cadjpy data with big hole, but not alerted

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cadjpy data with big hole, but not alerted

Postby siolibros » Wed Feb 13, 2019 2:49 pm

hi guys
your software is really great
i'm using it from several years, from the beginning
it still rocks!!!

in the last month i tried to extend my statistical research on some secondaries forex pairs
one of them is CADJPY
well, i tried to download via tickstory from the beginning till today
the first valid date is 25 october 2004
well, it download all data till today, without errors
but when esported to CSV (interval 1 hour), some monts data are not present
the problem is that during download, NO ERRORS are written in the registry log
it's a problem! how can i be sure to download high quality data if the software does not alert me when some data from dukascopy are MISSING???
i attach image of the HOLE in the data
i tried several times before writing you
the problem is on dukascopy history data, from 26nov2004 to 19jul2005
in that period data prices are always the same
so it's clearly a problem of dukascopy source
but i think tickstory software SHOULD alert when downloading that prices are WRONG or MISSING
otherwise any kind of further study or backtest on that corrupted data could invalidate any job or trading test

what about if it already happens on other downloaded data?
please help.....
i've just payed to renew the full version of tickstory ;-))

see attached image: http://it.tinypic.com/view.php?pic=234q ... GQuZFxKjtQ
siolibros
 
Posts: 13
Joined: Fri May 27, 2016 9:04 am

Re: cadjpy data with big hole, but not alerted

Postby tickstory » Fri Feb 15, 2019 12:54 am

Hi Siolbros,

Thanks for the feedback and for being such an avid Tickstory user!

You're quite right - there is a gap in this data and it is the case with a couple of pairs as you go back further than 10 years in time. What we are proposing to highlight this is a "gap analysis report" which denotes the period between ticks so you can clearly see when these gaps are occurring. In the more immediate term though, a workaround solution could be to export daily data to Excel and highlight any difference between dates that is more than say several days.

Hope this helps.
tickstory
 
Posts: 3561
Joined: Sun Jan 06, 2013 12:27 am

Re: cadjpy data with big hole, but not alerted

Postby siolibros » Wed Mar 20, 2019 10:51 am

thanks guys for reply

i'm already using this tool to check data
https://www.fxblue.com/appstore/u10/dat ... user-guide

but it requires to export data from tickstory and then analyze in mt4 environment

it should be fine if tickstory, after download, will alert user that the last downloaded instrument has a HOLE in data
please consider a MAX INTERVAL HOLE RANGE as external variale to modify

so, when downloading 1 minute data, some minutes of HOLE should be a problem
but when downloading 1 hour data, the same HOLE would be not a problem
so i suggest to let user to set a MIN HOLE SIZE somewhere
this should let users to automatically evaluate the quality of the downloaded data trough your great software

thanks!
siolibros
 
Posts: 13
Joined: Fri May 27, 2016 9:04 am

Re: cadjpy data with big hole, but not alerted

Postby tickstory » Mon Apr 15, 2019 12:37 am

Hi Siolibros,

Thanks for the tip. We know you have lots of good ideas so will engage you when we're looking at this item. We're thinking of just a spike graph denoting the time gaps in the data so users have a visual idea of what's going on. Of course, it would also need some sort of "exception report" as what you're describing.

We really appreciate your input!
tickstory
 
Posts: 3561
Joined: Sun Jan 06, 2013 12:27 am


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