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Re: bar aggregation problem + Download from FXCM problem [Re: luisd] #470848
02/09/18 02:53
02/09/18 02:53
Joined: Dec 2017
Posts: 129
Halifax, NS
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kujo Offline
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kujo  Offline
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Joined: Dec 2017
Posts: 129
Halifax, NS
Luisd, I wonder how you downloaded data? Mine is different. I've just downloaded it with Zorro via FXCM plugin and it's inline with data downloaded directly from FXCM with their tool


Last edited by kujo; 02/09/18 02:58.
Re: bar aggregation problem + Download from FXCM problem [Re: kujo] #470849
02/09/18 03:10
02/09/18 03:10
Joined: Dec 2017
Posts: 129
Halifax, NS
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kujo Offline
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kujo  Offline
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Posts: 129
Halifax, NS
And about the bar aggregation...
Let's check the source, the data. Charts are build based on data.

5m data downloaded directly from FXCM (timestamp is a bar open):
02-08-2018,12:50:00,1.2224,1.22269,1.22183,1.22223,2566
02-08-2018,12:55:00,1.22223,1.22371,1.22206,1.22363,2913
02-08-2018,13:00:00,1.22363,1.22398,1.22342,1.22381,2626
02-08-2018,13:05:00,1.22381,1.22535,1.22368,1.22509,3210
02-08-2018,13:10:00,1.22509,1.22548,1.22458,1.22517,2382

5m data aggregated by Zorro (timestamp is a bar close):
[1030: Thu 18-02-08 12:50] 1.2217/1.22251.2215/1.2224
[1031: Thu 18-02-08 12:55] 1.2224/1.22271.2218/1.2222
[1032: Thu 18-02-08 13:00] 1.2222/1.22371.2221/1.2236
[1033: Thu 18-02-08 13:05] 1.2236/1.22401.2234/1.2238
[1034: Thu 18-02-08 13:10] 1.2238/1.22541.2237/1.2251

I don't see any problems. You can check it by yourself but use the latest version of Zorro

Re: bar aggregation problem + Download from FXCM problem [Re: kujo] #470850
02/09/18 03:12
02/09/18 03:12
Joined: Dec 2017
Posts: 129
Halifax, NS
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kujo Offline
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kujo  Offline
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Joined: Dec 2017
Posts: 129
Halifax, NS
The only thing that should be fixed is Zorro's shifted timestamps with MT4 data. I believe there is enough evidence for the Zorro's team. I wasn't able to find any other bugs...

Re: bar aggregation problem + Download from FXCM problem [Re: kujo] #470851
02/09/18 04:42
02/09/18 04:42
Joined: Jan 2018
Posts: 29
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luisd Offline OP
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luisd  Offline OP
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Posts: 29
kujo your data is indeed fine - can you post how you aggregated it?

I only aggregated it with BarPeriod = 5. No TimeFrame, no BarOffset and my M5 candles are clearly wrong

Hell... tell me how you did it... looking forward to your reply

Re: bar aggregation problem + Download from FXCM problem [Re: luisd] #470852
02/09/18 04:43
02/09/18 04:43
Joined: Jan 2018
Posts: 29
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luisd Offline OP
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luisd  Offline OP
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I downloaded it via the Zorro Download.c script from FXCM too

Re: bar aggregation problem + Download from FXCM problem [Re: luisd] #470855
02/09/18 11:08
02/09/18 11:08
Joined: Dec 2017
Posts: 129
Halifax, NS
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kujo Offline
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kujo  Offline
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No problem, pal.
It's just:

function run()
{
BarPeriod=5;
Verbose=3;
StartDate=20180208;
set(LOGFILE);
}

That's it.

Re: bar aggregation problem + Download from FXCM problem [Re: kujo] #470856
02/09/18 11:26
02/09/18 11:26
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 27,977
Frankfurt
The support got the FXCM data by luisd and it seemed indeed partially wrong. For some reason, the FXCM data seems to be sometimes wrong, sometimes correct. We're currently looking into the problem and will keep you informed.

Re: bar aggregation problem -- Still there [Re: Grat] #470916
02/13/18 07:03
02/13/18 07:03
Joined: Jan 2018
Posts: 29
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luisd Offline OP
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luisd  Offline OP
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downloaded from FXCM server GBDEMO with Zorro's Download.c
as you can see the M5 charts have the same overall shape but none of the candles are the same.

Can anyone please publish a 5M chart obtained with Zorro (FXCM feed) with BarPeriod = 5 -- thanks

Attached Files 4th time Zorro vx FXCM.png
Re: bar aggregation problem -- Still there [Re: luisd] #470930
02/13/18 12:20
02/13/18 12:20
Joined: Dec 2017
Posts: 129
Halifax, NS
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kujo Offline
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kujo  Offline
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Posts: 129
Halifax, NS
Could you please check the date (modified date) of the FXCM plugin? Fxcm.dll in Plugins folder

Re: bar aggregation problem -- Still there [Re: kujo] #470934
02/13/18 13:23
02/13/18 13:23
Joined: Jan 2018
Posts: 29
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luisd Offline OP
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luisd  Offline OP
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Posts: 29
AUG 2017 -- I am going to re-install everything...

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