I make test (EUR/USD) with this code:
function run()
{
NumCores = -1;
StartDate = 20200401;
BarPeriod = 15; // 15 min
LookBack = 1;
NumYears = 1;
MaxLong = MaxShort = 15;
//AssetMarket = 2;
//BrokerZone = UTC+2;
set(STEPWISE);
assetList("Assets4");
if (is(INITRUN)){
assetHistory(Asset,1);
}
ticket();
printf("\nOpen: %.5f High: %.5f Low: %.5f",priceOpen(),priceHigh(),priceLow());
}
1. data comming with ZORRO ( UTC )
2020.04.06 07:00
[761: Wed 20-04-01 00:15] (1.10247)
Error 011: MACD EUR/USD invalid parameters (failed) at bar 761
Open: 1.10268 High: 1.10321 Low: 1.10230
[762: Wed 20-04-01 00:30] (1.10323)
Open: 1.10247 High: 1.10340 Low: 1.10243
[763: Wed 20-04-01 00:45] (1.10301)
Open: 1.10323 High: 1.10340 Low: 1.10257
[764: Wed 20-04-01 01:00] (1.10324)
Open: 1.10301 High: 1.10370 Low: 1.10288
[765: Wed 20-04-01 01:15] (1.10273)
Open: 1.10324 High: 1.10340 Low: 1.10257
2. now - delete file EURUSD_2020.t6 and run this code again:
[762: Wed 20-04-01 00:30] (1.10314)
Open: 1.10239 High: 1.10331 Low: 1.10236
[763: Wed 20-04-01 00:45] (1.10291)
Open: 1.10314 High: 1.10331 Low: 1.10249
[764: Wed 20-04-01 01:00] (1.10315)
Open: 1.10291 High: 1.10362 Low: 1.10283
[765: Wed 20-04-01 01:15] (1.10262)
Open: 1.10315 High: 1.10329 Low: 1.10252
the same datetime, but different price.
other date:
Data from ZORRO ( UTC)
[55: Tue 20-02-11 14:00] (1.09041)
Open: 1.08998 High: 1.09046 Low: 1.08955
[56: Tue 20-02-11 14:15] (1.09096)
Open: 1.09041 High: 1.09124 Low: 1.09022
[57: Tue 20-02-11 14:30] (1.09142)
Open: 1.09096 High: 1.09179 Low: 1.09095
[58: Tue 20-02-11 14:45] (1.09174)
Open: 1.09142 High: 1.09188 Low: 1.09128
[59: Tue 20-02-11 15:00] (1.09208)
Open: 1.09174 High: 1.09235 Low: 1.09158
[60: Tue 20-02-11 15:15] (1.09224)
Open: 1.09208 High: 1.09254 Low: 1.09192
Data from MT4 +2UTC
[50: Tue 20-02-11 12:45] (1.08992)
Open: 1.08978 High: 1.09039 Low: 1.08912
[51: Tue 20-02-11 13:00] (1.09035)
Open: 1.08992 High: 1.09041 Low: 1.08950
[52: Tue 20-02-11 13:15] (1.09089)
Open: 1.09037 High: 1.09118 Low: 1.09016
[53: Tue 20-02-11 13:30] (1.09136)
Open: 1.09090 High: 1.09174 Low: 1.09090
[54: Tue 20-02-11 13:45] (1.09169)
Open: 1.09135 High: 1.09181 Low: 1.09124
[55: Tue 20-02-11 14:00] (1.09202)
Open: 1.09168 High: 1.09229 Low: 1.09152
OLD DATA
ZORRO/UTC. 0:00 x x x 1:00 x x x 2:00 x x x 3:00
MT4+3 22:00x x x23:00x x x 0:00 x x x 1:00
NEW DATA ( from MT4)
ZORRO/UTC. 0:00 x x x 1:00 x x x 2:00 x x x 3:00
MT4+3 0:00 x x x 1:00 x x x 2:00 x x x 3:00
setting:
BrokerZone = UTC+2; is OK
but if need
BrokerZone = UTC-2; - not work, still is only UTC
