OP
User
Joined: Dec 2013
Posts: 568
Fuerth, DE
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Am I doing something wrong or is the spread in test mode with marketVal() not propperly supported?
function tick() {
if(is(TESTMODE))
Spread = marketVal();
printf("n%04d-%02d-%02d %02d:%02d:%02.3f, %s: %.5f, Spread: %.5f", year(),month(),day(),hour(),minute(),second(),Asset, priceClose(), Spread);
}
}
function run() {
LookBack = 0;
History = ".t1";
StartDate = 20180302;
set(TICKS+LOGFILE);
}
produces following log:
V 1.797 on Sun 18-03-04 12:56:33
Test: ShowSpread EUR/USD (TICKS) 2018
2018-03-02 01:00:0.033, EUR/USD: 1.22735, Spread: 0.00000
2018-03-02 01:00:0.233, EUR/USD: 1.22734, Spread: 0.00000
2018-03-02 01:00:0.420, EUR/USD: 1.22734, Spread: 0.00000
2018-03-02 01:00:0.996, EUR/USD: 1.22733, Spread: 0.00000
2018-03-02 01:00:1.002, EUR/USD: 1.22731, Spread: 0.00000
2018-03-02 01:00:1.027, EUR/USD: 1.22729, Spread: 0.00000
2018-03-02 01:00:1.043, EUR/USD: 1.22728, Spread: 0.00000
2018-03-02 01:00:1.109, EUR/USD: 1.22729, Spread: 0.00000
2018-03-02 01:00:1.216, EUR/USD: 1.22728, Spread: 0.00000
2018-03-02 01:00:1.308, EUR/USD: 1.22728, Spread: 0.00000
while the corresponding .t1 (in ZHistoryEditor, downloaded from FXCM with assetHistory(Asset,0)):
2018.03.02 01:00:01.308 1,22728
2018.03.02 01:00:01.308 -1,22727
2018.03.02 01:00:01.215 1,22728
2018.03.02 01:00:01.108 1,22729
2018.03.02 01:00:01.043 1,22728
2018.03.02 01:00:01.026 1,22729
2018.03.02 01:00:01.002 1,22731
2018.03.02 01:00:00.996 1,22733
2018.03.02 01:00:00.996 -1,22732
2018.03.02 01:00:00.419 1,22734
2018.03.02 01:00:00.419 -1,22732
2018.03.02 01:00:00.233 1,22734
2018.03.02 01:00:00.233 -1,22733
2018.03.02 01:00:00.033 1,22735
2018.03.02 01:00:00.033 -1,22733
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