FFers,
I am looking to develop a set of automatic trading systems, but I want to verify that they will actually work with the pricing anomalies of my current broker, MB Trading. Does anybody have (or know where I can obtain) a tick-by-tick history going back at least a few months?
While the MBT historical data is probably a long shot, I'm also interested to find a good (and preferably free or low-cost) historical data source for use in strategy development. It would be preferable to have at least 5 years of data, and 10 or more is best. In terms of time-frames, 1min would be ideal, though 5 or 10min could be adequate.
Any ideas would be greatly appreciated. I am certainly willing to share any successes I might have with the systems I develop with the community in return for your help with acquiring the data.
Alec
P.S. For the curious, I have a background in biomedical engineering with a focus on computer software and systems. I have some experience with machine learning (neural networks, bayesian learning, decision trees, etc) and a strong programming background. I took a break from forex the past few months, but would like to re-approach it from an objective perspective and attempt to find some order (or at least some profit ) amongst the chaos. Like many traders here, I've had my share of ups and downs in the market, and while I trade some news and/or bank flow information, I'd like to refine a more hands-off, brains-on approach. If you have any ideas you'd like to share or discuss, don't hesitate to shoot me a PM.
I am looking to develop a set of automatic trading systems, but I want to verify that they will actually work with the pricing anomalies of my current broker, MB Trading. Does anybody have (or know where I can obtain) a tick-by-tick history going back at least a few months?
While the MBT historical data is probably a long shot, I'm also interested to find a good (and preferably free or low-cost) historical data source for use in strategy development. It would be preferable to have at least 5 years of data, and 10 or more is best. In terms of time-frames, 1min would be ideal, though 5 or 10min could be adequate.
Any ideas would be greatly appreciated. I am certainly willing to share any successes I might have with the systems I develop with the community in return for your help with acquiring the data.
Alec
P.S. For the curious, I have a background in biomedical engineering with a focus on computer software and systems. I have some experience with machine learning (neural networks, bayesian learning, decision trees, etc) and a strong programming background. I took a break from forex the past few months, but would like to re-approach it from an objective perspective and attempt to find some order (or at least some profit ) amongst the chaos. Like many traders here, I've had my share of ups and downs in the market, and while I trade some news and/or bank flow information, I'd like to refine a more hands-off, brains-on approach. If you have any ideas you'd like to share or discuss, don't hesitate to shoot me a PM.