Search found 10 matches

by machtucker
Mon Jan 30, 2023 9:05 pm
Forum: General Discussion
Topic: MT5 tick and bar data - do you need both?
Replies: 3
Views: 2394

Re: MT5 tick and bar data - do you need both?

Thanks, I will look into it. Also, When exporting data I'd like to be able to select multiple symbols by Ctrl-click and then download All available data for each symbol. Unless I am mistaken at the moment if I try this I get the amount of available data for the first symbol I select. Also, is there ...
by machtucker
Wed Jan 25, 2023 6:41 pm
Forum: General Discussion
Topic: MT5 tick and bar data - do you need both?
Replies: 3
Views: 2394

MT5 tick and bar data - do you need both?

Hi, In your MT5 download tutorial videos you download both 1 min bar data and tick data. You then load this into an MT5 custom symbol. My question is if you want to just test using tick data do you need to load the 1min OHLC bar data? My guess is no you don't but if you can confirm that would be gre...
by machtucker
Sun Jan 22, 2023 11:22 pm
Forum: Europe
Topic: Problem with GBR.IDX (UK100) MT5 export.
Replies: 7
Views: 29465

Re: Problem with GBR.IDX (UK100) MT5 export.

Great,

I will try it out. Thanks very much.
by machtucker
Sun Jan 08, 2023 4:46 pm
Forum: New features & suggestions
Topic: Spread output for 1 minute OHLC bar data (Minimum bar spread)
Replies: 6
Views: 10930

Re: Spread output for 1 minute OHLC bar data (Minimum bar spread)

Good evening, Yes you have understood and that is what I was expecting. Another option that would be useful would be to use the mean, which is probably a better estimate than using the minimum. Therefore I would request the addition of: MinBarSpread MeanBarSpread and MinBarSpreadInt MeanBarSpreadInt...
by machtucker
Sun Jan 08, 2023 11:44 am
Forum: New features & suggestions
Topic: Spread output for 1 minute OHLC bar data (Minimum bar spread)
Replies: 6
Views: 10930

Re: Spread output for 1 minute OHLC bar data (Minimum bar spread)

Hi, Thanks for the reply. I'm referring to the last value in the MT5 bar csv file which you have told me before is based on the BarMaxSpreadInt token. I asked on the MQL5 forum and with Darwinex broker about how they are calculating the spread for use with the 1minute OHLC data. This was the respons...
by machtucker
Fri Jan 06, 2023 10:57 pm
Forum: New features & suggestions
Topic: Spread output for 1 minute OHLC bar data (Minimum bar spread)
Replies: 6
Views: 10930

Spread output for 1 minute OHLC bar data (Minimum bar spread)

Hello, After some research I’ve found that the spread values exported by BarMaxSpreadInt are quite conservative as it’s the maximum spread that occurred during the bar. Data from MetaQuotes and the broker I use both take the minimum spread in the bar. Is there a way of outputting this token and mayb...
by machtucker
Mon Jan 02, 2023 12:35 am
Forum: Europe
Topic: Problem with GBR.IDX (UK100) MT5 export.
Replies: 7
Views: 29465

Re: Problem with GBR.IDX (UK100) MT5 export.

I’m revisiting this. After some research I’ve found that the spread values exported by BarMaxSpreadInt are quite conservative as it’s the maximum spread that occurred during the bar. Data from MetaQuotes and the broker I use both take the minimum spread in the bar. Is there a way of outputting this ...
by machtucker
Sun May 08, 2022 10:40 pm
Forum: Europe
Topic: Problem with GBR.IDX (UK100) MT5 export.
Replies: 7
Views: 29465

Re: Problem with GBR.IDX (UK100) MT5 export.

Thanks, I will do some comparison tests. The spread values just look ridiculously high for the 1 minute data to me. I will download the raw tick data to investigate further.

Thanks,

Ed
by machtucker
Sat May 07, 2022 3:27 pm
Forum: Europe
Topic: Problem with GBR.IDX (UK100) MT5 export.
Replies: 7
Views: 29465

Re: Problem with GBR.IDX (UK100) MT5 export.

Hello, Thank you for replying so swiftly. I didn't mention in my OP that I am trying to download 1 minute bar data and not tick data. Can you see if you are getting unusually large spreads for the 1 minute bar data when selecting the output format Metartrader 5 bar format ? Many thanks for looking i...
by machtucker
Fri May 06, 2022 4:06 pm
Forum: Europe
Topic: Problem with GBR.IDX (UK100) MT5 export.
Replies: 7
Views: 29465

Problem with GBR.IDX (UK100) MT5 export.

Hi, I have recently upgraded and downloaded the GBR.IDX data for MT5. All seemed to work OK but the spreads seem huge - In the order of thousands when they should be single digits. Am I doing something wrong? I've compared the data with the data provided by my Broker (Darwinex) and they are 3 orders...