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Old 2009-02-17, 01:39 PM   #1 (permalink)
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Default Live$$-Acct-Bar-Data Storer for Ultimate back-test accuracy

hi,
1ka has done for me & Invisible_fx_Landscape back-testing a mod on one indicator source here ->
http://codebase.mql4.com/277
to store and use 1Min bar data from a live$-acct running MT4, very very valuable, if you all get tired of using demo data which is I believe is different, altered, delayed, or whatever data (anything to mess us up, eh!?)! LOL
---
1ka:
------
I've modded the original EA (actually, it's an indicator that sits on
the chart you are interested in).

To use it:

Place the indicator in the experts\indicator directory.
Open the chart for the currency you want to capture.
Add the indicator to the chart.
Set the Period to 1 for 1 Minute
Make sure that the use DLLs option is enabled.
Click OK and sit back.

The indicator should now collect data and store it with the other
History files, but it sticks an 'x' between the symbol name and time
period, e.g. EURUSDx1.hst To use this file, it will probably have to
be renamed to match of the standard one. I presume it would be a case
of rename the file and replace the existing one?

The code suggests that it shouldn't be used on a busy computer, as
when metatrader is overloaded then it won't always call the indicator
(another thing to watch out for..)

I've validated that it writes to the file, but haven't been able to
check the contents. You might want to trial run if for a few minutes
and see if you can then use it.
------------------
me again:
--------
I checked that it does update file and is importable to history file of interest (in my case 1Min) and usable in tester, so Voila! Live$-acct back data!!!!! Man O man!
movin' right along, progress!
jb
Attached Files
File Type: mq4 Period_Converter_Opt.mq4 (15.4 KB, 41 views)

Last edited by Batchboy; 2009-02-17 at 01:40 PM.
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Old 2009-02-17, 02:24 PM   #2 (permalink)
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Default

Just don't hit "download" as otherwise you get the 2 days worth of limited data (1Min).
I see that it's updating from IBFX & this MT4 the minute by minute, so it's possible that one doesn't have to stay on top of it daily re: importing regularly to maintain increasing the file.
Not sure why I see before that it's 2 days to start, no matter how long I been running a live account on this particular MT4, and hit download with max settings in options and still it's 2 days max, but now, with 5 days in it from this indicator importing into 1Min file ..........it's piling up the data, hmmm, strange.
But whatever, glad it's doing it.
jb
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Old 2009-02-17, 03:06 PM   #3 (permalink)
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You should check this one out:

http://codebase.mql4.com/en/492

That EA writes every tick into a database server.
Attached Files
File Type: mq4 TicksInMySQL.mq4 (2.7 KB, 42 views)
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Old 2009-02-17, 04:09 PM   #4 (permalink)
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Quote:
Originally Posted by PipCop View Post
You should check this one out:

http://codebase.mql4.com/en/492

That EA writes every tick into a database server.
Jolly good show there pipcop! So we all have no more excuses for EA's that can't be relied-upon for back-tested mirroring live$$ anymore.......correct.....????
I just wanted close-of-bar OHLC on 1Min and to assure EAs I create, have or use ONLY use that live$$-acct data in optimizations back-tests, but thanks
jb
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Old 2009-02-17, 04:21 PM   #5 (permalink)
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Well, the trick is that you can get the ticks into the database, but then you have to export them into a file that MT can use. I leave that up to you!
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Old 2009-02-17, 05:06 PM   #6 (permalink)
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Quote:
Originally Posted by PipCop View Post
Well, the trick is that you can get the ticks into the database, but then you have to export them into a file that MT can use. I leave that up to you!
OOooKay! And I leave that for anyone else, as OHLC bar data imported and ongoingly updating whole file w/o losing oldest data is all I need in meantime, but if someone else is testing with back-tests on EA's as-is w/o knowing if an EA only uses end-of-bar data (which most probably don't, uh-hum!), then that possibility of tick data storage is for use for them (as it is HIGHLY IMPORTANT if they want back-tests indicative of real life), then maybe they can continue this thread-saga.
jb
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Old 2009-02-17, 11:06 PM   #7 (permalink)
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Default Maintenance problems at IBFX!

my chat:
----
Thank you for contacting us. The next available agent will be right with you. Our goal is quality service. You may tell us how we do today by clicking HERE.
You are now chatting with 'Client Services 50'
Client Services 50: Hello this is D'yana, how may I help you?
57021: hi Dyana,
57021: I been watching the live account charts and notice sometimes a minute bar(s) missing! I need minute bars, seems unbelievable that a few or more could be missing sometimes!
Client Services 50: Try this, right-click on the chart and choose refresh.
57021: Am I suppose to chat with a tech type tomorrow?
Client Services 50: Let me know if that updates the chart.
57021: I did do that
57021: already few times, no change!
Client Services 50: Usually if their is information missing we will update it on the weekends, what currency pair are you viewing?
57021: EURUSD
Client Services 50: Can you tell me an example for today, then I can check with our trade specialist to find out if their is a problem.
57021: It just happend a little moment ago, 3 bars missing
Client Services 50: So the last 3 bars for the 1 minute chart are not showing?
57021: Hold on, I get the times
Client Services 50: Ok thanks.
57021: you there?
Client Services 50: Yes
57021: I will list separate lines of bars missings, there is bunches of them lately!
57021: I will write down what bars I see, the missing ones are in between:
Client Services 50: Are you viewing the platform with candlesticks?
57021: 3:03 3:19 unbelievable gap even after refreshing!
57021: 3:31 3:29
57021: 3:37 3:34
57021: 3:40 3:42
57021: So that is only looking at recent to now
Client Services 50: I know from 3:10 to 3:20 our system was down, so that will show a gap, this is usually updated over the weekend.
57021: Oh, but still there are missing bars.
Client Services 50: The other times, I am not sure of, are you seeing a cross bar at all? Like when there is hardly any volume?
Client Services 50: Let me check with my trade specialist about this, one moment please.
57021: I'm on regular bars that have the horizontal tiny bars to show open and close, I hold the cursor over bar to get the time-stamp.
57021: ok
57021: occasionally there could be cross bars,, like no movement for a time-stamp.
Client Services 50: Apparently the trade specialist said that the missing bars are from when we were doing maintenance within the platform, that was during the time frames you posted above, this will be corrected over the weekend.
57021: So does this happen every week, so if one wants to collect live data it's best to do just before weekends finish?
Client Services 50: No, this does not usually happen.
57021: OK, appreciate the info.
57021: Have good eve! :-)
Client Services 50: From what I understand we sent out a message to the platform mailbox for live accounts.
Client Services 50: My pleasure, thank you for contacting IBFX.


-------
Sooooo, I have to either comb thru a weeks worth of data each weekend orrrrrrrr????
And avoid using in the future any data of prior week in back-tests.
Maybe refreshment of chart each Sunday opening? Then that could delete first week?
Problems problems, LOL
jb
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Old 2009-02-17, 11:22 PM   #8 (permalink)
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Default

Just realized I'm trying to make data file more perfect than live reality, so heck with it, the data from chart played into that special file and imported to history center is it!

jb
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