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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
Can you help answer these questions from other members on NexusFi?
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)
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 .. ??
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.
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.
