Forex



Go Back   Forex Trading > Downloads > Expert Advisors - Metatrader 4
Forex Forum Register More recent Blogs Calendar Advertising Others Help






Register
Welcome to Forex-TSD!, one of the largest Forex forums worldwide, where you will be able to find the most complete and reliable Forex information imaginable.

From the list below, select the forum that you want to visit and register to post, as many times you want. It’s absolutely free. Click here for registering on Forex-TSD.

Exclusive Forum
The Exclusive Forum is the only paid section. Once you subscribe, you will get free access to real cutting-edge Trading Systems (automated and not), Indicators, Signals, Articles, etc., that will help and guide you, in ways that you could only imagine, with your Forex trading.
  • Elite Section
    Get access to private discussions, specialized support, indicators and trading systems reported every week.
  • Advanced Elite Section
    For professional traders, trading system developers and any other member who may need to use and/or convert, the most cutting-edge exclusive indicators and trading systems for MT4 and MT5.
See more

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

Reply
 
Thread Tools Display Modes
  #31 (permalink)  
Old 04-05-2006, 09:54 PM
iboersma's Avatar
Junior Member
 
Join Date: Apr 2006
Posts: 22
iboersma is on a distinguished road
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
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
  #32 (permalink)  
Old 04-06-2006, 02:15 PM
Alex.Piech.FinGeR's Avatar
Senior Member
 
Join Date: Oct 2005
Location: Germany
Posts: 307
Alex.Piech.FinGeR has much to be proud ofAlex.Piech.FinGeR has much to be proud ofAlex.Piech.FinGeR has much to be proud ofAlex.Piech.FinGeR has much to be proud ofAlex.Piech.FinGeR has much to be proud ofAlex.Piech.FinGeR has much to be proud ofAlex.Piech.FinGeR has much to be proud ofAlex.Piech.FinGeR has much to be proud of
hmmm...

i have H1 5 Year
Symbole ?


--
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
  #33 (permalink)  
Old 04-06-2006, 04:54 PM
iboersma's Avatar
Junior Member
 
Join Date: Apr 2006
Posts: 22
iboersma is on a distinguished road
Quote:
Originally Posted by Alex.Piech.FinGeR
hmmm...

i have H1 5 Year
Symbole ?


--
Hi Alex,

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

- Ian
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
  #34 (permalink)  
Old 04-06-2006, 06:15 PM
Alex.Piech.FinGeR's Avatar
Senior Member
 
Join Date: Oct 2005
Location: Germany
Posts: 307
Alex.Piech.FinGeR has much to be proud ofAlex.Piech.FinGeR has much to be proud ofAlex.Piech.FinGeR has much to be proud ofAlex.Piech.FinGeR has much to be proud ofAlex.Piech.FinGeR has much to be proud ofAlex.Piech.FinGeR has much to be proud ofAlex.Piech.FinGeR has much to be proud ofAlex.Piech.FinGeR has much to be proud of
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, 275 views)

Last edited by Alex.Piech.FinGeR; 04-06-2006 at 06:21 PM.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
  #35 (permalink)  
Old 04-06-2006, 07:37 PM
iboersma's Avatar
Junior Member
 
Join Date: Apr 2006
Posts: 22
iboersma is on a distinguished road
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...
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
  #36 (permalink)  
Old 04-10-2006, 09:35 PM
sadaloma's Avatar
Senior Member
 
Join Date: Sep 2005
Posts: 344
sadaloma is on a distinguished road
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
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
  #37 (permalink)  
Old 04-10-2006, 09:35 PM
sadaloma's Avatar
Senior Member
 
Join Date: Sep 2005
Posts: 344
sadaloma is on a distinguished road
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
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
  #38 (permalink)  
Old 04-10-2006, 09:43 PM
Member
 
Join Date: Nov 2005
Posts: 79
lomme is on a distinguished road
I am afraid of that MT cannot handle real tick data.
1min data is the smallest timeframe to handle i think.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
  #39 (permalink)  
Old 04-10-2006, 09:43 PM
Member
 
Join Date: Nov 2005
Posts: 79
lomme is on a distinguished road
I am afraid of that MT cannot handle real tick data.
1min data is the smallest timeframe to handle i think.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
  #40 (permalink)  
Old 04-10-2006, 09:55 PM
Senior Member
 
Join Date: Mar 2006
Posts: 793
Maji is on a distinguished road
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
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!StumbleUpon this Post!Reddit this Post!Facebook this Post!BlinkList this Post!Google Bookmarks this Post!Yahoo! My Web this Post!
Reply With Quote
Reply

Bookmarks

Tags
back testing, backtesting, bug, data, EURUSD1.hst, expert, forex, forex optimization, metatrader optimization, mistake;ea;test, MT4 optimization, optimization, ROBOT, strategy tester, test


Currently Active Users Viewing This Thread: 1 (0 members and 1 guests)
 
Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off
Trackbacks are On
Pingbacks are On
Refbacks are Off
Forum Jump

Similar Threads
Thread Thread Starter Forum Replies Last Post
Phoenix optimization Prankie Phoenix 173 10-17-2007 08:24 AM
Optimization cpu usage, need help Big Joe Indicators - Metatrader 4 4 08-16-2007 11:46 PM
Martingale Optimization pelele79 Expert Advisors - Metatrader 4 19 05-07-2007 11:27 AM
How do I use the optimization? huhenyo Metatrader 4 1 03-15-2007 10:39 AM
Optimization cardio Metatrader 4 1 01-25-2006 01:30 PM


All times are GMT. The time now is 08:26 AM.



Search Engine Friendly URLs by vBSEO 3.2.0 ©2008, Crawlability, Inc.