What is the origin of forextester backtest data?

Sources of data to import to the program
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Robopip
Posts: 26
Joined: Thu Jun 21, 2012 12:03 am

What is the origin of forextester backtest data?

#1 Postby Robopip » Sun Apr 05, 2015 12:46 am

Hi,

I'm a happy forextester user since long time back.
My question is if the EURUSD 1 minute data on http://www.forextester.com/data/datasources origins from http://www.forexite.com?

This is what has happened:
1. In january I fetched EURUSD data for december from the forextester2 program. (i e File->Data center, check EURUSD and click [Update from server])
2. I found some abnormal gaps in the data. For example from 2014-12-10 23:00 to 2014-12-11 17:55 (a wednesday)
3. In february I downloaded the EURUSD file from http://www.forextester.com/data/datasources.
4. I then noticed no abnormal gaps in the forextester EURUSD file, so I downloaded the 101214.zip file from forexite.com to check if it had been corrected. it had.

In the forextester file there is other quotes than in the forexite file.
For example:
2014-12-10 18:00 (=EURUSD,20141210,180000)
forextester (ohlc):1.2423,1.2427,1.2422,1.2426
forexite (ohlc):1.2421,1.2423,1.2421,1.2423
But the same forexite quotes (1.2421,1.2423,1.2421,1.2423) are found in forextester file at 170000.
So I make the conclusion that you adapt the time to central european time.
Is that right?

To check this up, I download file 020114.zip.
Now these strange things happens:
The first EURUSD quote in 020114.zip is EURUSD,20140102,000100. If I subtract 1 hour, I get EURUSD,20140101,230100, which is found in forextester2.
But, the quotes differ.
2014-01-01 23:01 (=EURUSD,20140101,230100)
forextester (ohlc):1.3764,1.3764,1.3761,1.3764
forexite (ohlc):1.3761,1.3765,1.3760,1.3764
Suprisingly the next quotes at 2014-01-01 23:02 are the same.
Actually they are the same up till 2014-01-02 01:43, which happens to differ, and then again they are equal again up to 2014-01-02 03:36 and so on.

how come that the quotes differ?
is the forextester quotes from another origin?
if yes, then which?
Is the whole eurusd file from the same source or is it a mix from many sources?

Best regards
Robopip

FX Helper
Posts: 957
Joined: Mon Apr 01, 2013 3:55 am

Re: What is the origin of forextester backtest data?

#2 Postby FX Helper » Thu Apr 09, 2015 7:10 am

Hello,

Thank you for information.

We use forexite application which allows us to download their data.
We will check the data in these files and the data which we have on our servers.
Maybe it was some bug with converting data to GMT+0 time zone. Or maybe Forexite changed their data in archives after we downloaded data from their site.

Robopip
Posts: 26
Joined: Thu Jun 21, 2012 12:03 am

Re: What is the origin of forextester backtest data?

#3 Postby Robopip » Sun Apr 12, 2015 3:41 pm

My best guess is, that forexite has changed their data, after you downloaded.
That is what I have noticed on forexite site, for example 2014-12-10 23:00 to 2014-12-11 17:55


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