Problem loading historical data - page 2

 

Hi Phillip,
As noted before, I'm running a demo on the NoDD, ECN, STP broker where I am going to open up a live account. Their stored back data is pathetically limited.
‘After that point you will be accumulating history data as time progresses anyways (I'm assuming you have MT4 demo accounts setup whose sole purpose is simply to harvest M1 forex data...’

As a newbe I was unaware that MT4 harvested data during normal operation. I thought that the strategy tester only did so when manually loaded into the History Center.

If this is true, do I have to manually save the histroy files periodically or does the History center do this?

Can you please confirm this or correct my understanding of these?

Thanks

 
FourX:

Hi Phillip,
As noted before, I'm running a demo on the NoDD, ECN, STP broker where I am going to open up a live account. Their stored back data is pathetically limited.
‘After that point you will be accumulating history data as time progresses anyways (I'm assuming you have MT4 demo accounts setup whose sole purpose is simply to harvest M1 forex data...’

As a newbe I was unaware that MT4 harvested data during normal operation. I thought that the strategy tester only did so when manually loaded into the History Center.

If this is true, do I have to manually save the histroy files periodically or does the History center do this?

Can you please confirm this or correct my understanding of these?

Thanks

Data is being collected and saved automatically as long as you are connected but not for all pairs/time-frames. To know which ones - open the history center and double-click a specific symbol. Any time-frame that has a colored icon next to it (green-yellow) is automatically being collected to file. If u double click any time-frame it would be marked for that as well... The same happens automatically when u open a chart - the symbol and time-frame on the chart are marked in the history center and will be collected to file as well.

 
I was wondering if I would have to have a MT4 client dedicated to the task with all currency pairs open and on the 1 minute time frame to collect data. My computer is already overloaded so .... But as long as I have them (1 minute) selected in the History center they will automatically log the data on an ongoing basis without having charts open for them ?
Thanks again Gordon
 
Files:
eaqking.mqh  16 kb
 

Please can anybody help me to corret the attached EA.It has no error during compilation and it doesnt work on strategy tester and demo. Please help people in the house.

 
FourX:
I was wondering if I would have to have a MT4 client dedicated to the task with all currency pairs open and on the 1 minute time frame to collect data. My computer is already overloaded so .... But as long as I have them (1 minute) selected in the History center they will automatically log the data on an ongoing basis without having charts open for them ?
Thanks again Gordon

No. Just have a MT4 installation dedicated to this task only, but you don't need it to run all the time... Just log on once a month or so and update all charts... Keep a backup of the HST files. But if you want to log actual ticks, then u need a dedicated Terminal running all the time...

 
FourX wrote >>
I was wondering if I would have to have a MT4 client dedicated to the task with all currency pairs open and on the 1 minute time frame to collect data. My computer is already overloaded so .... But as long as I have them (1 minute) selected in the History center they will automatically log the data on an ongoing basis without having charts open for them ?
Thanks again Gordon


FourX, yes this is essentially what I have setup. I collect M1 data for the MT4 brokers that I consider viable for my particular situation by having a dedicated terminal instance with M1 charts setup for all the financial instruments I am interested in.

It isn't all that resource intensive (cpu-wise) but you do need to set the "Max bars in chart" value to something small(er) like 20000 or 5000 if ram usage is an issue for your particular situation. To give you an example I just tallied up my stats...I am tracking 346 M1 charts across 9 brokers with the "max bars in chart" set to 20000 and my ram usage is <1GB.

Now this is an excessive amount of data logging by most people's definition and I am only doing it because there is practically no downside to me doing it at this time and who knows maybe in 10yrs I'll be glad I started collecting all this data now. But it just goes to show how feasible it really is to setup a terminal instance for the sole purpose of harvesting your broker's M1 data for your own future backtesting usage.

Gordon makes the excellent point that you need not be logged in 24/7 to harvest the data, simple log in periodically and refresh your M1 charts. Just make sure the time period isn't too long, each broker is different in terms of how much data they will let a chart refresh pull down from their server. Some brokers give you a generous 65536 bars (about 45 market days if those are M1 bars) so logging in monthly is viable, but other brokers only give you 2048 bars (less than 2 days of M1 data) and for these brokers you are better off just staying logged in all the time to avoid creating artificial data holes in your hst files.

 
Geez, 1005phillip - you just saved me hours of forcing updates!
 
gordon:
Check the data in the history center... Maybe there are big gaps?
How can i fill these gaps. I want to get this historical data without any gaps. into an excel file. Please help.
 
This is not working for me. Im using Admiral Market DEMO at the moment.
Reason: