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
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
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?