Search found 9 matches

by zirtico
Tue Apr 11, 2023 4:38 pm
Forum: General Discussion
Topic: Volume data on indices
Replies: 5
Views: 2326

Re: Volume data on indices

So this raises another question after reading through the other thread. You say that this is the sum of volume on the bid and the ask. What I am looking for is the volume traded within a given bar, the same as you have for your FX data, even if this volume is specific to Dukascopy's platform. The or...
by zirtico
Mon Apr 10, 2023 4:55 pm
Forum: General Discussion
Topic: Corrupted history detected (MT5)
Replies: 10
Views: 3497

Re: Corrupted history detected (MT5)

OK, thank you. I appreciate your support.
by zirtico
Mon Apr 10, 2023 4:54 pm
Forum: General Discussion
Topic: Volume data on indices
Replies: 5
Views: 2326

Re: Volume data on indices

I changed the format to include Volume and ran 2 different exports to make sure I was doing it right. I find that the volume column is a decimal for S&P 500 which made me thought it was spread by mistake. I double-checked and re-ran and in the first part of the data there doesn't seem to be complete...
by zirtico
Mon Apr 10, 2023 2:12 am
Forum: General Discussion
Topic: Volume data on indices
Replies: 5
Views: 2326

Volume data on indices

Sorry for the stupid question, but when I download 1m bars for NAS100/SPX500, I assume there is no volume data. The last column is all 0 and then there are two columns after OHLC that appear to be identical. I assume these are spread and not tick volume. One of my indicators uses real volume (yes I ...
by zirtico
Mon Apr 10, 2023 2:08 am
Forum: General Discussion
Topic: Corrupted history detected (MT5)
Replies: 10
Views: 3497

Re: Corrupted history detected (MT5)

I can export 12 months of data without a problem in many cases. In this case it seems to be specific to that date.
by zirtico
Fri Apr 07, 2023 4:30 am
Forum: General Discussion
Topic: Corrupted history detected (MT5)
Replies: 10
Views: 3497

Re: Corrupted history detected (MT5)

I think it has to do with date rather than with pair. Have a look at the error below, attached. I think you're right, most of the data does look OK. I just did another full re-download. I'm backtesting an EA over a long period of time (multicurrency to maximise trade sample size), so I do need as mu...
by zirtico
Thu Apr 06, 2023 5:43 pm
Forum: General Discussion
Topic: Corrupted history detected (MT5)
Replies: 10
Views: 3497

Re: Corrupted history detected (MT5)

Hi, yes, I don't think it was just for NZDUSD. I got different sets of numbers for multiple pairs. The bars on the chart seemed to overlap and the price action did not look as clean as I'm used to seeing for high liquidity pairs. If this was USDRUB or something like that, I'd think it was more in li...
by zirtico
Wed Apr 05, 2023 8:30 pm
Forum: General Discussion
Topic: Corrupted history detected (MT5)
Replies: 10
Views: 3497

Re: Corrupted history detected (MT5)

I can confirm that was the process I've used. I've used Tickstory data successfully before, so this is not my first time. This is what the error looks like: NM 2 19:37:15.823 History NZDUSD 2016.09.21 23:01:00: corrupted history detected (s:-73370, o:73433, h:+48, l:-123, c:-117 -- tv:63, rv:1125011...
by zirtico
Mon Apr 03, 2023 9:52 pm
Forum: General Discussion
Topic: Corrupted history detected (MT5)
Replies: 10
Views: 3497

Corrupted history detected (MT5)

I’ve downloaded and re-downloaded a bunch of data from 2007-2023 for several symbols. I keep getting the error for “corrupted data” in the MT5 Journal. The chart does look a little weird, with bars overlapping and looking unnatural. I deleted all the data and did a fresh download and import and it’s...