Bar exists when backtested, but not on real charts
On real bars, 5 minute chart, I notice this
It is missing anything between those two times.
As demonstrated on a 5m bar backtest (using "real ticks")
Python also skips those bars for M5
CS 0 13:51:01.258 Startup MetaTester 5 build 3661 (25 Mar 2023) CS 0 13:51:01.258 Startup Windows 10 build 19045, 12 x Intel Core i5-10600K @ 4.10GHz, AVX, 44 / 63 Gb memory, 98 / 953 Gb disk, touchable, UAC, GMT+9 CS 0 13:51:01.260 Server MetaTester 5 started on 127.0.0.1:3000 CS 0 13:51:01.263 Startup cloud network mode is off CS 0 13:51:01.263 Startup initialization finished CS 0 13:51:01.551 127.0.0.1 login (build 3661) CS 0 13:51:01.570 Tester template file tester.tpl added. 1364264 bytes loaded CS 0 13:51:01.570 Network 4412 bytes of account info loaded CS 0 13:51:01.570 Network 1478 bytes of tester parameters loaded CS 0 13:51:01.570 Network 196 bytes of input parameters loaded CS 0 13:51:01.570 Network 624 bytes of symbols list loaded (81 symbols) CS 0 13:51:01.571 Tester expert file added: Experts\NothingExpert.ex5. 4337 bytes loaded CS 0 13:51:01.582 Tester 45446 Mb available, 568 blocks set for ticks generating CS 0 13:51:01.583 Tester initial deposit 100000 JPY, leverage 1:25 CS 0 13:51:01.583 Tester successfully initialized CS 0 13:51:01.583 Network 204 Kb of total initialization data received CS 0 13:51:01.583 Tester Intel Core i5-10600K @ 4.10GHz, 65372 MB CS 0 13:51:01.611 Symbols EURUSD: symbol to be synchronized CS 0 13:51:01.612 Symbols EURUSD: symbol synchronized, 3720 bytes of symbol info received CS 0 13:51:01.614 History EURUSD: history synchronization started CS 0 13:51:01.620 History EURUSD: load 27 bytes of history data to synchronize in 0:00:00.002 CS 0 13:51:01.620 History EURUSD: history synchronized from 1971.01.04 to 2023.05.05 CS 0 13:51:01.622 Ticks EURUSD: ticks synchronization started CS 0 13:51:01.623 Ticks EURUSD: load 34 bytes of tick data to synchronize in 0:00:00.000 CS 0 13:51:01.623 Ticks EURUSD: history ticks synchronized from 2019.09.02 to 2023.05.05 CS 0 13:51:01.729 History EURUSD,M5: history cache allocated for 142463 bars and contains 142257 bars from 2018.01.02 00:00 to 2019.11.27 23:55 CS 0 13:51:01.729 History EURUSD,M5: history begins from 2018.01.02 00:00 CS 0 13:51:01.736 Tester EURUSD,M5 (OANDA-Japan MT5 Live): generating based on real ticks CS 0 13:51:01.736 Tester EURUSD,M5: testing of Experts\NothingExpert.ex5 from 2019.11.28 00:00 to 2019.11.29 00:00 started CS 0 13:51:01.751 Tester program file added: \Indicators\HL.ex5. 21728 bytes loaded CS 0 13:51:01.766 Tester program file added: \Indicators\Favs\Economic_Calendar.ex5. 42954 bytes loaded CS 0 13:51:01.783 Tester program file added: \Indicators\Favs\SessionBreaks.ex5. 30180 bytes loaded CS 0 13:51:01.804 Ticks EURUSD : real ticks begin from 2019.09.02 00:00:00 CS 0 13:51:09.255 Tester final balance 100000 JPY CS 0 13:51:09.257 Tester EURUSD,M5: 29141 ticks, 288 bars generated. Environment synchronized in 0:00:00.056. Test passed in 0:00:07.649. CS 0 13:51:09.257 Tester EURUSD,M5: total time from login to stop testing 0:00:07.705 (including 0:00:00.056 for history data synchronization) CS 0 13:51:09.258 Tester 340 Mb memory used including 8 Mb of history data, 64 Mb of tick data CS 0 13:51:09.258 Tester log file "C:\Users\worth\AppData\Roaming\MetaQuotes\Tester\D0E8209F77C8CF37AD8BF550E51FF075\Agent-127.0.0.1-3000\logs\20230514.log" written CS 0 13:51:09.258 Tester test Experts\NothingExpert.ex5 on EURUSD,M5 thread finished CS 0 13:51:09.263 127.0.0.1 prepare for shutdown CS 0 13:51:09.263 127.0.0.1 shutdown finished
Corrupt historical data? Do you use external historical data (Tick Data Suite, etc)?
Try deleting the history data folder.
No its all standard data. Not a custom symbol or anything like that.
I can only assume some kind of strange corruption or a bug in metatrader.
I can only assume some kind of strange corruption or a bug in metatrader.
What is interesting is that in the log it says it has a cache up until that date
CS 0 13:51:01.729 History EURUSD,M5: history cache allocated for 142463 bars and contains 142257 bars from 2018.01.02 00:00 to 2019.11.27 23:55
Topic has been moved to the section: Expert Advisors and Automated Trading
Left is my EURUSD 1H chart, right is the backtester during a test around the same time.
I noticed this because I use the Python API to get data, and as on the left, the 6th hour bar does not exist, but it was traded on. Can anyone explain this?