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View Poll Results: What Data would help develop your system?
M5 4 44.44%
M15 0 0%
M30 1 11.11%
H1 2 22.22%
H4 0 0%
Other 2 22.22%
Voters: 9. You may not vote on this poll

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  #31 (permalink)  
Old 04-05-2006, 08:54 PM
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iboersma iboersma is offline
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Importing and converting history data for strategy testing - 1HR bug?

Hi,

I have followed CodersGuru's tutorial on loading historical price data from Alpari and have gotten this process to work for all time periods EXCEPT the 60 minute time. I get a total of 573969 records for the 1M file, 132860 records for the 5M , 44723 records for 15M, 22175 records for 30M, but only 536 records for the 1H (60M) timeframe. Given that 573969 divided by 60 = 9566.15 I'm mystified why I get far less bars than I should.

In addition, the earliest date listed for the 1H timeframe in the History Center is 2006.03.06 whereas for all the other timeframes it is 2004.06.16 - nearly 2 years' more data!!

Has anyone else encountered this issue? Seems like a bug to me. Given that I need the 1H time period in order to backtest my strategy, I really need to find a solution.

Thanks,

Ian
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  #32 (permalink)  
Old 04-06-2006, 01:15 PM
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Alex.Piech.FinGeR Alex.Piech.FinGeR is offline
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hmmm...

i have H1 5 Year
Symbole ?


--
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  #33 (permalink)  
Old 04-06-2006, 03:54 PM
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Quote:
Originally Posted by Alex.Piech.FinGeR
hmmm...

i have H1 5 Year
Symbole ?


--
Hi Alex,

Sorry, I was importing EUR/USD data...

- Ian
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  #34 (permalink)  
Old 04-06-2006, 05:15 PM
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ok

Alpari data EURUSD H1 (04.01.1999 - 11.11.2005)

MT4 HST File

i have eurusd 240 , eurusd 30, eurusd 15, eurusd 5 ,eurusd 1

--
Attached Files
File Type: zip eurusd60.zip (598.3 KB, 172 views)

Last edited by Alex.Piech.FinGeR : 04-06-2006 at 05:21 PM.
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  #35 (permalink)  
Old 04-06-2006, 06:37 PM
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Quote:
Originally Posted by Alex.Piech.FinGeR
ok

Alpari data EURUSD H1 (04.01.1999 - 11.11.2005)

MT4 HST File

i have eurusd 240 , eurusd 30, eurusd 15, eurusd 5 ,eurusd 1

--
Thanks a lot. I'll load this and see if that fixes it...
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  #36 (permalink)  
Old 04-10-2006, 08:35 PM
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We always run at the same problem: no reliable data for backtesting. We could all chip in and buy Tick data for multiple currencies.

Is there a place where we can buy real tick data?

I think it would be worth it.

Sada
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  #37 (permalink)  
Old 04-10-2006, 08:35 PM
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We always run at the same problem: no reliable data for backtesting. We could all chip in and buy Tick data for multiple currencies.

Is there a place where we can buy real tick data?

I think it would be worth it.

Sada
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  #38 (permalink)  
Old 04-10-2006, 08:43 PM
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I am afraid of that MT cannot handle real tick data.
1min data is the smallest timeframe to handle i think.
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  #39 (permalink)  
Old 04-10-2006, 08:43 PM
lomme lomme is offline
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I am afraid of that MT cannot handle real tick data.
1min data is the smallest timeframe to handle i think.
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  #40 (permalink)  
Old 04-10-2006, 08:55 PM
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MT trades using tick data. Just that the EAs can't be written using tick data but with M1 data as the finest granularity. There is a tick chart tab in the market watch window that you can open and open an M1 chart (zoomed in) and you can see how the closing values vary while the M1 bar is being formed.

Hope this helps,
Maji
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