Topic: Wrong Data FXCM History

I did all I know about MT4 history data and still cannot update them properly using MT4 FXCM History Center.

Three months 1Day data is missing.
All other time frames are OK.
I deleted, downloaded, restarted, deleted caches.... but no success.

Shame!!!


http://s13.postimage.org/x2qaq201v/fxcm_wrong_data.jpg

Re: Wrong Data FXCM History

my very recent experience with both FXCM MT4 and Alpari(US) MT4 History Center (MetaQuotes) has been terrible, also.  Master Popov where and how do you suggest we obtain data for FSB backtesting? Updating??

Re: Wrong Data FXCM History

You may have tried this but on MT4 does the same happen (ie missing data) if you select the time frame display you require history for, then press and hold the Home key. Back data is loaded into the timeframe display, you can "Save as" and save the data as a csv file without using the history centre. I use Alpari uk and GKFX uk.
Mick

Re: Wrong Data FXCM History

I do exactly the same. Load data in chart by holding Home key and Ctrl+S.

Re: Wrong Data FXCM History

So there is no way in MT4 to recover the lost data other than getting it from another source and hoping it doesn't have missing data also. As you say Shame!!
If you only have one time period with missing data can you import that period from another source and use the rest with intrabar scanner or should you use all files from the same source?
Thanks
Mick

Re: Wrong Data FXCM History

I found out that if I open a MT4 chart and press Chart -> Refresh, MT4 fixes some of the data.

But my attempts to load them n FSB properly failed.

See this absurd from EURUSD 4H data from FXCM:

2009.06.26,16:00,1.40535,1.41170,1.40533,1.40678,1873
2009.06.26,20:00,1.40678,1.40678,1.40667,1.40667,12
2009.06.28,17:15,1.40667,1.40691,1.40544,1.40598,226
2009.06.28,21:15,1.40598,1.40763,1.40438,1.40692,764
2009.06.29,00:00,1.40692,1.40694,1.40018,1.40268,1460
2009.06.29,04:00,1.40268,1.40421,1.39821,1.40165,1815


Do you notice that we have bars with time 17:15 and 21:15?

..

Dear unprofessional, incapable and impotent administrators, operators and managers of MetaTrader, FXCM and other similar, make a good turn, leave this work and try pottery or rug making....

Re: Wrong Data FXCM History

As I [jgp] understand it, MetaQuotes supplies the MT4 platform to many brokers, among them Alpari(US) and FXCM.  Some brokers have a third party [for example Boston Technologies] involved.  Presumably the Metaquotes-downloaded History Center data is the same for all MetaQuotes-supplied MT4 platforms. My sense is that this History Center mess at FXCM began just days [perhaps weeks] ago, perhaps in response at MetaQuotes to some brokers [for example FXCM] eliminating third parties and 'dealing desks'.  If someone like Master Popov is having trouble sorting out the mess, maybe it's time for someone like Master Popov to ask MetaQuotes "what the hell are you trying to do and when do you expect to have done it?"  But perhaps I misunderstand.

Re: Wrong Data FXCM History

Even better the 28th was a Sunday.
I've download the file from Alpari uk and the prices are totally different to the ones you have (see attached).
Can someone please explain that or have I got the wrong pair.

Mick

Post's attachments

EURUSD240.csv 261.33 kb, 3 downloads since 2012-04-08 

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Re: Wrong Data FXCM History

I'm experimenting now with two new options in FSB:
- Removing Saturday and Sunday bars
- Removing bars with incoherent time

These two filters removed most of the errors but cannot fix missing bars.
I don't want to think how does MT4 backtester backtest with this data.

Re: Wrong Data FXCM History

Jagmanmick wrote:

Even better the 28th was a Sunday.
I've download the file from Alpari uk and the prices are totally different to the ones you have (see attached).
Can someone please explain that or have I got the wrong pair.

Mick

It is probably the time zone of your broker. If a broker is on GMT you will get sunday bars. If you go to GMT + 2 you will not.

Re: Wrong Data FXCM History

Hi Spiderman,
The Sunday ones are on Mr Popov's extra 15min prices (see above). The Alpari one's time is correct with no Sunday's but the prices don't line up with Mr Popov's prices.
Mick

Re: Wrong Data FXCM History

I suppose all you can say is they are in the right ball park. If both you and Mr Popov go to 1 hour bars you should be able to shift the data up or down in a spreadsheet to see if they line up. This will show up obvious data errors.

Mind you with times like 17.15 on a 4 hour chart you have to wonder.

13 (edited by SpiderMan 2012-04-09 04:01:15)

Re: Wrong Data FXCM History

Jagmanmick
I have taken my data from the same period in question, which comes from Axitrader and added your data to the right hand side. My data was saved using the "save as" command. It is not identical to Alpari but generally it is within 20 points of each other. The volumes are completely different though.
Mr Popov, I think you need to look to a different broker for your data.


http://s8.postimage.org/klnlbik0h/Snap_2012_04_09_12_52_09_001.jpg

You need to click the image to see the data full size.

14 (edited by jgp 2012-04-09 06:10:57)

Re: Wrong Data FXCM History

I suppose Master Popov might have been  looking at the new FXCM MT4 and its History Center because he wondered if that might be the source of my multiple-additonal entries [all at essentially identical time/prices] to an original FST entry.  What he discovered and I have since confirmed [to my own satifaction] is that someone has essentially rendered the History Center data of several brokers MT4 platforms [FXCM and AlpariUS] unuseable for FSB purposes. I have now also tried the hold-down-Home-Control-Shift keys for a specific chart for a minute or two and then hit "Save As" under MT4 platform "File".  Result?  usually those H-C-S files are usuable on FSB, but sometimes they aren't.  Sometimes they look just like the equivalent History Center file.  The question remains "what the hell are they trying to do at MetaQuotes, to the MT4 platform and to the History Center?  Do they know what a mess they've made, and if they do, have they idea how to fix it???

Starting out this week running only the new FXCM 'no-dealing-desk' on the quadcore Win7 PC and only the
Alpari(US) MT4 platform on the dualcore PC.  Same charts, same timeframes, all "Winner" FST strategies, on each.

Re: Wrong Data FXCM History

Thanks Spiderman, feel a bit happier knowing you have similar prices, I did wonder if at that period the brokers were receiving their data from different sources.
jgp do they really want to fix it?? It makes you think.

Re: Wrong Data FXCM History

Jagmanmick wrote:

Thanks Spiderman, feel a bit happier knowing you have similar prices, I did wonder if at that period the brokers were receiving their data from different sources.
jgp do they really want to fix it?? It makes you think.

History Center data is useless - it is not broker's data, it is supplied by MetaQuotes and it has been unreliable from the very beginning or at least so I've read.

Considering the price differences between brokers - it absolutely normal as FX is not a centralized market, brokers "construct" the data upon the price feed they get from the liquidity providers, in addition to that they play with price in their favour which can alter price from broker to broker even more.

Re: Wrong Data FXCM History

Hi footon,
So is there a definitive answer, or do you just use the brokers data your trading with as any strategy you build using that data should work ok with them but most probably work differently on another system.
Mick

Re: Wrong Data FXCM History

More or less yes, I tend to think that strats should be developed keeping the broker in mind - one broker, one data, one strat (sounds like ein volk, ein reich, ein you-know-what hehee tongue).

Theoretically it gives a better shot in recognizing the point where a strat has lost it, I don't think that using slightly different data can prevent over-optimization or give a true edge.

19 (edited by mentosan 2012-04-10 08:35:05)

Re: Wrong Data FXCM History

Popov wrote:

Do you notice that we have bars with time 17:15 and 21:15?


Hey, this is absolutely unbelievable....

Mr. Popov did you get this data through  Home key and Ctrl+S method? I'm asking you because I think this method is the last solution to get good history data and I hope will still remain a good solution...

Re: Wrong Data FXCM History

Jagmanmick wrote:

Hi footon,
So is there a definitive answer, or do you just use the brokers data your trading with as any strategy you build using that data should work ok with them but most probably work differently on another system.
Mick

That's exactly what I do. I also check the data in a spreadsheet first to make sure it is good.