Obtaining And Using Historical Prices From DukasCopy

The files are available at http://freeserv.dukascopy.com/exp/. Also www.dukascopy.com/swiss/english/data_feed/csv_data_export/.

But you can't start the downloading of all the files and go and do other things - you have to export the data you want one-by-one. Scroll about 4/5 of the way down to get to the currencies available. They have |f| next to them. You can choose any format you like, but make sure you choose "Windows" in the "End line" field.

The good part is that they have data going back to 1986 for some currencies.

DukasCopy provides indicative data, which has no spread. During backtesting, make sure you add on a few pips in the "Commission" field to simulate the spread, otherwise your backtesting results will be overly optimistic.

The Currency Secrets website has covered the issue of indicative data in some depth, so I point you to their pages:

• Beware Of indicative data
• Is indicative data really *that* bad?

p.s. I think their conclusion is that as long as you add the spread, it should be ok.

I guess it's always better to use the prices from the broker you are going to use, if possible.

Once they are finished downloading, follow the rest of the instructions to load text files. DukasCopy historical prices are already in price bar format though. So you don't need to do the steps to create price bars, unless you want to create other price bars not provided by DukasCopy.