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Error using 5 second time frame - what's wrong with my script?
#481742
10/25/20 15:18
10/25/20 15:18
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Joined: Dec 2018
Posts: 24
Kaga
OP
Newbie
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OP
Newbie
Joined: Dec 2018
Posts: 24
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Returning to Zorro after a long break. I have a FB.t6 file in the history folder with 5 second candle data for the past 2 years (checked with ZHistoryEditor that the data is valid). The file Assets5s.csv contains:
Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbol
FB,150,0.1,0,0,0.01,0.01,0,1,1,0.006,FB!YAHOO:FB
I attempt to run the following code, just to plot the price data for now
function run()
{
set(PRELOAD);
BarPeriod = 5./60; // 5 second bars
TimeFrame = 1;
LookBack = 12000; // 200*5*12
StartDate = 2019;
EndDate = 2020;
assetList("History\\Assets5s.csv"); // load asset list
asset(Assets[0]);
vars pr = series(price());
//Plot results:
plot("Price",pr,NEW,BLUE);
set(LOGFILE,PLOTNOW);
}
Unfortunately, Zorro returns the error message `Error 055: No bars generated`. What is wrong with my syntax? How should I be using 5 second candle data to make Zorro actually recognize the candles?
Last edited by Kaga; 10/25/20 16:35.
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Re: Error using 5 second candles - what's wrong with my script?
[Re: Kaga]
#481744
10/25/20 16:30
10/25/20 16:30
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Joined: Dec 2018
Posts: 24
Kaga
OP
Newbie
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OP
Newbie
Joined: Dec 2018
Posts: 24
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In the documentation it says that for time frames below 1 min, the data needs to be in tick format ".t1". I now have FB_2018.t1, FB_2019.t1, FB_2020.t1 in my History folder (again checked with viewer that data has valid format). And changed the script to:
function run()
{
set(TICKS,PRELOAD);
History = ".t1";
BarPeriod = 5./60; // 5 second bars
TimeFrame = 1;
LookBack = 12000; // 200*5*12
StartDate = 2019;
EndDate = 2020;
assetList("History\\Assets5s.csv"); // load asset list
asset(Assets[0]);
vars pr = series(price());
//Plot results:
plot("Price",pr,NEW,BLUE);
set(LOGFILE,PLOTNOW);
}
Zorro S still complains with error 55 and error 47. What am I doing wrong?
Last edited by Kaga; 10/25/20 16:35.
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Re: Error using 5 second candles - what's wrong with my script?
[Re: Kaga]
#481745
10/25/20 17:10
10/25/20 17:10
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Joined: Dec 2018
Posts: 24
Kaga
OP
Newbie
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OP
Newbie
Joined: Dec 2018
Posts: 24
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Turns out, the whole problem was that the data was saved in reverse order. Reversing the data points in the .t6 fixed the issue.
It may be a good idea to include a dataSort(1); just before a dataSave by default in the CSVtoHistory script, to make sure to avoid such issues.
Last edited by Kaga; 10/25/20 18:26.
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