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Gaps when downloading prices in [Trade] mode #471781
03/19/18 17:58
03/19/18 17:58
Joined: Jul 2017
Posts: 783
Z
Zheka Offline OP
User
Zheka  Offline OP
User
Z

Joined: Jul 2017
Posts: 783
Hi, All,

when [Trade] is turned on, Zorro is downloading price history from the broker, needed to cover the LookBack period.

However, say, in 50% of the time, it would not download the most recent/front 1-10 bars.

I get this when LookBack=5600 5-min Bars (and more than 3/4 of these exist in the database and pre-loaded), connecting to an MT4 broker.

IS this a common experience with MT4?

To guarantee that all data exists for pre-calculation, I use the below snippet to warn me of missing bars:
Quote:
float tdiff;

if (is(TRADEMODE) && Bar>=StartBar-1)
{

tdiff=(wdate(NOW)-wdate(0))*(24*60);

if (tdiff>BarPeriod)
msg("# MISSING %.1f BARS!", tdiff/BarPeriod);

}

I believe Zorro's MT4 plug-in can be improved to handle situations like this and re-request the data if missing.

Re: Gaps when downloading prices in [Trade] mode [Re: Zheka] #472053
04/03/18 14:17
04/03/18 14:17
Joined: Jul 2017
Posts: 783
Z
Zheka Offline OP
User
Zheka  Offline OP
User
Z

Joined: Jul 2017
Posts: 783
I have made some checks to confirm if the issue is on MT4's side or Zorro's.

Turns out MT4 does deliver all prices. Seems to be an issue with MT4 plugin.

Re: Gaps when downloading prices in [Trade] mode [Re: Zheka] #472056
04/03/18 16:37
04/03/18 16:37
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
I don't think that this has something to do with MT4. Depending on server speed and on how many assets you have, history loading takes some time, and that time is then a small gap between the last history price and the first live price.

Re: Gaps when downloading prices in [Trade] mode [Re: jcl] #472064
04/03/18 18:23
04/03/18 18:23
Joined: Jul 2017
Posts: 783
Z
Zheka Offline OP
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Zheka  Offline OP
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Z

Joined: Jul 2017
Posts: 783
No, JCL, this cannot be the reason. I wrote a message to support with details.

3 assets, each needing to load 10 5-min bars(=50 M1 ticks). Loading takes milliseconds, and anyway Zorro MT4 plug-in correctly identifies the time from which to request the data back...

Re: Gaps when downloading prices in [Trade] mode [Re: Zheka] #472129
04/09/18 20:45
04/09/18 20:45
Joined: Dec 2017
Posts: 129
Halifax, NS
K
kujo Offline
Member
kujo  Offline
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K

Joined: Dec 2017
Posts: 129
Halifax, NS
Hi Zheka, any updates from support on this?
Thank you!

Re: Gaps when downloading prices in [Trade] mode [Re: kujo] #472135
04/10/18 16:07
04/10/18 16:07
Joined: Oct 2017
Posts: 17
J
JRA Offline
Newbie
JRA  Offline
Newbie
J

Joined: Oct 2017
Posts: 17
The gaps are from MT4 servers, I found some gaps when try to download data, same gaps appears on MT4 chart.

Attached Files Gap.PNG
Re: Gaps when downloading prices in [Trade] mode [Re: JRA] #472140
04/10/18 21:48
04/10/18 21:48
Joined: Jul 2017
Posts: 783
Z
Zheka Offline OP
User
Zheka  Offline OP
User
Z

Joined: Jul 2017
Posts: 783
No, the gaps are not from MT4 servers - in the case I described.

I tried to reproduce it with Workshop5 - and I cannot. So there is something in my code that causes the error. Observing and investigating..


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