in MT5. The data for the "normal" symbol is always coming from the broker what kinda makes sense ;)
this tool is nice but it doesnt have US30 or ES .... where do you find the data to test your stock and indices strategies like go long and turn around tuesday?
Did you check the dukascopy data? You will find the indices and stocks ;)
Great video Rene, thanks for posting
I notice at the end of your video it says 99% history quality, not 100%. Do you know why? With TDS I always get 100%
Maybe i included some days without data in my test.
Hi bro, question. That data can be used to optimized a bot?
Yes
Hey Rene, do you think this tool is better than tickstory?
Actually it is kinda similar I would say. BUT this one is a lot cheaper. So considering this I would use it every time over tickstory or the tick data suite now.
@@ReneBalke Ah okay 👍 Thank you for your reply 👍
What about real time spreads?
Guys, am getting a "Real ticks not found" error when using QDM what could be the issue😢
Okay so this only happened with Dukascopy, tried DarwinX and the(their) tick data worked fine(I don't know about the quality) but I'd still like to know what the issue was incase it's happens again with DarwinX so feel free to chime in.Thanks in advance
my FTMO MT5 is on GMT +3
Curious do you plan on making any tutorials how to code an ai neural network EA that can create its own strategy?
Phuuu honestly I do not really see this :D I am not an expert when it comes to AI and this does not sound like an easy task :D
@ReneBalke ah gotcha, there aren't many programming tutorials online for mt4 and mt5 in general so you're already sticking out in the niche. Keep up the awesome work!
@@DalazG Thanks!
Hello René. I thought that MT5 was already giving us high quality tick data. When I test real tick data, the results come with 100%.
Depends on your broker. Most broker only provide tick data for some month at max.
@@ReneBalke I work with Activtrades and I can test for more than 4 years wit 100% data.
So you would have to download data every month for example, right ?
Yeah if you want to have up to date data you have to update it frequently ;) but in this case you only have to import the missing data to mt5
where do u rent your VPS, are there any free VPS services that you know of?
I use a VPS from Strato. Have a look at this: ruclips.net/video/9O1wElRvX2E/видео.html
It is not free though and it is a German provider. So I do not think it is good for you if you do not speak German. So far I did not find free VPS solutions.
Have you used AI bot to trade and Do you think AI bots are better and more stable than traditional bot and why?
Never used it and not really a fan of it. But also I am not an AI expert..
If we use data from them, and our broker has different TDRL, there which one will be reliable and fit to the strategy? Knowing of course the filters needed, market phases and conditions.. thanks man!
What is TDRL? But in general it always depends on the strategy. I made some tests and the results where very similar in the tests compared to a live account. I had other programs (especially short term trading programs that use many stop orders) and the results were very different.
@@ReneBalke i totally agree, sorry about TDRL, it's just tick data on real time hahaha go you there!.. so so far with walk forward testing and analysis, the data shows promising like how much do you think is the difference in trade counts and PNL?
@@dijae Ahhh got it :D:D What is PNL?... Just kidding :D:D:D In my comparisons the trade count can be off by 1-3% I would say and PNL also by up to 10%. But often the live results have been slightly better even.
@@ReneBalke haha cool that sounds like a fair value. Were you testing on ecn or standard? I was using tickstory but I think there's more into strategyquant
@@dijae i use dukascopy data for testing and a ic markets raw spread account for live trading
You should also show how to import the data into mt4.
Yeah maybe but actually I do not work with MT4 anymore :D If you need help with it make sure to ask the StrategyQuant support team :)
the download speed drives me crazy man. too slow compare to TDS. but the 14 days has expired. now I dont know where to get
Bro you can just get the pro version :D it is not expensive and with my code BM10 you even get 10% off ;)
René is it possible to ask you to test my robots, availabe in mql5 marketplace? It is very important for me to get some feedback from someone like you. I would really appreciate.
It is possible to ask but I would kindly deny :D I get too many requests like this so I hope you will understand.
Well this is great
How to backtest EA on MT4
100% modeling quality is not meaning 100% backtesting result as same like forward testing.
actually 90% of default set mt5 backtesting and this 100% result will be similiar . i don't think so this software have much benefit.
agreed. for me it is not about the % quality but more about the price data itself. not every broker provides the 1M price data for so many years.
thank you