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Re: Dukascopy T1&T6 files for all Forex Pairs and Crosses - get it! [Re: j45p41] #476446
02/26/19 18:57
02/26/19 18:57
Joined: Dec 2014
Posts: 141
Germany
sdh309795gaas Offline OP
Member
sdh309795gaas  Offline OP
Member

Joined: Dec 2014
Posts: 141
Germany
Thanks!

My broker is FXChoice (MT4).
I just created the attached AssetsFix.csv with this script:

Code:
// connect to your broker and click the "Trade" button.
// this script creates this file: /zorro/log/assets.csv
// replace your assetsfix.csv in /zorro/history/ with this file!
// (better make a backup of the old one, jsut in case you need it again!)

function run()
{
	StartDate = 20180101;
	EndDate = 20181231;
	LookBack = 1;
	BarPeriod = 1440;


	while(asset(loop("AUD/CAD","AUD/CHF","AUD/JPY","AUD/NZD","AUD/USD","CAD/CHF","CAD/JPY","CHF/JPY","EUR/AUD","EUR/CAD","EUR/CHF","EUR/GBP","EUR/JPY","EUR/NZD","EUR/USD","GBP/AUD","GBP/CAD","GBP/CHF","GBP/JPY","GBP/NZD","GBP/USD","NZD/CAD","NZD/CHF","NZD/JPY","NZD/USD","USD/CAD","USD/CHF","USD/JPY"))) 
									
	{
		vars Price = series(price());
	}
}


Attached Files
AssetsFix.csv (1 downloads)
Last edited by sdh309795gaas; 02/26/19 19:00.
Re: Dukascopy T1&T6 files for all Forex Pairs and Crosses - get it! [Re: sdh309795gaas] #476450
02/27/19 13:50
02/27/19 13:50
Joined: Aug 2018
Posts: 87
O
OptimusPrime Offline
Junior Member
OptimusPrime  Offline
Junior Member
O

Joined: Aug 2018
Posts: 87
Many thanks!


Thanks so much,

OptimusPrime

Re: Dukascopy T1&T6 files for all Forex Pairs and Crosses - get it! [Re: j45p41] #476905
04/22/19 12:14
04/22/19 12:14
Joined: Dec 2014
Posts: 141
Germany
sdh309795gaas Offline OP
Member
sdh309795gaas  Offline OP
Member

Joined: Dec 2014
Posts: 141
Germany
I just found out that the dataset has some gaps. AUD/CAD is really bad in 2008. Use the script below to detect gaps. I commented it out to check for other gaps:

Code:
function run()
{
	StartDate = 20080101;
	EndDate = 20120101;
	
	BarPeriod = 15;
	
	//"AUD/CAD",
	while(asset(loop("AUD/CHF","AUD/JPY","AUD/NZD","AUD/USD","CAD/CHF","CAD/JPY",
									"CHF/JPY","EUR/AUD","EUR/CAD","EUR/CHF","EUR/GBP","EUR/JPY","EUR/NZD",
									"EUR/USD","GBP/AUD","GBP/CAD","GBP/CHF","GBP/JPY","GBP/NZD","GBP/USD",
									"NZD/CAD","NZD/CHF","NZD/JPY","NZD/USD","USD/CAD","USD/CHF","USD/JPY"))) 
									
	{
		
		var tdiff = (wdate() - wdate(1)); //time difference in days of the last consecutive bars

		//search for time differences at 1.5 times longer than BarPeriod:
		if(tdiff > (BarPeriod/1440)*1.5 && tdiff < 1) //1 day = 1440 minutes....
		{
			printf("n%d-%02d-%02d %02d:%02d        %s gap: %.0f minutes missing",
				year(), month(), day(), hour(), minute(), Asset, (wdate() - wdate(1))*1440);
		}
	}
}


Re: Dukascopy T1&T6 files for all Forex Pairs and Crosses - get it! [Re: sdh309795gaas] #476907
04/22/19 13:18
04/22/19 13:18
Joined: Dec 2014
Posts: 141
Germany
sdh309795gaas Offline OP
Member
sdh309795gaas  Offline OP
Member

Joined: Dec 2014
Posts: 141
Germany
StartDate = 20060101;
EndDate = 20181231;

->

Asset Gaps
AUDJPY 4
EURGBP 5
GBPCHF 5
USDCHF 5
CHFJPY 6
EURUSD 6
GBPUSD 6
USDCAD 6
EURCHF 7
GBPJPY 7
NZDUSD 14
AUDNZD 19
EURJPY 23
USDJPY 24
AUDUSD 58
EURCAD 81
EURAUD 94
GBPAUD 119
AUDCHF 142
EURNZD 167
CADJPY 168
NZDCAD 181
GBPCAD 183
NZDCHF 187
CADCHF 193
NZDJPY 197
GBPNZD 221
AUDCAD 6263

Optimized asset loop:

while(asset(loop(
"AUD/JPY","EUR/GBP","GBP/CHF","USD/CHF","CHF/JPY","EUR/USD","GBP/USD",
"USD/CAD","EUR/CHF","GBP/JPY","NZD/USD","AUD/NZD","EUR/JPY","USD/JPY",
"AUD/USD","EUR/CAD","EUR/AUD","GBP/AUD","AUD/CHF","EUR/NZD","CAD/JPY",
"NZD/CAD","GBP/CAD","NZD/CHF","CAD/CHF","NZD/JPY","GBP/NZD","AUD/CAD")))

Re: Dukascopy T1&T6 files for all Forex Pairs and Crosses - get it! [Re: sdh309795gaas] #478631
11/17/19 13:45
11/17/19 13:45
Joined: Nov 2018
Posts: 7
A
aventador Offline
Newbie
aventador  Offline
Newbie
A

Joined: Nov 2018
Posts: 7
Originally Posted by sdh309795gaas
Try qBittorrent. The torrent seems okay. I have already uploaded the package 1,76 times.



Hi sdh309795gaas,


It seems tickdownloader has been upgraded to latest Quant data manager.

The format of the data has been changed.

Would you have plan to update the script in http://statsmage.com/zorro-on-steroids-ii-data-conversion/ to cater the changes accordingly ?

Re: Dukascopy T1&T6 files for all Forex Pairs and Crosses - get it! [Re: aventador] #478706
11/30/19 14:32
11/30/19 14:32
Joined: Dec 2014
Posts: 141
Germany
sdh309795gaas Offline OP
Member
sdh309795gaas  Offline OP
Member

Joined: Dec 2014
Posts: 141
Germany
As Zorro has a python bridge now, I will try to create a hassle free solution to update / create t1 and t6 files with just a few clicks.

I plan to share the complete 2019 package in January.

By the way, I'm not the guy behind statsmage!

Last edited by sdh309795gaas; 11/30/19 14:33.
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