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jtEconNews and similars for Backtest?
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jtEconNews and similars for Backtest?

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jtEconNews and similars for Backtest?

I am thinking on how to (at least download a years worth) bulk download calendar events from ForexFactory (as an example), using jtEconNews, or another method, and then use that as filter in backtesting strategies.

Has anyone already done this, or have suggestions on best approach?

Thanks,
Jon

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Trader.Jon View Post
I am thinking on how to (at least download a years worth) bulk download calendar events from ForexFactory (as an example), using jtEconNews, or another method, and then use that as filter in backtesting strategies.

Has anyone already done this, or have suggestions on best approach?

Thanks,
Jon


Yes.....Baruch has done it.........I do not know if he will share it though...........Cunparis was also working on it......I don't know if he followed through with it or not.

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Quoting 
Yes.....Baruch has done it.........I do not know if he will share it though...........Cunparis was also working on it......I don't know if he followed through with it or not.

Sorry to tell you, but I was not able to extract it automatically. ForexFactory gives only last week's news.
So I've done in manually (copy - paste, copy - paste... week by week)

Baruch

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I was in hopes of NOT


baruchs View Post
Sorry to tell you, but I was not able to extract it automatically. ForexFactory gives only last week's news.
So I've done in manually (copy - paste, copy - paste... week by week)

Baruch

Baruch,

Thanks for the feedback, and the 'solution'. I can see that this is a huge effort moving back in time! How far back have you gone && how far do you want to go?

If beneficial, and you are willing, perhaps we can pool effort and results?

Are you copying into notepad and then saving into .csv after cleanup ... or .. ??

Thanks in advance,
Jon

ps: I located a zip of 3 years of calendar info Plot News indicator (version 3.0) - Page 6 @ Forex Factory
... I think it can be made useful but I havent checked for accuracy .. let me know what you think

Attached Files
Register to download File Type: zip FF calendar 2007-01-01 thru 2010-11-06 (NY EST).zip (1.18 MB, 33 views)

Last edited by Trader.Jon; November 16th, 2010 at 01:21 PM. Reason: more resources
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Hi Jon,
I've done it only from the beginning of this year. I put it in excel. I don't need more than that, because its enough to see if not trading at news time improves performance or not. (and it doesn't improve). My excel file has different fields like how many minutes before and after the news event no trades allowed and other stuff.

Baruch

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baruchs View Post
Hi Jon,
I've done it only from the beginning of this year. I put it in excel. I don't need more than that, because its enough to see if not trading at news time improves performance or not. (and it doesn't improve). My excel file has different fields like how many minutes before and after the news event no trades allowed and other stuff.

Baruch

Thanks for the input! What instruments are you verifying against the 'no trade zones' ??

Jon

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Hi Jon,
I've done it for Jeff's "three setup". I don't use it myself.

Baruch
p.s.
But its very sophisticated. Each news event is tagged for which instrument is applicable (currencies, indeces...), how long is the "no trade zone", what is your TZ difference from ET.

Baruch

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baruchs View Post
Hi Jon,
I've done it for Jeff's "three setup". I don't use it myself.

Baruch
p.s.
But its very sophisticated. Each news event is tagged for which instrument is applicable (currencies, indeces...), how long is the "no trade zone", what is your TZ difference from ET.

Baruch

I am in Eastern time zone, near bEEEutiful Niagara Falls Ontario

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Quoting 
what is your TZ difference from ET.

This relates to news handling. Its not a question. In strategy you state your time difference from ET and it show the news at the right time.

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