Error using 5 second time frame - what's wrong with my script?

Posted By: Kaga

Error using 5 second time frame - what's wrong with my script? - 10/25/20 15:18

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:

Code

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

Code

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?

Posted By: Kaga

Re: Error using 5 second candles - what's wrong with my script? - 10/25/20 16:30

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:

Code

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?

Posted By: Kaga

Re: Error using 5 second candles - what's wrong with my script? - 10/25/20 17:10

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.

Posted By: kalmar

Re: Error using 5 second candles - what's wrong with my script? - 10/25/20 19:12

Thank you for the post, I forgot about dataSort()