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New Cluster and Historical Lenght

Posted: 03 Jun 2008
by Fabrice Daniel
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 ?

Posted: 06 Jun 2008
by Marina Pashkova
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.