|
1 registered members (TipmyPip),
7,787
guests, and 5
spiders. |
|
Key:
Admin,
Global Mod,
Mod
|
|
|
Historical Data with the 64bit FXCM Plugin
#489103
01/21/26 17:06
01/21/26 17:06
|
Joined: May 2023
Posts: 45 Hamburg, Germany
Martin_HH
OP
Newbie
|
OP
Newbie
Joined: May 2023
Posts: 45
Hamburg, Germany
|
I found a strange behaviour with the FXCM 64bit Plugin. When I start Zorro (2.70) for trading, I get an NaD message in the LookBack run. This behaviour I recognize especially for daily bars. In my example with asset GER30, I have historical data in the history folder available until 2008. With the 32bit plugin I have no issue. With the 64bit plugin:
AL09-G1-R2-1440-V1 start Login 0 FXCM.. at UTC 01-21 19:24. Error 047: GER30 1899-12-30 2026-01-21: 0 bars, 0 skipped, 500 needed) Read AL09-G1-R2-1440-V1.fac Read AL09-G1-R2-1440-V1.par......
Trade: AL09-G1-R2-1440-V1 2026-01-21 Assets AssetsStandard.csv Lookback 500 bars, (NaD)..(NaD).
Also for other assets I can repeat this behaviour. It seems that the plugin does not collect historical data from the history folder during the LookBack period?
PRELOAD Flag is set. When I remove the PRELOAD Flag, for the shorter time frames the Broker data are loaded, but for the longer I get this error. Strange?
Martin
Last edited by Martin_HH; 01/21/26 19:36.
|
|
|
Re: Historical Data with the 64bit FXCM Plugin
[Re: Spirit]
#489106
01/21/26 21:59
01/21/26 21:59
|
Joined: May 2023
Posts: 45 Hamburg, Germany
Martin_HH
OP
Newbie
|
OP
Newbie
Joined: May 2023
Posts: 45
Hamburg, Germany
|
Start Date is 2011 and End Date 2026. Some assets work in this strategy and some not. BarPeriod=1440. I checked the history folder, but these assets (.t6 files) are working for 32bit Zorro. Therefore the .t6 files cannot be corrupt. It seems I have an issue witch the Zorro64 and the Plugin. But generally the most strategies under Zorro64 and FXCM-64 Plugin running, thats what is so strange. I checked also the manual regarding error 47 and the dependency to LookBack and insufficient historical data...
Last edited by Martin_HH; 01/21/26 22:03.
|
|
|
Re: Historical Data with the 64bit FXCM Plugin
[Re: Martin_HH]
#489112
01/22/26 16:44
01/22/26 16:44
|
Joined: May 2023
Posts: 45 Hamburg, Germany
Martin_HH
OP
Newbie
|
OP
Newbie
Joined: May 2023
Posts: 45
Hamburg, Germany
|
I checked again the historical data. I found errors at two assets (GER30 and GBP/USD). I have renamed the historical data files for this two assets and started the reloading with the Download script (M1) I just recognised an issue with the reload at FXCM: Load GER30 2026.. 13306 min Load GER30 2025.. Warning: 035 GER30 5 days gap Tue 2025-12-23 298248 min Load GER30 2023..302668 min Load GER30 2022.. 304899 min Load GER30 2021.. 304168 min Load GER30 2020.. 254151 min (gap 56 days) Load GER30 2019.. 288296 min Load GER30 2018.. 210536 min Load GER30 2017.. 210475 min Load GER30 2016..140831 min (gap 126 days) Load GER30 2015.. 48432 min (gap 280 days) Load GER30 2014.. 11959 min (gap 338 days) Load GER30 2013.. 43652 min (gap 281 days) Load GER30 2012.. 205660 min Load GER30 2011.. 209220 min Load GER30 2010.. 54419 min (gap 265 days)
Why do we have these gaps? This might be the reason for the further errors?. The download is done with the 32bit Zorro.
Last edited by Martin_HH; 01/22/26 17:26.
|
|
|
Re: Historical Data with the 64bit FXCM Plugin
[Re: jcl]
#489117
01/23/26 15:09
01/23/26 15:09
|
Joined: May 2023
Posts: 45 Hamburg, Germany
Martin_HH
OP
Newbie
|
OP
Newbie
Joined: May 2023
Posts: 45
Hamburg, Germany
|
Thanks for the feedback. I deleted completely the files and even used via the ZorroFix.ini a different history folder (empty one). I did it today again and got other gaps in other years. There must be an issue at the FXCM Broker? I am running the historical data since years and this is the first time I had this issue. I changed to Zorro 64 bit, but the download runs via 32bit, which I already said. It seems is nothing with the Plugin itself, maybe an API issue?
Last edited by Martin_HH; 01/23/26 15:09.
|
|
|
Re: Historical Data with the 64bit FXCM Plugin
[Re: Martin_HH]
#489124
01/24/26 14:06
01/24/26 14:06
|
Joined: May 2023
Posts: 45 Hamburg, Germany
Martin_HH
OP
Newbie
|
OP
Newbie
Joined: May 2023
Posts: 45
Hamburg, Germany
|
Thank you again for your feedback, it helps a lot. My experience with Fxcm was also very positive regarding the robustness of the plugins in the last year's. I tried several set-ups. My baseline is to map the history folder to Google Drive, which makes the data available on several computers. So far I had no issue with it. For test reasons, I used the local history folder, but the described inconsistency showing up as well. Let me know when your Plugin developer find something. Of course, I can also use the diagnostic test.
Last edited by Martin_HH; 01/24/26 14:07.
|
|
|
Re: Historical Data with the 64bit FXCM Plugin
[Re: Martin_HH]
#489137
01/28/26 18:45
01/28/26 18:45
|
Joined: May 2023
Posts: 45 Hamburg, Germany
Martin_HH
OP
Newbie
|
OP
Newbie
Joined: May 2023
Posts: 45
Hamburg, Germany
|
I will do the test, but my Zorro S subscription was ending with 2.70. My setup (framework of many .cpp 64bit files + Python Gui) is running with Zorro-S functionalities. I had my errors in the beginning via trading (missing historical data during the LookBack), but then I recognised the gaps during the loading (Download script) of historical data.
Therefore, I have to test with the Zorro Free account, but I will do. I will use your script.
Martin
Last edited by Martin_HH; 01/28/26 19:01.
|
|
|
Re: Historical Data with the 64bit FXCM Plugin
[Re: Martin_HH]
#489148
02/01/26 12:00
02/01/26 12:00
|
Joined: May 2023
Posts: 45 Hamburg, Germany
Martin_HH
OP
Newbie
|
OP
Newbie
Joined: May 2023
Posts: 45
Hamburg, Germany
|
I have done several checks now. It seems, I had two issues at the same time.
1. Download gaps. I tested your files (3.01 for 32 bit) and (2.70 for 64 bit). I found no gaps and the diagnosis files were ok. I assume really server issues at FXCM these days? 2. Despite the fact that I had now updated .t6 files, I had still errors during the trade mode (64bit). Training and Backtesting worked fine. The history files are stored on Google Drive G:/ folder. And this was working without issues since years . Now, I hardcoded the history folder in my script (History = "G:\\Meine Ablage\\11.2_Trading_Monitoring\\4_All\\History";) and now it works without issues.
My ZorroFix.ini has this entry: HistoryFolder = "G:\Meine Ablage\11.2_Trading_Monitoring\4_All\History"
Maybe it is an issue with Google Drive, but it works now. We can close this issue at the moment. If I see some further findings, I will report it here. Thank you for your support, you are doing a great job!
Last edited by Martin_HH; 02/01/26 15:10.
|
|
|
Re: Historical Data with the 64bit FXCM Plugin
[Re: Martin_HH]
#489153
02/02/26 09:48
02/02/26 09:48
|
Joined: May 2023
Posts: 45 Hamburg, Germany
Martin_HH
OP
Newbie
|
OP
Newbie
Joined: May 2023
Posts: 45
Hamburg, Germany
|
Well, I realized, when I use forward slash "/" for the History folder in the ZorroFix.ini , it works without the hard coding. It is probably a Google Drive specific. The strategy folder entry works also with back slash.
Last edited by Martin_HH; 02/02/26 10:59.
|
|
|
|