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Data/plot issue #486084
06/08/22 12:33
06/08/22 12:33
Joined: Nov 2019
Posts: 12
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NiklasH Offline OP
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NiklasH  Offline OP
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Hello.

I'm having this strange issue with my data/plots. Just downloaded the latest data from binance futures and this it what it looks like on 15 minute bars (OK) versus 10 minute bars (Not OK).
Please see attached screenshots.

Data seems fine when inspecting, but for some reason Zorro mishandles the data when bar period is smaller than 15m.

Any ideas on what could be wrong here / how to debug this?

Attached Files 15m.PNG
10m.PNG (33 downloads)
15m - OK 10m - Not OK
Re: Data/plot issue [Re: NiklasH] #486092
06/08/22 14:54
06/08/22 14:54
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 27,986
Frankfurt
Your screen looks normal to me, but when data starts looking strange below a certain bar period, it's a resolution issue. The bar period should not be smaller than the time between 2 ticks in the data.

Re: Data/plot issue [Re: jcl] #486096
06/08/22 19:25
06/08/22 19:25
Joined: Nov 2019
Posts: 12
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NiklasH Offline OP
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NiklasH  Offline OP
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it's 1 minute data. does the 10m.PNG look normal to you.. really?

Re: Data/plot issue [Re: NiklasH] #486105
06/09/22 09:10
06/09/22 09:10
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 27,986
Frankfurt
Yes. But for being sure you should post both curves for comparing.

I already understood that it is 1 minute data, but that does not mean that it has 1 minute resolution. Look in the data and check. More often than not, 1 minute data from crypto exchanges is in fact full of 20 minute gaps.

Re: Data/plot issue [Re: NiklasH] #486113
06/09/22 12:41
06/09/22 12:41
Joined: Nov 2019
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NiklasH Offline OP
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NiklasH  Offline OP
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I did post both screenshots. 15m.PNG and 10m.PNG please compare both attached screenshots in the original post.
I did check the data and here is a screenshot of some of the data in the problematic range. It is indeed 1m resolution, no gaps

Attached Files
data.PNG (29 downloads)
Re: Data/plot issue [Re: NiklasH] #486114
06/09/22 12:51
06/09/22 12:51
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

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jcl  Offline

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Posts: 27,986
Frankfurt
Ah, now I see what you mean - the strange 'candle wicks'.

Check the positions of these wicks in the data. When they fall together with the bar open or close, you won't see them as wicks on the chart. Instead they will only inflate the candles.

Of course it's also possible that they are not in the data, but a bug of your conversion or plotting script. Must be then a strange bug, though.

Re: Data/plot issue [Re: NiklasH] #486115
06/09/22 12:53
06/09/22 12:53
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NiklasH Offline OP
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And here is the same data when charted by the ZHistoryEditor.
Again, this looks fine, no gaps.

Attached Files chart.PNG
Re: Data/plot issue [Re: NiklasH] #486116
06/09/22 12:59
06/09/22 12:59
Joined: Nov 2019
Posts: 12
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NiklasH Offline OP
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NiklasH  Offline OP
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I am not "converting" or using a "plotting script".
Only the basic functionality of a brand new Zorro installation.

As you can see in the screenshot above from the ZHistoryEditor, this is not what it's supposed to look like (happens with other assets too btw).

This is the script, no funny business

Code
function run() 
{
	setf(PlotMode,PL_ALL+PL_FINE);
	resf(BarMode, BR_WEEKEND);
	BarPeriod = 10;
	StartDate = 20220607;
	GapDays = 1;
	Verbose = 3;
	vars Prices = series(priceC());
	plot("MarketVol",marketVol(),BARS|NEW,BLUE);
	set(PLOTNOW);
}

Attached Files strange-data.PNG
Re: Data/plot issue [Re: NiklasH] #486117
06/09/22 13:08
06/09/22 13:08
Joined: Nov 2019
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NiklasH Offline OP
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NiklasH  Offline OP
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Posts: 12
I thought you might want to inspect this for yourself, so here is the data: https://drive.google.com/file/d/1C0MHY2M0LRZcdg2tgyWArYb6viVal84v/view?usp=sharing
(not possible to upload here due to file size restrictions)

Re: Data/plot issue [Re: NiklasH] #486118
06/09/22 13:18
06/09/22 13:18
Joined: Nov 2019
Posts: 12
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NiklasH Offline OP
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NiklasH  Offline OP
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Posts: 12
Issue resolved if set `Outlier = 0` (although no complaints about outliers in the log)

Attached Files outlier.PNG
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