Data !exclusive!: Dukascopy Historical

What you are testing (Forex majors, crypto, indices, commodities)?

LZMA algorithm compresses the data to save bandwidth.

While Dukascopy data is highly accurate, traders frequently encounter roadblocks during implementation: dukascopy historical data

The data reflects Dukascopy’s specific ECN pool. While it closely matches the broader interbank market, minor price differences may exist compared to other major retail brokers like OANDA or IC Markets.

For retail traders, quant analysts, and developers, stands out as one of the best free resources available. Known for its institutional-grade quality and deep liquidity, this data allows you to test trading robots (Expert Advisors) with maximum precision. What you are testing (Forex majors, crypto, indices,

In MT4 backtesting, the highest possible modeling quality using standard M1 data is 90%. By downloading raw tick data from Dukascopy and converting it into custom history files, traders can achieve a . This means your backtest matches historical reality almost perfectly. 2. True Variable Spreads

When you download historical data from Dukascopy, you are getting raw market data directly from an institutional environment. 1. True Tick-by-Tick Precision While it closely matches the broader interbank market,

MT4 natively relies on historical data from the MetaQuotes history centre, which is notoriously prone to missing bars ("data holes"). To achieve maximum backtesting accuracy, you must override this: Download tick data via Tickstory or QuantDataManager.

Which you use (MT4, MT5, Python, NinjaTrader)? What assets or currency pairs you plan to backtest?

For developers and algorithmic traders using Python, R, or C++, open-source scrapers are readily available on GitHub (e.g., nhedger/dukascopy-node or Python-based scrapers). These tools allow you to pipe raw data directly into automated data pipelines or local databases like PostgreSQL or InfluxDB. Step-by-Step Pipeline: From Raw Data to MT4/MT5 Backtest

Files are stored inside a strict URL folder hierarchy: Year/Month/Day/Hour_ticks.bi5 .