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Title: Tick data for backtesting Post by: deisik on September 13, 2014, 06:15:47 PM For a few years I've been developing a utility for backtesting arbitrary trading strategies (not necessarily cryptocoins), and now I need tick (or short period) data to backtest on major cryptocurrencies. Is it possible to download such data from somewhere (I mean trades from major exchanges)?
Also, if someone has interesting trading ideas and need some form of backtesting, write here or through PM... Title: Re: Tick data for backtesting Post by: joesmoe2012 on September 14, 2014, 03:47:17 AM It is and it isn't.
There's multiple bridges for MT4 to get it in there. There's also a couple of charting platforms that provide BTC prices natively (some even from multiple exchanges). What backtesting platform are you using, or do you just want raw data? MtGox raw data is readily available for any long term stuff you are trying to study. Title: Re: Tick data for backtesting Post by: deisik on September 14, 2014, 06:28:49 AM It is and it isn't. There's multiple bridges for MT4 to get it in there. There's also a couple of charting platforms that provide BTC prices natively (some even from multiple exchanges). What backtesting platform are you using, or do you just want raw data? MtGox raw data is readily available for any long term stuff you are trying to study. Yes, I need raw deals, better in the csv format... Title: Re: Tick data for backtesting Post by: deepceleron on September 15, 2014, 12:18:52 AM http://api.bitcoincharts.com/v1/csv/
Data in the format: epochtime, price, amount Code: 1317132501,6.374030000000,2.000000000000 Title: Re: Tick data for backtesting Post by: deisik on September 15, 2014, 07:49:34 AM http://api.bitcoincharts.com/v1/csv/ Data in the format: epochtime, price, amount Code: 1317132501,6.374030000000,2.000000000000 Thanks a lot, downloaded Bitstamp data... Title: Re: Tick data for backtesting Post by: GreenCoin22 on September 17, 2014, 05:19:37 AM http://api.bitcoincharts.com/v1/csv/ Data in the format: epochtime, price, amount Code: 1317132501,6.374030000000,2.000000000000 Thanks a lot, downloaded Bitstamp data... very userful! Title: Re: Tick data for backtesting Post by: yuriygeorge on October 04, 2014, 04:59:45 AM I have about 7 months worth of tick data for Bitstamp I've been recording since March. I'm not just talking about trades. I'm talking about every single order that was placed on the order book, including trades. Most don't need that much granularity, but some do.
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