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bars missing #438682
03/20/14 07:50
03/20/14 07:50
Joined: Mar 2014
Posts: 13
B
Bernardo Offline OP
Newbie
Bernardo  Offline OP
Newbie
B

Joined: Mar 2014
Posts: 13
Hi,

trying a strategy with a lookback in test-mode everything works well, but in trade-mode (demo) Zorro says
Code:
...
Loading NAS100 prices.. 8994 h
Loading SPX500 prices.. 8995 h
Loading UK100 prices.. 5271 h, gap 10 h, 3529 bars added
Loading US30 prices.. 8993 h
Loading USD/CAD prices.. 8862 h
Loading USD/CHF prices.. 8860 h
Loading USD/JPY prices.. 8858 h
Loading USOil prices.. 8995 h
Loading XAG/USD prices.. 8998 h
Loading XAU/USD prices.. 9000 h
Error 047: 24 bars missing
Logout... ok


I downloaded the history again and started the strategie several times (as suggested in the "Mighty Manual") => no effect.
I do not want to miss the UK100, probably the reason for the error.

Any suggestions? Thanks!

Re: bars missing [Re: Bernardo] #438708
03/20/14 12:34
03/20/14 12:34
Joined: Jul 2013
Posts: 522
D
dusktrader Offline
User
dusktrader  Offline
User
D

Joined: Jul 2013
Posts: 522
It seems like for some reason the broker is not allowing that much UK100 history to be made available from the feed. One workaround is to use the PRELOAD flag which would use your .bar history and then only request the most recent live feed data from the broker. Here is the man page for PRELOAD

Another suggestion, if possible, is to reduce your LookBack by about 40%. Then there would be enough UK100 available without using PRELOAD

Re: bars missing [Re: dusktrader] #438760
03/21/14 06:54
03/21/14 06:54
Joined: Mar 2014
Posts: 13
B
Bernardo Offline OP
Newbie
Bernardo  Offline OP
Newbie
B

Joined: Mar 2014
Posts: 13
Thanks, dusktrader!

Setting PRELOAD doesn't change anything, when I reduce LookBack it works - but for my strategy I need more data. The resulting statistik I want to examine is not enough significant. Even my previous range of LookBack is too small - was only a first test.

The gap seems to be in march 2013, so I tried the history from the opserver. Same result.

Is there a possibility to suppress this error (I didn't find it in the manual)? Possibly the resulting fuzziness is less bad than a short history - worth to try.

Re: bars missing [Re: Bernardo] #438770
03/21/14 09:31
03/21/14 09:31
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,986
Frankfurt
In the next Zorro update the error can be suppressed, so the system can be started nevertheless - but of course it will not work correctly when a part of the price history is missing. You must either reduce the lookback period, or not use UK100 when the broker does not allow such long lookback periods for that asset.

Another solution would be PRELOAD, but then you must use FXCM history data although you're not trading with FXCM. Especially for CFDs, history data between different brokers can differ, so that is not an ideal solution either.

Re: bars missing [Re: jcl] #438826
03/22/14 09:27
03/22/14 09:27
Joined: Mar 2014
Posts: 13
B
Bernardo Offline OP
Newbie
Bernardo  Offline OP
Newbie
B

Joined: Mar 2014
Posts: 13
Ok, I wait with this strategie until next update, I'll devise in the intermediate time another one...

Thanks for the answers!


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