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Metatrader Historical Time Series Queries (relevant to Championship)

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Peter Maxwell
75
Peter Maxwell 2010.09.10 19:02 

Yes, it may be the eleventh hour but I've got a few queries regarding the historical data in mql5 if anyone has the knowledge to answer, it would be of immense assistance...

I intend to write an expert advisor for the championship that is based on a specific type of neural net.  Due to the rather onerous processing requirements (and running mql5 in a qemu windows xp image), I am having to export the history as CSV files and do the numerical processing in an external C++ program.  This brings up a number of questions:

i) what time zone is the historical data from the metaquotes server encoded in, and does this match the meta quotes server time settings for the championship;

ii) does the historical data for each bar have the time stamp changed for daylight saving;

iii) if during the championship the daylight saving time is changed so the time zone goes back an hour, does this mean there will be data with identical time stamps for one hour; 

iv) finally, the main question, for PERIOD_H1 data, there seems to be a discrepancy in the number of bars in the history for each of the 12 pairs allowed for the championship, as shown by this table (2005.01.05 to 2010.08.31 for all pairs):

34957 ./AUDUSD__H1.TXT
23213 ./EURAUD__H1.TXT
32683 ./EURCHF__H1.TXT
34808 ./EURGBP__H1.TXT
34962 ./EURJPY__H1.TXT
34969 ./EURUSD__H1.TXT
33886 ./GBPCHF__H1.TXT
34968 ./GBPJPY__H1.TXT
34817 ./GBPUSD__H1.TXT
34956 ./USDCAD__H1.TXT
34819 ./USDCHF__H1.TXT
34814 ./USDJPY__H1.TXT

Notice that EURAUD has only 23,213 bars whereas most of the other pairs have around 34900.  There are also more minor differences.  Can someone please confirm whether this is correct, is my client not downloading the data properly, or have I done something wrong?

If that is indeed the correct history data, that is fine and I can deal with it but if I've made a mistake it could be quite catastrophic.

Documentation on MQL5: Timeseries and Indicators Access / Bars
  • www.mql5.com
Timeseries and Indicators Access / Bars - Documentation on MQL5
Peter Maxwell
75
Peter Maxwell 2010.09.10 19:32  

Definitely think I'm doing something wrong, the hourly EURAUD from above has daily rates for 2005, them misses most of 2006 until December and finally starts proper hourly data.

Lin Xie
98
Lin Xie 2011.10.03 18:36  

You didn't do anything wrong. The data server (of MetaQuots) itself cannot provide continuous data. As you've alreay discovered, the data downloaded from the history center have lots of gaps in them.

 

Linx 

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