iClose for PERIOD_D1 always returns 0 if Shift is >= 400 bars in MT5 but ok in MT4

[Thang Dang]

If I use the following code in MT5 it returns ~0 even my data is good and available from 2003, 99% model quality. This means MT5 skips all data that passes 4-500 days. We are migrating to MT5 and lots of our algorithms are based on past data. I feel like MT5 is not as good as MT4. The same code runs just fine in MT4. I tested this with multiple pairs and multiple brokers. I concluded that this is MT5's issue.

iClose(Symbol(), PERIOD_D1, 500)

Can MT5 team help?

[Vladimir Karputov]

Please read the help:  Organizing Data Access 

[William Roeder]

On MT4: Unless the current chart is that specific symbol(s)/TF(s) referenced, you must handle 4066/4073 errors before accessing candle/indicator values.
          Download history in MQL4 EA - Forex Calendar - MQL4 programming forum - Page 3 #26.4 (2019)

On MT5: Unless the current chart is that specific pair/TF, you must synchronize the terminal Data from the Server before accessing candle/indicator values.
          Error 4806 while using CopyBuffer() - Expert Advisors and Automated Trading - MQL5 programming forum #10 (2020.12.15)
          Is it mystical?! It is! - Withdraw - Technical Indicators - MQL5 programming forum (2019)
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          Synchronize Server Data with Terminal Data - Symbols - General - MQL5 programming forum #2 (2018)
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[Thang Dang]

Both answers do not address my issue. In my case `CopyBuffer` always returns > 0 and when I check the log I see this "2021.11.11 17:39:37.214 Core 1 GBPNZD,Daily: history cache allocated for 300 bars and contains 278 bars from 2019.01.01 00:00 to 2019.12.31 00:00". And I cant get iClose data above 300 bars. Could you explain why it happens in MT5 but not MT4 and how to fix this? I believe this is a bug in MT5.

[Vladimir Karputov]

Thang Dang # :
Both answers do not address my issue. In my case `CopyBuffer` always returns > 0 and when I check the log I see this "2021.11.11 17:39:37.214 Core 1 GBPNZD,Daily: history cache allocated for 300 bars and contains 278 bars from 2019.01.01 00:00 to 2019.12.31 00:00". And I cant get iClose data above 300 bars. Could you explain why it happens in MT5 but not MT4 and how to fix this? I believe this is a bug in MT5.

1. Set the maximum story depth:

(don't forget to restart your terminal)

2. Test on the server 'MetaQuotes-Demo'

[Thang Dang]

I did all that before but did not help.

[Paul Anscombe]

Thang Dang #:
Both answers do not address my issue. In my case `CopyBuffer` always returns > 0 and when I check the log I see this "2021.11.11 17:39:37.214 Core 1 GBPNZD,Daily: history cache allocated for 300 bars and contains 278 bars from 2019.01.01 00:00 to 2019.12.31 00:00". And I cant get iClose data above 300 bars. Could you explain why it happens in MT5 but not MT4 and how to fix this? I believe this is a bug in MT5.

Seems you only have 278 daily data bars then. So you need to get more history 

[Thang Dang]

The issue is my dataset has enough bars back to 2003. This is a bug. Backtesting in MT5 is way harder and slower than MT4 

[Alain Verleyen]

Thang Dang #:
The issue is my dataset has enough bars back to 2003. This is a bug. Backtesting in MT5 is way harder and slower than MT4 

There is no bug. Approximatively 1 year of past data is available in the tester.

Read MT5 documentation and learn to use it.

[Jia Run Yuan]

Alain Verleyen #:

There is no bug. Approximatively 1 year of past data is available in the tester.

Read MT5 documentation and learn to use it.

We need more than 1 year(probably 3-5 years) past data ,  but now only 1 year hisitory in the tester,  and we didn't find a way to allocate more history cache.