EA Forex Academy – Algorithmic & Manual Trading Courses › Forums › Forex Trading Forum › Excluding Forex historical data last week of Dec & first week of Jan.
Tagged: Forex historical data
- October 28, 2019 at 15:37 #25227
Due to the choppiness of the price action especially during the last week of December going into the first week of January, is it good to skip the Forex historical data during these periods when generating strategies?
If yes, how can that be done? In EA studio, for example, the only way to restrict the historical data is through a starting date, and an ending date, but there is no option to restrict the data “in between” those periods.
For example, suppose I’ll generate a strategy using the M1 timeframe for the period starting from September 2018 up to February 2019, and would opt to exclude the last week of December up to the first week of January. Can this be done?
Jay-ROctober 30, 2019 at 7:25 #25479Bart MeijrinkParticipant
I prefer to use all the Historical data I have. I am a believer that the more that we have, the more count of trades we will have in the generated strategies, which means more robust strategies.
However, you can do this with FSB Pro. The Historical data there is saved as CSV and you can open it in Excel. From there you can delete the desired period.
Regards,October 30, 2019 at 9:42 #25485
Thanks for sharing your thoughts Bart.
Yes, I’m a believer of more count of trades too.
Just wanted to ask the question because of the uncommon randomness of the price action in the period I mentioned above relative to what is happening the rest of the year.
Maybe I’m having some concerns because I’m planning to generate some strategies with M1 as the trigger chart. And when using the M1 timeframe, Petko suggested to use 300,000 bars. If I’ll include the period above-mentioned (2 weeks, which means 10 trading days), it would mean that 14,400 M1 bars would form part of the 300,000 bars.
14,400 bars is 4.8% of the 300,000 bars. It’s not a lot though. Nonetheless, I just wanted to ask what other traders think.
And thanks for sharing regarding the FSB Pro. I’m still practicing on EA Studio as of the moment since I’m still new with the trading softwares. But yes, I could actually do it through that method. I’ll do that.
Cheers,October 31, 2019 at 9:07 #25556
you are alright to generate the EAs over all of the data, and just pause the EAs around the NY.
Regards,October 31, 2019 at 11:10 #25571
Can you elaborate more on what you said regarding pausing the EAs around the NY?
I have difficulty relating it with regards to excluding data during the last week of Dec up to first week of Jan.
Kind regards,November 1, 2019 at 10:34 #25687
what I mean is that you can generate the strategies using all the Forex Historical data you have, but when you are actually trading with the EAs, you can just pause/stop trading them the last week of the year and the first week of the next year. This what you wanted to skip right?November 1, 2019 at 12:52 #25702
I associated NY as New York (as in NY session). I think what you meant was New Year =)
Yes, I get your point. And yes, I’ll pause the EA’s during that time. I also take a break from manual trading during those periods.
Cheers,November 2, 2019 at 19:37 #25839
Glad to hear from you. Yes, I wanted to say New Year. 🙂
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