Help with HFT script using Binance Futures Plugin v1.0.2.9

Posted By: degenerate_762

Help with HFT script using Binance Futures Plugin v1.0.2.9 - 12/10/21 18:06

Hi,
I'm trying to Trade a 1 second BarPeriod on the Binance Futures Exchange. However, I keep getting this error. Could you please assist?

Code
function run() 
{
	set(LOGFILE);
	BarPeriod = 1./60;
	asset("BTCUSDT");
	vars Prices = series(price());
}


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Posted By: degenerate_762

Re: Help with HFT script using Binance Futures Plugin v1.0.2.9 - 12/10/21 18:56

Code
Warning / Error 047: Not enough bars 
Historical price data was invalid or insufficient for covering the test period or the LookBack period. In the latter case the script won't run. Possible reasons:

The selected asset did not exist. Check your asset list. 
Historical price data required for an asset was missing or had insufficient size or resolution, like EOD data for 1-hour bars. Get more or better data. 
The market was closed or the broker server delivered insufficient history (especially with MT4). Download price data from other sources and use PRELOAD. 
A too-short or otherwise wrong test period was set up in the script (see asset). Check dates and periods in the script. 
Errors in a historical data file, such as large gaps or overlapping periods due to broken downloads. Delete it and download it again, 
A too high MinutesPerDay value for one of the used assets. 
A wrong BarMode setting for an asset that is traded at weekends, such as cryptocurrencies. 
A a user-defined bar type that is much larger than the given BarPeriod. Decrease BarPeriod or increase MinutesPerDay for allocating more bars. 
Make sure that used assets are selected in the first run, and that historical data - when needed - is sufficient for the backtest plus lookback period and is of the same type for all assets. Don't use a mix of .t1, .t2, and .t6 data, or a part of the data split into years and another part not. You can download price data from online sources with the Download script. Frequently used data is also available on the Zorro Download page. If price data for a certain year is not available, create a .t6 file of 0 bytes size with the name of the asset and year (f.i. SPX500_2017.t6). Zorro will then skip that period in the simulation and not display the error message.


The manual is my friend!

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