Gamestudio Links
Zorro Links
Newest Posts
Blobsculptor tools and objects download here
by NeoDumont. 03/28/24 03:01
Issue with Multi-Core WFO Training
by aliswee. 03/24/24 20:20
Why Zorro supports up to 72 cores?
by Edgar_Herrera. 03/23/24 21:41
Zorro Trader GPT
by TipmyPip. 03/06/24 09:27
VSCode instead of SED
by 3run. 03/01/24 19:06
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
2 registered members (Quad, aliswee), 835 guests, and 5 spiders.
Key: Admin, Global Mod, Mod
Newest Members
sakolin, rajesh7827, juergen_wue, NITRO_FOREVER, jack0roses
19043 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
When using multiple assets, how are missing candles presented? #468627
10/11/17 19:59
10/11/17 19:59
Joined: Aug 2017
Posts: 40
J
johnnyp Offline OP
Newbie
johnnyp  Offline OP
Newbie
J

Joined: Aug 2017
Posts: 40
I am considering trying to use currency strength analysis to boost my trading strategy, however I am going to have to re-implement it in MQL4 to be run in MetaTrader in a context that doesn't allow DLLs. So...

Here is my question...

sometimes an asset has no candle for a given minute because there were no ticks during that minute. How does Zorro handle this?

* Is that asset skipped in loop(Assets)?
* Does Zorro present the previous candle again?
* Does Zorro generate a synthetic candle with OHLC all equal to the previous close price?

Re: When using multiple assets, how are missing candles presented? [Re: johnnyp] #468641
10/12/17 07:35
10/12/17 07:35
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
If it was the first asset, bars are extended so that they have at least one tick. Subsequent assets get synthetic candles that are in some way interpolated.

Re: When using multiple assets, how are missing candles presented? [Re: jcl] #468647
10/12/17 08:21
10/12/17 08:21
Joined: Aug 2017
Posts: 40
J
johnnyp Offline OP
Newbie
johnnyp  Offline OP
Newbie
J

Joined: Aug 2017
Posts: 40
Interpolated how?
I hope the interpolation doesn't rely on future candles!

Re: When using multiple assets, how are missing candles presented? [Re: johnnyp] #468650
10/12/17 09:09
10/12/17 09:09
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Nope. Past candles only. I believe the 2 previous candles.

Re: When using multiple assets, how are missing candles presented? [Re: jcl] #468677
10/12/17 18:02
10/12/17 18:02
Joined: Aug 2017
Posts: 40
J
johnnyp Offline OP
Newbie
johnnyp  Offline OP
Newbie
J

Joined: Aug 2017
Posts: 40
Can you be more specific?
I need to be able to recode this in MQL4.

Is there a good reason to treat the subsequent assets differently to the first one?

I find the idea of replacing missing bars by interpolation to be strange. If there is simply a hole in the data, then fine interpolation may reduce the jump that occurs when the next data point arrives. But if the prices are simply not moving, then interpolation will lead you astray. Does interpolation happen when trading live too?

Is it possible to tell Zorro how I want it to deal with missing bars? If not could this be added? For example...

MissingBars = MB_SKIP; // could mean to skip assets with a missing bar. I can see how this option could be tricky to implement.
MissingBars = MB_INTERPOLATE; // could mean to create synthetic bars by interpolation.
MissingBars = MB_ADDTICK; // could mean to create synthetic bars by adding a single tick equal to the previous close price.


Moderated by  Petra 

Powered by UBB.threads™ PHP Forum Software 7.7.1