Posted By: trenki2
Dukascopy Tick Downloader - 08/27/16 17:08
For anyone who wants to use the free Dukascopy data for backtesting in Zorro I have C# code at my github repository that I can share: https://github.com/trenki2/DukascopyTickDownloader
The code downloads the free Dukascopy Tick data and converts it into various formats f.i. ForexTester M1 bar data that can be imported in MT4 but also Zorro .t1 and .bar data. To update the already downloaded data just run the program again.
The code can also be used to convert the free ForexTester M1 data that goes back to 2001 to the Zorro .bar format.
It also stores the spread data in an associated pseudo asset file e.g. EUR/USDs that can be used for variable spread backtesting. This works with T1 data but also with the Bar data so one can do variable spread backtesting also with the free Zorro version like in the following example:
The code downloads the free Dukascopy Tick data and converts it into various formats f.i. ForexTester M1 bar data that can be imported in MT4 but also Zorro .t1 and .bar data. To update the already downloaded data just run the program again.
The code can also be used to convert the free ForexTester M1 data that goes back to 2001 to the Zorro .bar format.
It also stores the spread data in an associated pseudo asset file e.g. EUR/USDs that can be used for variable spread backtesting. This works with T1 data but also with the Bar data so one can do variable spread backtesting also with the free Zorro version like in the following example:
Code:
while (loop("AUD/USD", "EUR/USD", "GBP/USD", "NZD/USD", "USD/CAD", "USD/CHF", "USD/JPY"))
{
string realAsset = Loop1;
char spreadAsset[10];
sprintf(spreadAsset, "%ss", realAsset);
Detrend = NOPRICE;
asset(spreadAsset);
var spread = priceClose(0);
Detrend = 0;
asset(realAsset);
Spread = spread;
Trade();
}