New Cluster and Historical Lenght

Questions about MCFX and MCFX Data Feed.
Fabrice Daniel
Posts: 71
Joined: 25 Aug 2007
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New Cluster and Historical Lenght

Postby Fabrice Daniel » 03 Jun 2008

Hello,

Does the historical lenght will be longer for minutes charts?

Ex :

- 1 Hour Data are back from 28/11/2001
- minutes Data (5min, 15min, 30min) are back from 19/11/2007

For the moment any backtest on minutes charts (whatever it's a 5 or 30 minutes) is impossible because less than one year of data is not significant, the minimum is 5 years. Today we can only test intraday strategy on about 120 different days ... that mean only 120 intraday price structures situations ... it's not sufficient to be useful.

So does the new cluster will allow us to backfill a minimum of 5 years of minutes datas ?

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Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 06 Jun 2008

Dear Fabrice,

Once the limitations on the amount of historical data is lifted, you will be able to receive all the historical data that FXCM provides. If I'm not mistaken it's about 7 years of history.

Regards.


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