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Re: bar aggregation problem + Download from FXCM problem
[Re: jcl]
#470787
02/06/18 15:51
02/06/18 15:51
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Joined: Jul 2017
Posts: 785
Zheka
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User
Joined: Jul 2017
Posts: 785
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JCL,
IT IS NOT ONLY ABOUT FXCM!
I reported exactly this "wrong bar timestamping" problem for IB and it had been fixed. "Bar aggregation problem" has been ignored-publicly- but fixed silently.
Now, it turns out that FXCM AND MT4 plugins have exactly the same timestamping problem (with historical data).
And bar aggregation to 5-min on the just loaded data from an MT4 broker looks like this: (v 1.78.5) [6: Fri 18-02-02 08:04] (0.73706) [7: Fri 18-02-02 08:05] (0.73707) [8: Fri 18-02-02 08:06] (0.73707) [9: Fri 18-02-02 08:07] (0.73708) [10: Fri 18-02-02 08:08] (0.73687)n ETtime=308, 0.73694 0.73724 0.73686 0.73687
[11: Fri 18-02-02 08:09] (0.73671) [12: Fri 18-02-02 08:10] (0.73643) [13: Fri 18-02-02 08:11] (0.73644) [14: Fri 18-02-02 08:12] (0.73636) [15: Fri 18-02-02 08:13] (0.73634)n ETtime=313, 0.73687 0.73688 0.73627 0.73634
Or - on AUD/USD data supplied with Zorro
[2861: Tue 17-05-09 22:47] (0.73499) [2862: Tue 17-05-09 22:48] (0.73503) [2863: Tue 17-05-09 22:49] (0.73504) [2864: Tue 17-05-09 22:50] (0.73497) [2865: Tue 17-05-09 22:51] (0.73515)n ETtime=1851, 0.73517 0.73517 0.73492 0.73515
[2866: Tue 17-05-09 22:52] (0.73508) [2867: Tue 17-05-09 22:53] (0.73508) [2868: Tue 17-05-09 22:54] (0.73496) [2869: Tue 17-05-09 22:55] (0.73500) [2870: Tue 17-05-09 22:56] (0.73490)n ETtime=1856, 0.73515 0.73519 0.73489 0.73490
But the same script (TimeFrame=5; if (frame(0)) printf(..) works as expected on data from IB!!
I also find it weird that Support refuses to read the forum. At least, this has been my experience.
One has to waste time re-packaging the message,etc instead of just sending a link to the thread. And messages to you on the forum are normally well laid and problems properly documented.
Last edited by Zheka; 02/06/18 15:59.
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Re: bar aggregation problem + Download from FXCM problem
[Re: jcl]
#470794
02/06/18 21:53
02/06/18 21:53
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Joined: Jul 2017
Posts: 785
Zheka
User
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User
Joined: Jul 2017
Posts: 785
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The general problem is that the "burden of proof" is put fully on a user and the default attitude is "we are great and fine until proven otherwise". And it takes maaany messages to move the needle.
I spend on average 20-30min to properly word a message, format it and support it with code and log. The answer, however, is often not fully addressing the problem and requires another 1-3 messages pressing from different angles to get to a specific next step. Good recent example (not mine) is the discussion about "weekend" behaviour of FXCM AND IG plug-ins (or Zorro)..
Similarly, several messages above I wrote that I had verified that MT4 plug-in was not timestamping M1 bars properly. That was just ignored. Is my last message with several log details not enough to see that there most probably is a problem and that Support should review?
If Support should be contacted anyway without preliminary forum discussion - then so be it.
Forwarded a link to this thread to Support.
Last edited by Zheka; 02/06/18 22:13.
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