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Gap in history data - Alpari UK

  • #1
  • First Post: Jun 11, 2010 10:31am Jun 11, 2010 10:31am
I have noticed that there are gaps at my chart. And in the History data.

These two periods that i have noticed are:

20100312 to 20100325
20100507 to 20100610.

I use Alpari UK. And it's the same thing no matter if it's Live account or demo account.

I have been in contact with Alpari support and they told me one way to fix it.
It was to delete 10-15 data before the gap and then refresh the chart. Well.... that sloved it on the chart but when i looked in the History Data the same period was stil missing.

So i contacted Alpari again asking for advice. Then they send me a .cvs file containing the missing data for the period of 20100507 to 20100610. I imported it and the gap was gone. The chart showed correct and it was correct in the History Data as well.
Now i have asked them to send the missing data for that other period as well.

But next week then? What to do then? I need to optimize my system next week also and most probably i won't get 90% modelling quality if i doesn't download new historical data. But then i will have these gaps since the download of the history stil will be Metaquote history.

Alpari used to have a download facility for historical data on our website but unfortunately it is no longer available.

So how do one solve this problem when it arrives in the future?
  • #2
  • Jun 11, 2010 6:14pm Jun 11, 2010 6:14pm
  •  onu
  • | Joined Feb 2006 | Status: superior senior member | 746 Posts
Yeah, this is a pure mess, it can't be longer tolerated. They playing obviously dirty tricks.

Lets bombard them til they fix this issue.
Hopefully ALL Alpari UK user/clients write them and ask them to return to former good service, otherwise the business goes elsewhere.. and additionally the authority body gets informed about such misleading historical data feed.
The FSA has already an eye on them... they will not be amused to hear again complains about this broker

"Treating customers fairly" is on the FSA agenda
http://www.fsa.gov.uk/pages/doing/regulated/tcf/
  • #3
  • Jun 12, 2010 3:55am Jun 12, 2010 3:55am
The gap problem is not of Alpari.
You can find gap in history on any broker with Metatrader platform.
The problem is Metaquotes.
They send for download corrupted data for MT4 platform.
I've downloaded MT5 beta and historical data are very good without gaps.
But until they don't delete the single position function for pair I will never develop software and use MT5.
  • #4
  • Jun 12, 2010 4:34am Jun 12, 2010 4:34am
Quoting onu
Yeah, this is a pure mess, it can't be longer tolerated. They playing obviously dirty tricks.

Lets bombard them til they fix this issue.
Hopefully ALL Alpari UK user/clients write them and ask them to return to former good service, otherwise the business goes elsewhere.. and additionally the authority body gets informed about such misleading historical data feed.
The FSA has already an eye on them... they will not be amused to hear again complains about this broker

"Treating customers fairly" is on the FSA agenda
http://www.fsa.gov.uk/pages/doing/regulated/tcf/...

I think you missunderstand my post. I have never said that Alpari doesn't threat me well or playing dirty tricks. On the contrary. They have helped me with suggestions and files to fix this problem. Unfortunatelly nothing have helped.... and that's why i posted this thread here.
If there's someone who doesn't do their job then it is Metaquotes. It's from their servers you download new historical data and it is that data that are missing some days.

Regards / JoLi
  • #5
  • Jun 12, 2010 7:35am Jun 12, 2010 7:35am
  •  onu
  • | Joined Feb 2006 | Status: superior senior member | 746 Posts
Alpari UK is responsible for that matter. I'm dealing with them since many years and this missing data mess started some months ago. Why do you think they don't provide their data history on their page anymore???

Testing strategy is worthless this way. Experienced traders find a way around it, but others, especially newbies, get busted by false testing results. That's unfair and unethical behaviour.
  • #6
  • Jun 13, 2010 4:44am Jun 13, 2010 4:44am
Quoting onu
Alpari UK is responsible for that matter. I'm dealing with them since many years and this missing data mess started some months ago. Why do you think they don't provide their data history on their page anymore???

Testing strategy is worthless this way. Experienced traders find a way around it, but others, especially newbies, get busted by false testing results. That's unfair and unethical behaviour.
If your claim is right. Then why do Alpari UK send a .cvs file containing the missing data without any questions asked? You can't walk around whole life think that everyone is conspiracing against you.
Obviously you have something against Alpari. And that's fine by me.... but this thread is not about whether Alpari is a good broker or not.

As positiveday says this problem is with most brokers. So the problem is coming from Metaquotes.
These are some brokers i have seen this problem with:

Alpari UK
Alpari US
FXCM
FXDD
ACM
NordMarkets
Forex.com


So you see. It's not only Alpari. And everyone is calling upon Metaquotes server for historical data when downloading.

But as i said. This thread is not about pointing out bad or good brokers. It's about me asking for help, asking if someone knows a good way to get the missing data.
I know DukasCopy offers free tick data but i don't understand how to get it in to MT4. And you can only download 2000 ticks at the time.

Forex.com also offers free download of it's tick data but you haft to download week by week. It's takes quite much time.

So i wonder if some one knows a better way to restore the missing data? Nothing else.

Regards / JoLi
  • #7
  • Jun 13, 2010 8:21am Jun 13, 2010 8:21am
  •  onu
  • | Joined Feb 2006 | Status: superior senior member | 746 Posts
Re-read my post plz. I mentioned I'm trading since years with Alpari UK. I make money by trading with them. To assume I wouldn't like them is pointless, isn't it?

The point is, in the past it was not necessary to ASK for missing datas , this is just ridiculous. Again, why do u think they don't provide all history datas on their page anymore?
This has nothing to do with conspiracy theory, these are facts.

This is a trap for people which ain't aware of the gaps in the datas. They run backtests on wrong data history, adjust their systems regards the backtest and... fail miserably on live trading. Guess who benefits from such a business policy....

Hope u got my point now

------------------------
http://www.myfxbook.com/members/pc8m...-uk-live/35335
  • #8
  • Jun 13, 2010 9:45am Jun 13, 2010 9:45am
As I said before, Alpari's data is "use at you own risk". Unexpected spiikes and missing data seems to be a regular thing. This isn't the first thread that has pointed out Alpari's data problems. When you see things like this often or in a pattern, it tells me some dirty hands are hard at work behind the scene. Maybe time for you to close up shop and find another non MT4 broker.
  • #9
  • Jun 13, 2010 11:05am Jun 13, 2010 11:05am
Quoting onu
Re-read my post plz. I mentioned I'm trading since years with Alpari UK. I make money by trading with them. To assume I wouldn't like them is pointless, isn't it?

The point is, in the past it was not necessary to ASK for missing datas , this is just ridiculous. Again, why do u think they don't provide all history datas on their page anymore?
This has nothing to do with conspiracy theory, these are facts.

This is a trap for people which ain't aware of the gaps in the datas. They run backtests on wrong data history, adjust their systems regards...
Yes i got your point. Sorry for missunderstanding.

But how do we solve the problem then? Any ideas?

Regards / JoLi
  • #10
  • Jun 13, 2010 12:51pm Jun 13, 2010 12:51pm
  •  onu
  • | Joined Feb 2006 | Status: superior senior member | 746 Posts
Since this isn't an issue only with Alpari UK, I guess there are a lot of
mt4 traders affected and pretty upset about it.

Write your broker and tell him your money will go elsewhere if nothing improves..

Gomarket AUS started recently to provide their own data history, its still not complete, unfortunately
  • #11
  • Jun 14, 2010 2:46am Jun 14, 2010 2:46am
Quoting jolimoney
Yes i got your point. Sorry for missunderstanding.

But how do we solve the problem then? Any ideas?

Regards / JoLi
I,ve done this and could be a way.

Downloaded Metatrader5.
Option + Chart + Max bars in chart = Unlimited
With strategy tester I make a dummy backtest on MACD from some years ago.
The tester download itself the needed history.
Restart MT5 and open a chart on 1m timeframe
Scroll to the start to verify data present.
I see 1 minute from 1999 and with big holes from 1993.
Then File + Save , default is CSV format unicode.
Is generated, in some seconds, a file with all 1 min bars in CSV.
The data format is equal to MT4, except for another empty field at the end of line, I suppose for save volumes for buy and sell trades separately.
But is necessary clean the last field from file.
You can write a simple script for mt4 or an exe to convert with more speed.
After with MT4 not running, erase all .hst files for that pair in /history/servername and also in /history/download
Then before restarting MT4 be sure it will be offline, I block it with a firewall rule.
Restart MT4 not connected, open history center (F2) and import 1 minute data for that pair just generated.
Then open a chart at 1 minute for that pair.
On that chart you have to lanuch the standard script "period converter" that is present in all MT4 installations.
The script must be lauched for any timeframe to generate.
In ext period multiplier insert the frist time 5 after running, 15 , after 30 etc for all timeframes.
You can see when the script finish in terminal expert log.
All here, you have the history like that of MT5.
  • #12
  • Jun 14, 2010 4:56am Jun 14, 2010 4:56am
  •  onu
  • | Joined Feb 2006 | Status: superior senior member | 746 Posts
Thx, very sophisticated....

And what do the guys which don't have graduated as Dr. in rocket science?
  • #13
  • Edited 9:38am Jun 14, 2010 9:27am | Edited 9:38am
Hi Onu (what important nick), I'm only a software developer, my nephew is an aerospatial engeneer but he can't do this ...


All step I wrote require only Windows knowledge.
To avoid to login in Metatrader next time you start, you can do a login with empty fields in Login and Password, then exit.
If someone is interested I can post a conversion script for MT4 in order to delete the last field of MT5 csv file and obtain a right conversion from unicode csv MT5 file to MT4 csv file.
  • #14
  • Jun 15, 2010 5:39am Jun 15, 2010 5:39am
Quoting positiveday
Hi Onu (what important nick), I'm only a software developer, my nephew is an aerospatial engeneer but he can't do this ...


All step I wrote require only Windows knowledge.
To avoid to login in Metatrader next time you start, you can do a login with empty fields in Login and Password, then exit.
If someone is interested I can post a conversion script for MT4 in order to delete the last field of MT5 csv file and obtain a right conversion from unicode csv MT5 file to MT4 csv file.
Sound great.

But as Onu says.... it allmost feels like one needs to be Dr. in rocket science. Perheps it's quite easy once started.

Please post the script and an explanation how to use it.
  • #15
  • Edited 12:00pm Jun 15, 2010 6:31am | Edited 12:00pm
The script make the conversion from .csv MT5 generated file to a csv file format readable from MT4.
The general idea is to get good history from MT5.

The step are :
1- install MT5
2- export .csv from MT5
3- convert with an MT4 script the MT5 csv file to a MT4 csv history file
4- erase all history data of that pair existing in MT4
5- import in History Center (F2) the converted file on 1 minute
6- generate upper timeframes with standard "Period converter" script of MT4

Believe me, is more complex to write that to do.

If you want I can assist in all step of conversion.
So try to do this initially :

Quote
Downloaded Metatrader5.
Option + Chart + Max bars in chart = Unlimited
With strategy tester I make a dummy backtest on MACD from some years ago.
The tester download itself the needed history.
Restart MT5 and open a chart on 1m timeframe
Scroll to the start to verify data present.
I see 1 minute from 1999 and with big holes from 1993.
Then File + Save , default is CSV format unicode.
Is generated, in some seconds, a file with all 1 min bars in CSV.
  • #16
  • Jun 16, 2010 2:32am Jun 16, 2010 2:32am
Quoting positiveday
The script make the conversion from .csv MT5 generated file to a csv file format readable from MT4.
The general idea is to get good history from MT5.

The step are...
Really sound like the best solution so far... but were can one get hold of such script?

Regards / JoLi
  • #17
  • Edited 4:03am Jun 16, 2010 2:59am | Edited 4:03am
If you want the script now .... it's here.
I've modified also the standard "period converter" in order to generate all standard timeframes (.hst format) from one minute chart.
So I post the two script.


p.s.
I've searched in forum but without success, someone knows when the newbie post will not more moderated?
I understand this measure to avoid messages from chinese wholesales suppliers, but after one or two messages should be clear user intentions.
Quote
Your submission is not yet visible; it must first pass through the moderation queue. Submissions from Junior Members are hand-moderated as a quality control measure.

p.p.s.
Many thanks to moderators, I'm a member now!
Attached File(s)
File Type: mq4 All period generator from 1 minute chart.mq4   5 KB | 912 downloads
File Type: mq4 CSV_MQ5_2_CSV_MQ4.mq4   3 KB | 812 downloads
  • #18
  • Jun 17, 2010 3:56am Jun 17, 2010 3:56am
Quoting positiveday
If you want the script now .... it's here.
I've modified also the standard "period converter" in order to generate all standard timeframes (.hst format) from one minute chart.
So I post the two script.


p.s.
I've searched in forum but without success, someone knows when the newbie post will not more moderated?
I understand this measure to avoid messages from chinese wholesales suppliers, but after one or two messages should be clear user intentions.


p.p.s.
Many thanks to moderators, I'm a member now!

Tnx man!

I will try it out in next week :-)

Regards / JoLi
  • #19
  • Jun 17, 2010 4:24am Jun 17, 2010 4:24am
Of nothing, I know how is frustrating do backtest and optimizations and discover after that metatrader has used a history with gaps as large as weeks.
  • #20
  • Jun 20, 2010 3:41am Jun 20, 2010 3:41am
Thank you Positive, always one of the best around!

PS. Ci siamo trovati anche qui
Lorenzo
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