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yep again, we missing each other. Could I basically scrap volume data by setting all volume values to 1?
Yep. your reply just came up as I sent my last.
RE: volume...- if my EA doesnt "read" volume am I safe on this? Dont have to worry about that? I didnt think about volume - but then as I say my EA doesnt "read" it for anything. So, just to clarify - i can ignore volume? Or should I maybe set volume to 1 for all bars?
Yep. I havent got any indicators looking at bars or anything like that. Swaps - that is a good point. Will bear it in mind. I am just keen to run this new method asap.
I am nearly all good to go if I can just solve this problem of doing the time shift. So, consider these bars (in a .csv text file):
NB: date,time,open,high,low, close,volume
20100831,18:00,71.75,71.75,71.75,71.75,1
20100831,18:00,71.75,71.75,71.75,71.75,1
20100831,18:01,71.75,71.75,71.75,71.75,1
So I want to change the time of the second bar to 18:01 so that the top 2 bars have different times (they do have different times on the sub-minute level of course, but I want them to have actually different timings on the minute level).
Then I will have to change the time of the third bar to 18:02. So, now all 3 bars have different times.
I think a good pseudo code for operation is:
time_of_next_bar = time_of_previous bar +1;
But then would have to have constraints in there to account for the fact that only 60 minutes then should be moving the hour, and eventually moving the date, the month etc.
THIS is what I am stuck on.I have all my bars in a .csv file and need to find some way to operate on them like this. Maybe using Perl? I looked in that MQl file you linked to and I couldnt see a transposable method for this.
I guess maybe the easiest way is if I can just find a very very long list in 2 columns of dates and times from somewhere (with this format):
20100831,18:00
20100831,18:01
20100831,18:02
20100831,18:03
20100831,18:04
20100831,18:05
etc. etc.
Maybe better to find such a list than to generate one.
I can then just substitute these columns into my csv file. I have tried go along this route by for example exporting M1 data out of metatrader and then taking its columns. BUT the amount of historical M1 data that I can get for metatrader (a few months worth) isnt long enough for my purposes. Maybe if I had a few years worth could work.
Yep. I havent got any indicators looking at bars or anything like that.
are you shure about that? nearly all indicator use bars in their calculations... all indicators where you can set a period will probaly fail. all high[] low[] open[] close[] calls will fail, basically all timeseries access functions are affected.
i on your case would inspect the files on the website to create a custom tick file and use a patched terminal.
Here's a simple script to do the job. I checked it once only, so take care for overlooked bugs... Also - its probably not the fastest/best way to do it.
Script is pretty self-explanatory... Source file should be in 'experts/files' folder. For start date u can input whatever, since time will be stretched anyway so timestamps are meaningless...
I still have serious doubts about what u r trying to do, but will be happy if you report your findings here anyway. Good luck.
Here's a simple script to do the job. I checked it once only, so take care for overlooked bugs... Also - its probably not the fastest/best way to do it.
Script is pretty self-explanatory... Source file should be in 'experts/files' folder. For start date u can input whatever, since time will be stretched anyway so timestamps are meaningless...
I still have serious doubts about what u r trying to do, but will be happy if you report your findings here anyway. Good luck.
This is brilliant!! Thanks!!
BUT I havent got it working just yet. So, I take your MLQ4 code, save and compile it and attach it to a symbol CL graph (and I tick the box for "Allow live trading") - in the log can see that this is loaded ok etc.
As a PRELUDE/SET UP to this, I have created 2 files:
sample.csv (with the data in) - have created a file with not much data in it for testing so that this all happens fast when we trying to get it all to work
output.csv (empty)
Have put them BOTH in experts/files. BUT I don't see any data being written into output.csv. Have I put the output.csv file in the correct place? Should I even make my own empty output.csv file? Is this the correct thing to do?
PS> Just in case has any bearing at all - have cut and paste my sample.csv below:
20100831,18:00,71.70,71.70,71.70,71.70,2
20100831,18:00,71.70,71.70,71.70,71.70,1
20100831,18:00,71.70,71.70,71.70,71.70,1
20100831,18:00,71.70,71.70,71.70,71.70,1
20100831,18:00,71.70,71.70,71.70,71.70,1
20100831,18:00,71.73,71.73,71.73,71.73,2
20100831,18:00,71.74,71.74,71.74,71.74,1
20100831,18:00,71.73,71.73,71.73,71.73,1
20100831,18:00,71.74,71.74,71.74,71.74,1
20100831,18:00,71.74,71.74,71.74,71.74,1
20100831,18:00,71.74,71.74,71.74,71.74,1
20100831,18:00,71.74,71.74,71.74,71.74,1
20100831,18:00,71.74,71.74,71.74,71.74,1
20100831,18:00,71.74,71.74,71.74,71.74,1
20100831,18:00,71.75,71.75,71.75,71.75,7
20100831,18:00,71.75,71.75,71.75,71.75,1
20100831,18:00,71.75,71.75,71.75,71.75,1
20100831,18:00,71.74,71.74,71.74,71.74,1
20100831,18:00,71.75,71.75,71.75,71.75,1
20100831,18:00,71.75,71.75,71.75,71.75,3
20100831,18:00,71.75,71.75,71.75,71.75,7
20100831,18:00,71.75,71.75,71.75,71.75,1
20100831,18:00,71.75,71.75,71.75,71.75,1
20100831,18:00,71.75,71.75,71.75,71.75,1
20100831,18:00,71.71,71.71,71.71,71.71,1
20100831,18:00,71.70,71.70,71.70,71.70,1
20100831,18:00,71.68,71.68,71.68,71.68,1
20100831,18:00,71.71,71.71,71.71,71.71,1
20100831,18:00,71.71,71.71,71.71,71.71,1
20100831,18:00,71.69,71.69,71.69,71.69,1
20100831,18:00,71.69,71.69,71.69,71.69,1
20100831,18:00,71.68,71.68,71.68,71.68,2
20100831,18:00,71.67,71.67,71.67,71.67,1
20100831,18:00,71.72,71.72,71.72,71.72,1
20100831,18:00,71.72,71.72,71.72,71.72,1
20100831,18:00,71.72,71.72,71.72,71.72,1
20100831,18:00,71.72,71.72,71.72,71.72,1
20100831,18:00,71.71,71.71,71.71,71.71,1
20100831,18:00,71.71,71.71,71.71,71.71,1
20100831,18:00,71.70,71.70,71.70,71.70,1
20100831,18:01,71.71,71.71,71.71,71.71,1
20100831,18:01,71.72,71.72,71.72,71.72,1
20100831,18:01,71.71,71.71,71.71,71.71,1
20100831,18:01,71.71,71.71,71.71,71.71,1
20100831,18:01,71.71,71.71,71.71,71.71,1
20100831,18:01,71.70,71.70,71.70,71.70,1
20100831,18:01,71.70,71.70,71.70,71.70,3
20100831,18:01,71.70,71.70,71.70,71.70,5
20100831,18:01,71.70,71.70,71.70,71.70,1
20100831,18:01,71.71,71.71,71.71,71.71,1
20100831,18:01,71.70,71.70,71.70,71.70,4
20100831,18:01,71.70,71.70,71.70,71.70,1
20100831,18:01,71.71,71.71,71.71,71.71,2
20100831,18:01,71.71,71.71,71.71,71.71,4
20100831,18:01,71.71,71.71,71.71,71.71,1
20100831,18:02,71.70,71.70,71.70,71.70,1
20100831,18:02,71.70,71.70,71.70,71.70,1
20100831,18:02,71.70,71.70,71.70,71.70,1
20100831,18:02,71.70,71.70,71.70,71.70,1
20100831,18:02,71.70,71.70,71.70,71.70,1
20100831,18:02,71.70,71.70,71.70,71.70,1
20100831,18:02,71.70,71.70,71.70,71.70,1
20100831,18:02,71.74,71.74,71.74,71.74,1
20100831,18:03,71.74,71.74,71.74,71.74,1
20100831,18:03,71.75,71.75,71.75,71.75,1
20100831,18:03,71.75,71.75,71.75,71.75,1
20100831,18:03,71.77,71.77,71.77,71.77,1
20100831,18:03,71.78,71.78,71.78,71.78,1
20100831,18:03,71.78,71.78,71.78,71.78,5
20100831,18:03,71.78,71.78,71.78,71.78,5
20100831,18:03,71.79,71.79,71.79,71.79,1
20100831,18:03,71.78,71.78,71.78,71.78,1
20100831,18:03,71.78,71.78,71.78,71.78,1
20100831,18:03,71.79,71.79,71.79,71.79,1
20100831,18:04,71.79,71.79,71.79,71.79,1
20100831,18:04,71.79,71.79,71.79,71.79,1
20100831,18:04,71.80,71.80,71.80,71.80,1
20100831,18:04,71.80,71.80,71.80,71.80,2
20100831,18:04,71.80,71.80,71.80,71.80,1
20100831,18:04,71.80,71.80,71.80,71.80,3
20100831,18:04,71.80,71.80,71.80,71.80,17
20100831,18:04,71.80,71.80,71.80,71.80,1
20100831,18:04,71.80,71.80,71.80,71.80,4
20100831,18:04,71.79,71.79,71.79,71.79,1
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20100831,18:04,71.79,71.79,71.79,71.79,1
20100831,18:04,71.80,71.80,71.80,71.80,1
20100831,18:05,71.78,71.78,71.78,71.78,1
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20100831,18:05,71.77,71.77,71.77,71.77,1
20100831,18:05,71.77,71.77,71.77,71.77,1
20100831,18:05,71.77,71.77,71.77,71.77,1
20100831,18:05,71.77,71.77,71.77,71.77,1
20100831,18:05,71.77,71.77,71.77,71.77,1
20100831,18:05,71.76,71.76,71.76,71.76,1
20100831,18:05,71.74,71.74,71.74,71.74,1
20100831,18:05,71.78,71.78,71.78,71.78,1
20100831,18:05,71.79,71.79,71.79,71.79,1
20100831,18:05,71.79,71.79,71.79,71.79,3
20100831,18:05,71.80,71.80,71.80,71.80,5
20100831,18:05,71.80,71.80,71.80,71.80,14
20100831,18:05,71.80,71.80,71.80,71.80,1
20100831,18:05,71.80,71.80,71.80,71.80,1
20100831,18:05,71.80,71.80,71.80,71.80,1
20100831,18:05,71.80,71.80,71.80,71.80,2
20100831,18:05,71.80,71.80,71.80,71.80,1
20100831,18:06,71.80,71.80,71.80,71.80,1
20100831,18:06,71.80,71.80,71.80,71.80,21
20100831,18:06,71.80,71.80,71.80,71.80,1
20100831,18:06,71.81,71.81,71.81,71.81,1
20100831,18:06,71.81,71.81,71.81,71.81,4
20100831,18:06,71.82,71.82,71.82,71.82,1
20100831,18:06,71.83,71.83,71.83,71.83,1
20100831,18:06,71.84,71.84,71.84,71.84,1
20100831,18:06,71.84,71.84,71.84,71.84,2
20100831,18:06,71.85,71.85,71.85,71.85,1
20100831,18:06,71.81,71.81,71.81,71.81,1
20100831,18:06,71.83,71.83,71.83,71.83,1
20100831,18:06,71.83,71.83,71.83,71.83,1
20100831,18:06,71.83,71.83,71.83,71.83,1
20100831,18:06,71.82,71.82,71.82,71.82,1
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20100831,18:06,71.83,71.83,71.83,71.83,1
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20100831,18:07,71.83,71.83,71.83,71.83,2
20100831,18:07,71.82,71.82,71.82,71.82,4
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20100831,18:08,71.84,71.84,71.84,71.84,1
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20100831,18:09,71.83,71.83,71.83,71.83,1
20100831,18:09,71.84,71.84,71.84,71.84,1
20100831,18:09,71.83,71.83,71.83,71.83,1
20100831,18:10,71.84,71.84,71.84,71.84,1
20100831,18:10,71.82,71.82,71.82,71.82,1
20100831,18:10,71.83,71.83,71.83,71.83,1
20100831,18:11,71.83,71.83,71.83,71.83,1
20100831,18:11,71.83,71.83,71.83,71.83,1
20100831,18:11,71.82,71.82,71.82,71.82,5
20100831,18:11,71.82,71.82,71.82,71.82,2
20100831,18:11,71.83,71.83,71.83,71.83,1
20100831,18:11,71.81,71.81,71.81,71.81,1
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20100831,18:12,71.82,71.82,71.82,71.82,1
20100831,18:12,71.82,71.82,71.82,71.82,1
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20100831,18:12,71.85,71.85,71.85,71.85,1
20100831,18:12,71.85,71.85,71.85,71.85,10
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20100831,18:13,71.85,71.85,71.85,71.85,1
20100831,18:13,71.85,71.85,71.85,71.85,1
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20100831,18:13,71.85,71.85,71.85,71.85,1
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20100831,18:13,71.84,71.84,71.84,71.84,1
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20100831,18:13,71.85,71.85,71.85,71.85,1
20100831,18:13,71.85,71.85,71.85,71.85,1
20100831,18:13,71.86,71.86,71.86,71.86,1
20100831,18:13,71.86,71.86,71.86,71.86,1
20100831,18:13,71.86,71.86,71.86,71.86,1
20100831,18:13,71.85,71.85,71.85,71.85,1
20100831,18:13,71.85,71.85,71.85,71.85,1
20100831,18:13,71.85,71.85,71.85,71.85,1
20100831,18:13,71.86,71.86,71.86,71.86,1
20100831,18:13,71.86,71.86,71.86,71.86,1
20100831,18:13,71.86,71.86,71.86,71.86,1
20100831,18:13,71.86,71.86,71.86,71.86,3
20100831,18:13,71.85,71.85,71.85,71.85,1
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20100831,18:14,71.83,71.83,71.83,71.83,1
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20100831,18:15,71.83,71.83,71.83,71.83,8
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20100831,18:19,71.78,71.78,71.78,71.78,3
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20100831,18:20,71.78,71.78,71.78,71.78,1
20100831,18:20,71.78,71.78,71.78,71.78,2
20100831,18:20,71.78,71.78,71.78,71.78,2
20100831,18:20,71.78,71.78,71.78,71.78,1
20100831,18:20,71.78,71.78,71.78,71.78,1
20100831,18:20,71.78,71.78,71.78,71.78,2
20100831,18:20,71.78,71.78,71.78,71.78,2
20100831,18:20,71.78,71.78,71.78,71.78,2
20100831,18:20,71.78,71.78,71.78,71.78,2
20100831,18:20,71.78,71.78,71.78,71.78,1
20100831,18:20,71.78,71.78,71.78,71.78,1
20100831,18:20,71.78,71.78,71.78,71.78,1
20100831,18:20,71.78,71.78,71.78,71.78,1
20100831,18:21,71.78,71.78,71.78,71.78,1
20100831,18:21,71.79,71.79,71.79,71.79,1
20100831,18:22,71.79,71.79,71.79,71.79,1
20100831,18:22,71.78,71.78,71.78,71.78,1
20100831,18:22,71.78,71.78,71.78,71.78,1
20100831,18:22,71.78,71.78,71.78,71.78,1
20100831,18:22,71.78,71.78,71.78,71.78,1
20100831,18:23,71.79,71.79,71.79,71.79,1
20100831,18:24,71.79,71.79,71.79,71.79,1
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20100831,18:44,71.75,71.75,71.75,71.75,1
20100831,18:44,71.75,71.75,71.75,71.75,1
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20100831,18:46,71.73,71.73,71.73,71.73,1
20100831,18:46,71.73,71.73,71.73,71.73,2
20100831,18:46,71.73,71.73,71.73,71.73,1
20100831,18:46,71.73,71.73,71.73,71.73,1
20100831,18:46,71.76,71.76,71.76,71.76,2
20100831,18:47,71.74,71.74,71.74,71.74,1
20100831,18:47,71.74,71.74,71.74,71.74,1
20100831,18:47,71.73,71.73,71.73,71.73,1
20100831,18:47,71.72,71.72,71.72,71.72,1
20100831,18:47,71.72,71.72,71.72,71.72,1
20100831,18:47,71.72,71.72,71.72,71.72,1
20100831,18:47,71.72,71.72,71.72,71.72,1
20100831,18:47,71.74,71.74,71.74,71.74,2
20100831,18:47,71.74,71.74,71.74,71.74,2
20100831,18:48,71.74,71.74,71.74,71.74,1
20100831,18:48,71.74,71.74,71.74,71.74,1
20100831,18:48,71.74,71.74,71.74,71.74,1
20100831,18:49,71.73,71.73,71.73,71.73,1
20100831,18:49,71.73,71.73,71.73,71.73,1
20100831,18:49,71.72,71.72,71.72,71.72,2
20100831,18:49,71.72,71.72,71.72,71.72,3
20100831,18:49,71.71,71.71,71.71,71.71,1
20100831,18:50,71.73,71.73,71.73,71.73,1
20100831,18:50,71.74,71.74,71.74,71.74,1
20100831,18:50,71.74,71.74,71.74,71.74,1
20100831,18:50,71.72,71.72,71.72,71.72,1
20100831,18:50,71.72,71.72,71.72,71.72,1
BUT I havent got it working just yet. So, I take your MLQ4 code, save and compile it and attach it to a symbol CL graph (and I tick the box for "Allow live trading") - in the log can see that this is loaded ok etc.
As a PRELUDE/SET UP to this, I have created 2 files:
sample.csv (with the data in) - have created a file with not much data in it for testing so that this all happens fast when we trying to get it all to work
output.csv (empty)
Have put them BOTH in experts/files. BUT I don't see any data being written into output.csv. Have I put the output.csv file in the correct place? Should I even make my own empty output.csv file? Is this the correct thing to do?
My mistake - put it as an EA as oppossed to a script. It WORKs now - as a script!
One thing tho - not a major drama - but the last line of the output file is thus:
2004.02.23,08:34,,,,,1
So is just an excess, redundant bit of data - no information lost when cut it. which is just what i did.
So, now am trying this with the strategy tester. Is running now - taking an age. But will keep u posted on everything.