Weekend

[imported_tickstoryParticipant July 7, 2013 at 10:05 pm Post count: 1479]

#19050

Hi Ralf,

Because there is no trading on the weekend in the Dukascopy Forex market, there is no data and therefore what you see is correct. The option is available for those who wish to filter or include the weekend bars as appropriate for them.
Further discussion on the feature is here:

viewtopic.php?f=4&t=46&p=154

Regards.

[RalfParticipant July 8, 2013 at 8:29 pm Post count: 17]

#19051

Hi,

1) I saw the other topic – but I’m not sure if this is the same as my problem:
At the beginning you write: “A new feature needs to be added to eliminate weekend information”
But at the end you write ” You can enable the export of weekend information by checking the “include weekends” checkbox”

2) I am not sure if you got my point …
Yes, there is no trading. And yes, there is no data. So … why do I have bars??

If correct or not … what do I have to do, to have NO bars during weekend?

KR

[RalfParticipant July 9, 2013 at 6:56 am Post count: 17]

#19052

Hi,

Forget about it – it’s working now.

I did not do anything (as usual). Maybe because I restarted MT4.
I’m confused…

Sorry for any inconvenience

KR

[imported_tickstoryParticipant July 9, 2013 at 7:11 am Post count: 1479]

#19053

Hi Ralf,

We tested this again and there is no issue. As you seemed to have found, leaving the ‘Include weekends’ unchecked will omit the weekend bars. Checking it will create flat bars for the weekend.

Regards.

[RalfParticipant July 9, 2013 at 4:40 pm Post count: 17]

#19054

Hi,

This morning I did again some backtests, and was even more confused … I had flat bars again.

But now I know the difference: visual mode

In case I check the visual mode I have no flat bars.
In unchecked mode (which is much faster) there are flat bars.
Attached is a screenshot with two windows (checked and unchecked).
[attachment=0:39kf793d]WE-Flat.JPG[/attachment:39kf793d]
Just now I see, that the flat bars are not the complete weekend.
And there are more flat bars than real bars – so there is a gap in between.

In visual mode it is perfect: bar on friday 10:55 pm and the very next bar is the one from sunday 11:00 pm
But in non-visual mode … 👿 👿 😈 ???
I have no idea what to do…

And … I did not yet consider optimization 😮

KR

[RalfParticipant July 11, 2013 at 5:49 pm Post count: 17]

#19055

Hi,

is it only me, or anyone else who has the same behaviour?

KR

[JanParticipant July 14, 2013 at 12:16 pm Post count: 1]

#19056

Hi Ralf,

it’s not only you having this issue. Same problem for me. Happens on all Fridays I have checked, around 9pm.
Take a look at my attached pic.

[attachment=0:3a4f6mkv]flat.jpg[/attachment:3a4f6mkv]

@tickstory: seems to be a problem around the time the market is closing.

Jan

[imported_tickstoryParticipant July 16, 2013 at 9:27 am Post count: 1479]

#19057

Hi Jan,

Is this the same issue as above or another one? Could you all please advise if there are any time-zone shifts that have been applied?

Thanks.

[RalfParticipant July 16, 2013 at 9:34 pm Post count: 17]

#19058

Hi tickstory,

correct – I assume Jan used a different time-zone, as his flat bars are starting at 9 pm.
I am sure it will be also starting at 10pm when using the correct time-zone.

So the basic issue is the same, which are the flat bars and/or the difference between visual and non-visual backtest-mode.

As you can see on my pictures, there are not only additional flat bars inserted – there are also real markel-bars
replaced by flat bars. So the test-results are different.
As of now, I can only use the visual mode – which takes at least 5 times more time.
And optimization is not possible at all.
So this is quite a big issue for me.
Hope you can provide some solving soon.

But to answer your question: I am using UTC+1.

KR

[imported_tickstoryParticipant July 17, 2013 at 7:21 am Post count: 1479]

#19059

Hi Ralf,

We’ve looked into this further and the reason why these bars exist is due to the system creating flat bars for periods where there is no data. The tick data on the other hand is filtered for those periods.
Could you please advise in what way the two different methods (visual and non-visual) are affecting your back-tests?

Thanks.

[alearnerParticipant August 1, 2013 at 11:26 am Post count: 3]

#19060

Hi

Not sure why you would want flat bars when there is no trading. If there is a reason, can we have an option to exclude them for those of us that dont want them?

Al

[imported_tickstoryParticipant August 10, 2013 at 10:58 am Post count: 1479]

#19061

Hi Alearner,

We will add this as a development item to make this behaviour optional.

Thanks.

[imported_tickstoryParticipant September 21, 2013 at 3:23 am Post count: 1479]

#19062

Hi all,

Please refer to where you can download v1.1RC which addresses flat bar issue:

viewtopic.php?f=2&t=262&p=1093

Please let us know how you go.

Thanks.

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