Problem with weekly data.
Posted: Wed Jun 29, 2016 5:31 pm
If I test my EA with just plain data , OHLC without ticks.
I get good results, when filterin weekly trend, using simple
filter which compares weekly open price and weekly close price.
I am running my startegy 4H period.
but when using, tickstory and dukascopy tickdata,
i have to change//switch open value to close value, to get similar results.
This filter does not need any tick values. for working well.
double x1=iMA(Symbol(),PERIOD_W1, 5,0, MODE_EMA, PRICE_OPEN, 1);
double x2=iMA(Symbol(),PERIOD_W1, 6,0, MODE_EMA, PRICE_CLOSE, 1);
if x1>x2 then up trend.
if x1<x2 then down trend.
I am thinking are you sure tickstory is saving weekly, open and close , correct way ?
I read source code of periodconvert script from MT4, and it should work well, when converting basic bar price data ,M1 to weekly.
Update:
I have been inspecting bar chart data (.hst) what tickstory creates that data is valid.
still dont have clue about fxt.
Anyhow i am not telling tickstory is not working, but this is strange behaviour of my EA or my MT4 and broker data or anything.
This will take some time. switching with dataset and searching.
Update:
I imported dukascopy/tickstory tick based bar data to mt4, and it looks now, periodconverter script (mt4), cant handle well weekly time timeframe.
weekly bars starts odd days, after year x-mas new year.
have to start using daily bars and multiple periods for indicators.
Sorry tickstory for this, when i was ponder/think thank, why my EA is behaving different way.
Have to say, tickstory save my ass.
I get good results, when filterin weekly trend, using simple
filter which compares weekly open price and weekly close price.
I am running my startegy 4H period.
but when using, tickstory and dukascopy tickdata,
i have to change//switch open value to close value, to get similar results.
This filter does not need any tick values. for working well.
double x1=iMA(Symbol(),PERIOD_W1, 5,0, MODE_EMA, PRICE_OPEN, 1);
double x2=iMA(Symbol(),PERIOD_W1, 6,0, MODE_EMA, PRICE_CLOSE, 1);
if x1>x2 then up trend.
if x1<x2 then down trend.
I am thinking are you sure tickstory is saving weekly, open and close , correct way ?
I read source code of periodconvert script from MT4, and it should work well, when converting basic bar price data ,M1 to weekly.
Update:
I have been inspecting bar chart data (.hst) what tickstory creates that data is valid.
still dont have clue about fxt.
Anyhow i am not telling tickstory is not working, but this is strange behaviour of my EA or my MT4 and broker data or anything.
This will take some time. switching with dataset and searching.
Update:
I imported dukascopy/tickstory tick based bar data to mt4, and it looks now, periodconverter script (mt4), cant handle well weekly time timeframe.
weekly bars starts odd days, after year x-mas new year.
have to start using daily bars and multiple periods for indicators.
Sorry tickstory for this, when i was ponder/think thank, why my EA is behaving different way.
Have to say, tickstory save my ass.