My broker is FXChoice (MT4). I just created the attached AssetsFix.csv with this script:
Code:
// connect to your broker and click the "Trade" button.
// this script creates this file: /zorro/log/assets.csv
// replace your assetsfix.csv in /zorro/history/ with this file!
// (better make a backup of the old one, jsut in case you need it again!)
function run()
{
StartDate = 20180101;
EndDate = 20181231;
LookBack = 1;
BarPeriod = 1440;
while(asset(loop("AUD/CAD","AUD/CHF","AUD/JPY","AUD/NZD","AUD/USD","CAD/CHF","CAD/JPY","CHF/JPY","EUR/AUD","EUR/CAD","EUR/CHF","EUR/GBP","EUR/JPY","EUR/NZD","EUR/USD","GBP/AUD","GBP/CAD","GBP/CHF","GBP/JPY","GBP/NZD","GBP/USD","NZD/CAD","NZD/CHF","NZD/JPY","NZD/USD","USD/CAD","USD/CHF","USD/JPY")))
{
vars Price = series(price());
}
}
Last edited by sdh309795gaas; 02/26/1919:00.
Re: Dukascopy T1&T6 files for all Forex Pairs and Crosses - get it!
[Re: Smon]
#476450 02/27/1913:5002/27/1913:50
I just found out that the dataset has some gaps. AUD/CAD is really bad in 2008. Use the script below to detect gaps. I commented it out to check for other gaps:
Code:
function run()
{
StartDate = 20080101;
EndDate = 20120101;
BarPeriod = 15;
//"AUD/CAD",
while(asset(loop("AUD/CHF","AUD/JPY","AUD/NZD","AUD/USD","CAD/CHF","CAD/JPY",
"CHF/JPY","EUR/AUD","EUR/CAD","EUR/CHF","EUR/GBP","EUR/JPY","EUR/NZD",
"EUR/USD","GBP/AUD","GBP/CAD","GBP/CHF","GBP/JPY","GBP/NZD","GBP/USD",
"NZD/CAD","NZD/CHF","NZD/JPY","NZD/USD","USD/CAD","USD/CHF","USD/JPY")))
{
var tdiff = (wdate() - wdate(1)); //time difference in days of the last consecutive bars
//search for time differences at 1.5 times longer than BarPeriod:
if(tdiff > (BarPeriod/1440)*1.5 && tdiff < 1) //1 day = 1440 minutes....
{
printf("n%d-%02d-%02d %02d:%02d %s gap: %.0f minutes missing",
year(), month(), day(), hour(), minute(), Asset, (wdate() - wdate(1))*1440);
}
}
}
Re: Dukascopy T1&T6 files for all Forex Pairs and Crosses - get it!
[Re: Smon]
#476907 04/22/1913:1804/22/1913:18