无聊之余分享自己回测经验,算是疯子瞎喷。ea回测数据源tickstroy。
对于mt4的历史回测,我最早是从群主那里接触到的。
有关的文章链接http://blog.sina.com.cn/s/blog_526a31c60102ea9v.html。
tickstory的数据源是 瑞士 Dukascopy平台的。
下载数据出错如下图
原因是国内G.F.W 拦截了。连接不到Dukascopy的数据网站。
tickstroy的官网论坛也提及了这个问题https://tickstory.com/forum/viewtopic.php?f=2&t=1598&p=7355&hilit=error+China&sid=ba84bc2b684103b34e31aeedbc1579a6#p7355
We think that this is an issue affecting some Chinese users. At the moment, we can only assume that this is due to China blocking access to Dukascopy. Could you please help answer the following questions:
- What message do you get when you click the 'Test' button in the Help->Settings->Dukascopy configuration?
- Does the following URL download a file or do you get an error: http://datafeed.dukascopy.com/datafeed/ ... _ticks.bi5
- Are you able to access the Dukascopy website (https://dukascopy.com)?
- Do you have an alternate internet connection and/or VPN you can use to see if this resolves the issue?
获取tickstroy的bit5格式的数据的方法:
1)自己翻墙下载
2)买国外的vps下载
3)tb网店
相比之下 tb是最少折腾的。我自己是用国外的vps下载的。
一般的常见的货币最早的历史数据大概就是在2005年到现在,每个货币每一年大概100m左右的bit5格式的数据。交叉盘的数据大小可能会少很多。