problem #1 - bad bar aggregation
- Zorro 1.66
- downloaded the EURUSD data from FXCM using Zorro's Download script.
- aggregated to Period = 60
- bars are close but not the same as FXCM bars. Clearly not the same
- see picture.
- surprising bad bug for an algo-trading software
- suspect: 1min offset bug due to Zorro timestamp the end of the bar while FXCM timestamps the start of the bar -- only a suspect
- installed Zorro 1.74
- could not re-test because...
problem #2
the Download from FXCM only worked once
- the login isnt successful - red light.
- FXCM demo account works with Trading Station.

Hi,
the bar aggregation bug ("1-min offset")has been fixed in v1.74.6-8.
Another reason for the difference might be Zorro's using Ask prices.

Hello

I installed Zorro 1.74 - and reloaded FXCM data

the problem is still there: Zorro uses the first 1Min bar of the next hour to close the current hour.

Basically the 1min offset problem. see attched

I looked at IB's data and can confirm that there is a problem.

It is then with Zorro/FXCM plug-in incorrect timestamping of data (should be end-of-bar).

There has been recently a report of such a problem, but it could not be reproduced - bars are fine. Still, if you find a wrong bar, just contact Support with the log and the details and they will check it.

You mean that FXCM timestamps are the start of the bar but Zorro thinks it's the end of the bar?

JCL,
I just checked it with a generic MT4 plug-in: downloaded M1 bars have "start-of-the-bar" time stamps.

Yes.
This has been fixed for IB a month or so ago; but now turns out this also is a problem for FXCM and MT4.

It seems that MT4's timestamps are bar open time
https://book.mql4.com/functions/datetime

They probably are, but an MT4 plug-in/Zorro should be storing the data uniformly regardless of a source, sticking to its stated convention.