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  • imported_tickstory
    Participant
    March 26, 2014 at 10:03 am
    Post count: 1479
    #19928

    Hi Trader2384,

    We are unfortunately unable to test specific EAs for you. If you are having data/back-testing issues, we recommend you test with some of the basic EAs that are bundled with MT4 such as “MACD Sample”.
    Also check to see if the data you have exported correctly appears in the MT4 History Center. If you are having issues that seem to relate to the data export, then please post the full details so we can try reproduce the issue.

    Thanks.

    Trader2384
    Participant
    March 26, 2014 at 11:16 am
    Post count: 75
    #19929

    yes, this doesn’t appear to be an ea issue. Opening bars on different TFs don’t match up (i.e. D1 & H4) for various date ranges including: 20-feb-2012 through 19-feb-2013. For example, within that range try 28-jul-2012: D1 opens at 00:00 while H4 opens at 29-jul at 20:00 and H1 and M15 open on 29-jul at 21:00. Data downloaded through latest build of Tickstory.

    Trader2384
    Participant
    March 28, 2014 at 9:02 am
    Post count: 75
    #19930

    btw, this is for EURUSD. Eagerly awaiting your response as these inconsistencies in data put the whole data set in question: even if tick data is being used if it is misaligned such that inaccurate test results are being produced, then what advantage does it have over broker’s 1-minute data that is less precise but correctly aligned?

    imported_tickstory
    Participant
    March 28, 2014 at 10:19 am
    Post count: 1479
    #19931

    Hi Trader2384,

    Could you please give the exact date range you are after and which bars are a problem? Note that if you are filtering weekends (as in the case of 28th July 2012) then perhaps this is why you are not getting the bars you expect?

    Thanks.

    Trader2384
    Participant
    March 28, 2014 at 10:40 am
    Post count: 75
    #19932

    date range: 20-feb-2012 through 19-feb-2013
    problematic bar: 28-jul-2012

    is it better to not filter weekends?
    does filter treat D1 differently than H4? Why would it open on 28-jul for D1 but 29-jul for H4?

    Thank you 🙂

    Trader2384
    Participant
    March 28, 2014 at 11:22 am
    Post count: 75
    #19933

    same issue described above (Wed Mar 26, 2014 11:16 am reply) with weekends included

    what does checking “include weekends” do? I notice that even when this is checked, bars skip from Fri. to Sun. (i.e. weekends are not included).

    imported_tickstory
    Participant
    March 31, 2014 at 1:42 am
    Post count: 1479
    #19934

    Hi Trader2384,

    We tested the date range you mentioned – the reason why you are not seeing a bar for 28th of July 2012 is because no trading occurred on that day (i.e. a Saturday).

    The “include weekends” option simply disables a filter that would otherwise ignore all tick data between Friday 22hrs (GMT) to just before Sunday 21 hours (GMT) when “normal” trading resumes. Dukascopy does not trade on Saturdays so you should never see data for these days.

    Hope this helps.

    Trader2384
    Participant
    May 22, 2014 at 5:41 am
    Post count: 75
    #19935

    Hi again, what would be a reason to include weekends if the data is the same either way?

    imported_tickstory
    Participant
    May 23, 2014 at 1:13 am
    Post count: 1479
    #19936

    Hi – unchecking the ‘include weekend’ option will yield a slightly different result as it will filter data outside “normal” weekday trading hours. With the filter enabled you will not get bars being constructed during that period, otherwise you would get bars late Friday and early Sunday (try this in a 1-minute timeframe to see the difference). Traders don’t typically include weekend data since the market is illiquid at this time and using the information will affect things like moving averages.

    Hope this helps.

    Trader2384
    Participant
    May 23, 2014 at 6:22 am
    Post count: 75
    #19937

    thanks for the information. Just to clarify, is the “filter weekend” the same as “include weekend”?

    imported_tickstory
    Participant
    May 23, 2014 at 12:47 pm
    Post count: 1479
    #19938

    Apologies, the terminology “filter weekend” was used to explain the behaviour of the function (we have corrected the original post to avoid any other users getting confused). The option is called ‘Include weekend’ and if it is checked it will include all the data. If it is unchecked (default), it will apply the filter.

    Hope this clarifies.

    Trader2384
    Participant
    May 23, 2014 at 1:10 pm
    Post count: 75
    #19939

    yes, now it is clear. Thank you.

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