If you are backtesting a strategy, either exclude January 2015 or treat it as a "force majeure" test. If your strategy survives that day, it can survive anything.
Disclaimer: Dukascopy Bank SA is a legitimate financial institution. This article is for educational purposes regarding data analysis and does not constitute financial advice. Trading Forex involves substantial risk of loss.
Using historical tick data, you can simulate real slippage. If your signal triggers at a price, look at the next tick to see if you would have been filled or if price gapped through your limit. dukascopy historical data
: A manual tool for small datasets; however, tick data downloads are often limited to one day at a time.
giuse88/duka: duka - Dukascopy historical data downloader - GitHub If you are backtesting a strategy, either exclude
[Dukascopy Servers] -> [Tickstory/QDM] -> [Convert to .HST/.FXT] -> [MT4/5 Terminal] For MetaTrader 4 (MT4)
Dukascopy Bank is widely regarded by algorithmic traders as one of the most reliable sources for free, high-quality historical market data. Unlike many retail brokers that provide filtered "bar" data, Dukascopy offers raw , providing a level of precision essential for high-frequency trading and scalping strategy development. Why Traders Use Dukascopy Data This article is for educational purposes regarding data
Furthermore, the reliability of the data is anchored in Dukascopy’s institutional standing. As a regulated Swiss bank, Dukascopy operates as an ECN (Electronic Communication Network) broker. This structure means that the prices reflected in their historical data are not artificially generated or manipulated to favor the broker—a practice sometimes associated with "market maker" brokers. Instead, the data reflects the aggregate liquidity from various liquidity providers. Consequently, backtesting strategies on Dukascopy data provides a more realistic simulation of how an algorithm would have performed in a true market environment. This reliability is crucial for avoiding the pitfalls of "curve fitting," where a strategy looks successful only because it was tailored to flawed or manipulated data.
Clear your broker's history by going to Tools > History Center and deleting existing records for your target pair.