sunday missing on 1 min tf?

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  • 03/19/2017 at 12:55 PM #29049 quote
    Elsborgtrading
    Participant
    Veteran
    Hi. I’m trying to fine tune my turtles trade. and since it has no indicators it it very easy to adjust to other time frames. I wanted to change it from 1 Day TF to 1 min TF. and counting the days with a simple BARINDEX-TRADEINDEX(1) to count 24 days it works flawless. So adjusting it to 1 min TF I need multiply the counter with 1440 as there is 1440 minutes in one day. so for 24 days it’s 34560 bar indexes.. but it counts wrong?. so looking into this. the sundays are missing from the 1minTF. It the same platform with the same Indices settings- what am I doing wrong? Cheers Kasper  

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    03/19/2017 at 3:42 PM #29070 quote
    Eric
    Participant
    Master
    “as there is 1440 minutes in one day.” in theory yes but if you look at DAX out of hours during night then there is many “missing” 1 minute bars
    03/19/2017 at 3:54 PM #29072 quote
    Elsborgtrading
    Participant
    Veteran
    It should not be the problem. DAX is open from sunday 21:00 gmt to friday 21:00 gmt- 24 hours tradable. Tradeindex and barindex should take care of this. But all sundays is missing in the 1 min chart in the back test, but is present in 1day chart
    03/19/2017 at 7:35 PM #29084 quote
    Elsborgtrading
    Participant
    Veteran
    Hi Eric, so a closer look I guess you are right. I see there are empty spaces in the chart on the 1 min TF, so when barindex don’t see any bars I guess it don’t count it. But if the whole sunday is mission, I guess it could mean that the demo instrument was closed on that day for what ever reason. Question is- are there also mission bars in live instruments. I will think of something else to count the days. Thanks for your help:-) Cheers Kasper
    03/19/2017 at 8:17 PM #29085 quote
    Elsborgtrading
    Participant
    Veteran
    For the documentation sake and if anybody have similar problem- it could be solved like this. Still a small problem when a whole day is missing, but I guess it’s just in demo and would not happen in live 
    //=================================counting days in market on a 1 min TF=====
once countDays=0

if onmarket and (CurrentHour crosses over 01) then//
CountDays=CountDays+1
elsif not onmarket then
countdays=0
endif
    03/19/2017 at 10:10 PM #29098 quote
    Nicolas
    Keymaster
    Master
    You can easily check quantities of bars each day with “RETURN intradaybarindex”
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sunday missing on 1 min tf?


ProOrder: Automated Strategies & Backtesting

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Elsborgtrading @elsborgtrading Participant
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This topic contains 5 replies,
has 3 voices, and was last updated by Nicolas
8 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/19/2017
Status: Active
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