When I was backtesting an automated strategy I looked around for tick data to backtest and forward test on. Shit was expensive, son! However, after searching high and low I found some. I'm new here so 1000 pardons if you guys already know about this.
The data is on Dukascopy's site, however, you will have to follow very specific and technical directions to import it. I've never worked with scripts so a lot of this stuff was foreign to me but I was finally able to do it after several tries and frustrating attempts. So if I can do it, I'm sure most of you guys can too. The download process as well as the conversion take forever so ya gotta let it run and be patient.
Go here for directions:
Tick data - 99% modeling quality with Metatrader 4 | Birt's EA review (
Near the end there is a conversion script you'll need to run so the data can be used with Metatrader. If you use Ninjatrader, as it seems most of us do, then go here:
Historical high quality FX tick data - NinjaTrader Support Forum (
That is a post by xTtrader1 who did an awesome job creating a script which converts the data to a text file which Ninjatrader can import. Run his script at the end instead of the original one.
Climbin in yo windows
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