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MT4 Historical Rates - Backtest

  • #21
  • May 30, 2013 12:42pm May 30, 2013 12:42pm
In the process of finishing my conversions: (still need to cross check them and hope all went well).

- I converted all to M1 CSV files: PreFilter Post# 18

- I also generated from those prefiltered M1 CSV Files the final MT4 hst files for M1-D1


All together this took quite a while: still need to finish a couple of them and than import them into Mt4 and cross check them.
So far the script seems to do the job but only know after checking them in MT4

I guess if one uses most of

FXDD-HistoricalData
FOREXTESTER(forexite)-HistoricalData
DUKASCOPY-HistoricalData

it will fit compressed approximately all on one DVD: M1 csv + final MT4 hst files

I left the MT4 downloadable data (trhough History center) out as I have very huge holes for many.


..still also some of the other historical rate data have holes: but one can see it all in the log files.
Money is important, Love is essential.
  • #22
  • May 30, 2013 12:44pm May 30, 2013 12:44pm
a typical logfile example when converting to initial prefiltered CSV file:

this was for a FXXD file with pre filter SkipBarNoPriceChange which is not 100% MT4 comform

Inserted Code
 
||========================= Source.FileName: <EURCAD.hst> ========================= 
|| 
||========================= INPUT ========================= 
|| 
|| b.HELP:                          <FALSE> 
|| i.ChunkSize.NumLines:            <5000> 
|| s.ResultName.Symbol.Append:      <_FXXD_M1> 
|| i.ACTION:                        <2>    (0=M1CSV->Multi-Period-MT4-HST, 1=CSV->CSV, 2=MT4-HST->CSV) 
|| s.IN.CSV.Header.Format:          <DATETIME:Y.M.D h:m,OPEN,HIGH,LOW,CLOSE,VOL> 
|| s.IN.CSV.Delimiter:             <,> 
|| b.IN.CSV.Has.Header:            <TRUE> 
|| b.SkipBarZeroVolume:            <FALSE> 
|| b.SkipBarNoPriceChange:         <TRUE> 
|| b.Print.Skipped.Bars:           <FALSE> 
|| i.LogTimeGapsGreaterThanHour:   <50> 
|| i.TimeShiftHours:               <0> 
|| s.OUT.MT4HST.Periods:           <M1,M5,M15,M30,H1,H4,D1> 
|| 
||--------------------------------------------------------- 
|| 
|| CHART:Symbol:  <EURCAD> CHART:Digits:  <5> 
|| 
||--------------------------------------------------------- 
|| Start Time: Orig: <2005.04.08 00:01> 
|| End Time: Orig:   <2013.04.12 22:59> 
||--------------------------------------------------------- 
|| 
|| - - - - - - - SourceFile:(IN): EURCAD.hst 
||      (Orig): Bars Count:                  <2917255> 
|| 
||      ERR.InLine.NotEnoughColumns.Count:  <0> 
|| 
||      SkipBarZeroVolume.Count:            <0> 
||      SkipBarNoPriceChange.Count:         <90871> 
||      EarlierOrSameTimeSkipped.Count:     <3> 
||      LogTimeGapsGreaterThanHour:         <50>  SourceFile: GREATEST TimeGAP: <26> Days, <16> Hours 
|| 
||--------------------------------------------------------- 
|| 
|| - - - - - - - ResultFile:(OUT): EURCAD_FXXD_M1.csv 
||     (OUT): Bars Count:              <2826381> 
|| 
||--------------------------------------------------------- 
 
 
 
||-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=- 
|| 
|| - - - - - - - SourceFile:(IN): EURCAD.hst 
||              TimeGaps 
|| 
|| 
SourceFile: TimeGAP: <3> Days, <0> Hours || Orig Time Prev.Bar: <1112921520> <2005.04.08 00:52> Orig Time This.Bar: <1113183480> <2005.04.11 01:38> 
SourceFile: TimeGAP: <2> Days, <10> Hours || Orig Time Prev.Bar: <1113579240> <2005.04.15 15:34> Orig Time This.Bar: <1113789060> <2005.04.18 01:51> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1114210740> <2005.04.22 22:59> Orig Time This.Bar: <1114393140> <2005.04.25 01:39> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1126911540> <2005.09.16 22:59> Orig Time This.Bar: <1127093520> <2005.09.19 01:32> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1129327140> <2005.10.14 21:59> Orig Time This.Bar: <1129507200> <2005.10.17 00:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1130536740> <2005.10.28 21:59> Orig Time This.Bar: <1130716860> <2005.10.31 00:01> 
SourceFile: TimeGAP: <3> Days, <9> Hours || Orig Time Prev.Bar: <1135378740> <2005.12.23 22:59> Orig Time This.Bar: <1135671660> <2005.12.27 08:21> 
SourceFile: TimeGAP: <3> Days, <9> Hours || Orig Time Prev.Bar: <1135983540> <2005.12.30 22:59> Orig Time This.Bar: <1136276820> <2006.01.03 08:27> 
SourceFile: TimeGAP: <3> Days, <10> Hours || Orig Time Prev.Bar: <1166824800> <2006.12.22 22:00> Orig Time This.Bar: <1167123480> <2006.12.26 08:58> 
SourceFile: TimeGAP: <3> Days, <11> Hours || Orig Time Prev.Bar: <1167429600> <2006.12.29 22:00> Orig Time This.Bar: <1167728400> <2007.01.02 09:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1174082340> <2007.03.16 21:59> Orig Time This.Bar: <1174262400> <2007.03.19 00:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1175292000> <2007.03.30 22:00> Orig Time This.Bar: <1175472060> <2007.04.02 00:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1194040740> <2007.11.02 21:59> Orig Time This.Bar: <1194220800> <2007.11.05 00:00> 
SourceFile: TimeGAP: <2> Days, <3> Hours || Orig Time Prev.Bar: <1217631540> <2008.08.01 22:59> Orig Time This.Bar: <1217816700> <2008.08.04 02:25> 
SourceFile: TimeGAP: <26> Days, <16> Hours || Orig Time Prev.Bar: <1244743200> <2009.06.11 18:00> Orig Time This.Bar: <1247048940> <2009.07.08 10:29> 
SourceFile: TimeGAP: <9> Days, <1> Hours || Orig Time Prev.Bar: <1256338800> <2009.10.23 23:00> Orig Time This.Bar: <1257120000> <2009.11.02 00:00> 
SourceFile: TimeGAP: <3> Days, <3> Hours || Orig Time Prev.Bar: <1261688400> <2009.12.24 21:00> Orig Time This.Bar: <1261958400> <2009.12.28 00:00> 
SourceFile: TimeGAP: <3> Days, <3> Hours || Orig Time Prev.Bar: <1262293200> <2009.12.31 21:00> Orig Time This.Bar: <1262563200> <2010.01.04 00:00> 
SourceFile: TimeGAP: <2> Days, <4> Hours || Orig Time Prev.Bar: <1293220800> <2010.12.24 20:00> Orig Time This.Bar: <1293408000> <2010.12.27 00:00> 
SourceFile: TimeGAP: <2> Days, <3> Hours || Orig Time Prev.Bar: <1293825600> <2010.12.31 20:00> Orig Time This.Bar: <1294012200> <2011.01.02 23:50> 
SourceFile: TimeGAP: <2> Days, <4> Hours || Orig Time Prev.Bar: <1324681200> <2011.12.23 23:00> Orig Time This.Bar: <1324868400> <2011.12.26 03:00> 
SourceFile: TimeGAP: <2> Days, <10> Hours || Orig Time Prev.Bar: <1325286000> <2011.12.30 23:00> Orig Time This.Bar: <1325494800> <2012.01.02 09:00> 
|| 
||-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
Money is important, Love is essential.
  • #23
  • May 30, 2013 12:46pm May 30, 2013 12:46pm
and here thel logfile example when converting the initial prefiltered CSV file to the final MT4 hst files

using a timeshift of -7 hours

Inserted Code
 
||========================= Source.FileName: <EURCAD_FXXD_M1.csv> ========================= 
|| 
||========================= INPUT ========================= 
|| 
|| b.HELP:                          <FALSE> 
|| i.ChunkSize.NumLines:            <5000> 
|| s.ResultName.Symbol.Append:      <_FXXD> 
|| i.ACTION:                        <0>    (0=M1CSV->Multi-Period-MT4-HST, 1=CSV->CSV, 2=MT4-HST->CSV) 
|| s.IN.CSV.Header.Format:          <DATETIME:Y.M.D h:m,OPEN,HIGH,LOW,CLOSE,VOL> 
|| s.IN.CSV.Delimiter:             <,> 
|| b.IN.CSV.Has.Header:            <TRUE> 
|| b.SkipBarZeroVolume:            <FALSE> 
|| b.SkipBarNoPriceChange:         <TRUE> 
|| b.Print.Skipped.Bars:           <FALSE> 
|| i.LogTimeGapsGreaterThanHour:   <50> 
|| i.TimeShiftHours:               <-7> 
|| s.OUT.MT4HST.Periods:           <M1,M5,M15,M30,H1,H4,D1> 
|| 
||--------------------------------------------------------- 
|| 
|| CHART:Symbol:  <EURCAD> CHART:Digits:  <5> 
|| 
||--------------------------------------------------------- 
|| Start Time: Orig: <2005.04.08 00:01> 
|| End Time: Orig:   <2013.04.12 22:59> 
||--------------------------------------------------------- 
|| 
|| - - - - - - - SourceFile:(IN): EURCAD_FXXD_M1.csv 
||      (Orig): Bars Count:                  <2826381> 
|| 
||      ERR.InLine.NotEnoughColumns.Count:  <0> 
|| 
||      SkipBarZeroVolume.Count:            <0> 
||      SkipBarNoPriceChange.Count:         <0> 
||      EarlierOrSameTimeSkipped.Count:     <0> 
||      LogTimeGapsGreaterThanHour:         <50>  SourceFile: GREATEST TimeGAP: <26> Days, <16> Hours 
|| 
||--------------------------------------------------------- 
|| 
|| - - - - - - - ResultFile:(OUT): EURCAD1.hst 
||     (OUT): Bars Count:              <2826381> 
|| 
|| - - - - - - - ResultFile:(OUT): EURCAD5.hst 
||     (OUT): Bars Count:              <584357> 
|| 
|| - - - - - - - ResultFile:(OUT): EURCAD15.hst 
||     (OUT): Bars Count:              <195209> 
|| 
|| - - - - - - - ResultFile:(OUT): EURCAD30.hst 
||     (OUT): Bars Count:              <97757> 
|| 
|| - - - - - - - ResultFile:(OUT): EURCAD60.hst 
||     (OUT): Bars Count:              <49022> 
|| 
|| - - - - - - - ResultFile:(OUT): EURCAD240.hst 
||     (OUT): Bars Count:              <12522> 
|| 
|| - - - - - - - ResultFile:(OUT): EURCAD1440.hst 
||     (OUT): Bars Count:              <2466> 
|| 
||--------------------------------------------------------- 
 
 
 
||-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=- 
|| 
|| - - - - - - - SourceFile:(IN): EURCAD_FXXD_M1.csv 
||              TimeGaps 
|| 
|| 
SourceFile: TimeGAP: <3> Days, <0> Hours || Orig Time Prev.Bar: <1112921520> <2005.04.08 00:52> Orig Time This.Bar: <1113183480> <2005.04.11 01:38> 
SourceFile: TimeGAP: <2> Days, <10> Hours || Orig Time Prev.Bar: <1113579240> <2005.04.15 15:34> Orig Time This.Bar: <1113789060> <2005.04.18 01:51> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1114210740> <2005.04.22 22:59> Orig Time This.Bar: <1114393140> <2005.04.25 01:39> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1126911540> <2005.09.16 22:59> Orig Time This.Bar: <1127093520> <2005.09.19 01:32> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1129327140> <2005.10.14 21:59> Orig Time This.Bar: <1129507200> <2005.10.17 00:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1130536740> <2005.10.28 21:59> Orig Time This.Bar: <1130716860> <2005.10.31 00:01> 
SourceFile: TimeGAP: <3> Days, <9> Hours || Orig Time Prev.Bar: <1135378740> <2005.12.23 22:59> Orig Time This.Bar: <1135671660> <2005.12.27 08:21> 
SourceFile: TimeGAP: <3> Days, <9> Hours || Orig Time Prev.Bar: <1135983540> <2005.12.30 22:59> Orig Time This.Bar: <1136276820> <2006.01.03 08:27> 
SourceFile: TimeGAP: <3> Days, <10> Hours || Orig Time Prev.Bar: <1166824800> <2006.12.22 22:00> Orig Time This.Bar: <1167123480> <2006.12.26 08:58> 
SourceFile: TimeGAP: <3> Days, <11> Hours || Orig Time Prev.Bar: <1167429600> <2006.12.29 22:00> Orig Time This.Bar: <1167728400> <2007.01.02 09:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1174082340> <2007.03.16 21:59> Orig Time This.Bar: <1174262400> <2007.03.19 00:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1175292000> <2007.03.30 22:00> Orig Time This.Bar: <1175472060> <2007.04.02 00:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1194040740> <2007.11.02 21:59> Orig Time This.Bar: <1194220800> <2007.11.05 00:00> 
SourceFile: TimeGAP: <2> Days, <3> Hours || Orig Time Prev.Bar: <1217631540> <2008.08.01 22:59> Orig Time This.Bar: <1217816700> <2008.08.04 02:25> 
SourceFile: TimeGAP: <26> Days, <16> Hours || Orig Time Prev.Bar: <1244743200> <2009.06.11 18:00> Orig Time This.Bar: <1247048940> <2009.07.08 10:29> 
SourceFile: TimeGAP: <9> Days, <1> Hours || Orig Time Prev.Bar: <1256338800> <2009.10.23 23:00> Orig Time This.Bar: <1257120000> <2009.11.02 00:00> 
SourceFile: TimeGAP: <3> Days, <3> Hours || Orig Time Prev.Bar: <1261688400> <2009.12.24 21:00> Orig Time This.Bar: <1261958400> <2009.12.28 00:00> 
SourceFile: TimeGAP: <3> Days, <3> Hours || Orig Time Prev.Bar: <1262293200> <2009.12.31 21:00> Orig Time This.Bar: <1262563200> <2010.01.04 00:00> 
SourceFile: TimeGAP: <2> Days, <4> Hours || Orig Time Prev.Bar: <1293220800> <2010.12.24 20:00> Orig Time This.Bar: <1293408000> <2010.12.27 00:00> 
SourceFile: TimeGAP: <2> Days, <3> Hours || Orig Time Prev.Bar: <1293825600> <2010.12.31 20:00> Orig Time This.Bar: <1294012200> <2011.01.02 23:50> 
SourceFile: TimeGAP: <2> Days, <4> Hours || Orig Time Prev.Bar: <1324681200> <2011.12.23 23:00> Orig Time This.Bar: <1324868400> <2011.12.26 03:00> 
SourceFile: TimeGAP: <2> Days, <10> Hours || Orig Time Prev.Bar: <1325286000> <2011.12.30 23:00> Orig Time This.Bar: <1325494800> <2012.01.02 09:00> 
|| 
||-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
Money is important, Love is essential.
  • #24
  • May 30, 2013 12:52pm May 30, 2013 12:52pm
And one more example for: FOREXTESTER(forexite)-HistoricalData producing the initial prefiltered M1 CSV file (not for FOREXTESTER fdownloaded csv files have a fileextention .txt. which must be renamed to .csv otherwise it will not be found. (read the help file for more)


I should have set the input parameter LogTimeGapsGreaterThanHour a little bit higher than one would get not so many TimeGap messages.
Pay attention to the: input parameter: s.IN.CSV.Header.Format: also read the help file (ione can produce it by setting input parameter: b.HELP to true and running the EA)

Inserted Code
 
||========================= Source.FileName: <GBPJPY.csv> ========================= 
|| 
||========================= INPUT ========================= 
|| 
|| b.HELP:                          <FALSE> 
|| i.ChunkSize.NumLines:            <5000> 
|| s.ResultName.Symbol.Append:      <_FOREXTESTER_M1> 
|| i.ACTION:                        <1>    (0=M1CSV->Multi-Period-MT4-HST, 1=CSV->CSV, 2=MT4-HST->CSV) 
|| s.IN.CSV.Header.Format:          <TICKER,DATE:YMD,TIME:hm,OPEN,HIGH,LOW,CLOSE,VOL> 
|| s.IN.CSV.Delimiter:             <,> 
|| b.IN.CSV.Has.Header:            <TRUE> 
|| b.SkipBarZeroVolume:            <FALSE> 
|| b.SkipBarNoPriceChange:         <TRUE> 
|| b.Print.Skipped.Bars:           <FALSE> 
|| i.LogTimeGapsGreaterThanHour:   <50> 
|| i.TimeShiftHours:               <0> 
|| s.OUT.MT4HST.Periods:           <M1,M5,M15,M30,H1,H4,D1> 
|| 
||--------------------------------------------------------- 
|| 
|| CHART:Symbol:  <GBPJPY> CHART:Digits:  <3> 
|| 
||--------------------------------------------------------- 
|| Start Time: Orig: <2001.01.02 23:01> 
|| End Time: Orig:   <2013.04.30 23:59> 
||--------------------------------------------------------- 
|| 
|| - - - - - - - SourceFile:(IN): GBPJPY.csv 
||      (Orig): Bars Count:                  <4374431> 
|| 
||      ERR.InLine.NotEnoughColumns.Count:  <0> 
|| 
||      SkipBarZeroVolume.Count:            <0> 
||      SkipBarNoPriceChange.Count:         <218037> 
||      EarlierOrSameTimeSkipped.Count:     <0> 
||      LogTimeGapsGreaterThanHour:         <50>  SourceFile: GREATEST TimeGAP: <4> Days, <2> Hours 
|| 
||--------------------------------------------------------- 
|| 
|| - - - - - - - ResultFile:(OUT): GBPJPY_FOREXTESTER_M1.csv 
||     (OUT): Bars Count:              <4156394> 
|| 
||--------------------------------------------------------- 
 
 
 
||-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=- 
|| 
|| - - - - - - - SourceFile:(IN): GBPJPY.csv 
||              TimeGaps 
|| 
|| 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <978727800> <2001.01.05 20:50> Orig Time This.Bar: <978908460> <2001.01.07 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <979333200> <2001.01.12 21:00> Orig Time This.Bar: <979513260> <2001.01.14 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <979938000> <2001.01.19 21:00> Orig Time This.Bar: <980118180> <2001.01.21 23:03> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <980542800> <2001.01.26 21:00> Orig Time This.Bar: <980722860> <2001.01.28 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <981146940> <2001.02.02 20:49> Orig Time This.Bar: <981327660> <2001.02.04 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <981752400> <2001.02.09 21:00> Orig Time This.Bar: <981932640> <2001.02.11 23:04> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <982357200> <2001.02.16 21:00> Orig Time This.Bar: <982537320> <2001.02.18 23:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <982962000> <2001.02.23 21:00> Orig Time This.Bar: <983142180> <2001.02.25 23:03> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <983566740> <2001.03.02 20:59> Orig Time This.Bar: <983746860> <2001.03.04 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <984171480> <2001.03.09 20:58> Orig Time This.Bar: <984351660> <2001.03.11 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <984776400> <2001.03.16 21:00> Orig Time This.Bar: <984956520> <2001.03.18 23:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <985982340> <2001.03.30 19:59> Orig Time This.Bar: <986162460> <2001.04.01 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <986587140> <2001.04.06 19:59> Orig Time This.Bar: <986767260> <2001.04.08 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <987190740> <2001.04.13 19:39> Orig Time This.Bar: <987373860> <2001.04.15 22:31> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <987796740> <2001.04.20 19:59> Orig Time This.Bar: <987976860> <2001.04.22 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <988401420> <2001.04.27 19:57> Orig Time This.Bar: <988581660> <2001.04.29 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <989006340> <2001.05.04 19:59> Orig Time This.Bar: <989186460> <2001.05.06 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <989611080> <2001.05.11 19:58> Orig Time This.Bar: <989791260> <2001.05.13 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <990215880> <2001.05.18 19:58> Orig Time This.Bar: <990396060> <2001.05.20 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <990820620> <2001.05.25 19:57> Orig Time This.Bar: <991000980> <2001.05.27 22:03> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <991425480> <2001.06.01 19:58> Orig Time This.Bar: <991605660> <2001.06.03 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <992030340> <2001.06.08 19:59> Orig Time This.Bar: <992210460> <2001.06.10 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <992635140> <2001.06.15 19:59> Orig Time This.Bar: <992815500> <2001.06.17 22:05> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <993239940> <2001.06.22 19:59> Orig Time This.Bar: <993420060> <2001.06.24 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <993844740> <2001.06.29 19:59> Orig Time This.Bar: <994024860> <2001.07.01 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <994449540> <2001.07.06 19:59> Orig Time This.Bar: <994629660> <2001.07.08 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <995054280> <2001.07.13 19:58> Orig Time This.Bar: <995234460> <2001.07.15 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <995659080> <2001.07.20 19:58> Orig Time This.Bar: <995839380> <2001.07.22 22:03> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <996263940> <2001.07.27 19:59> Orig Time This.Bar: <996444420> <2001.07.29 22:07> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <996868740> <2001.08.03 19:59> Orig Time This.Bar: <997049460> <2001.08.05 22:11> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <997473420> <2001.08.10 19:57> Orig Time This.Bar: <997653660> <2001.08.12 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <998078340> <2001.08.17 19:59> Orig Time This.Bar: <998258580> <2001.08.19 22:03> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <998683020> <2001.08.24 19:57> Orig Time This.Bar: <998863320> <2001.08.26 22:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <999287940> <2001.08.31 19:59> Orig Time This.Bar: <999468060> <2001.09.02 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <999892560> <2001.09.07 19:56> Orig Time This.Bar: <1000072980> <2001.09.09 22:03> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1000497540> <2001.09.14 19:59> Orig Time This.Bar: <1000678080> <2001.09.16 22:08> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1001102340> <2001.09.21 19:59> Orig Time This.Bar: <1001282940> <2001.09.23 22:09> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1001707140> <2001.09.28 19:59> Orig Time This.Bar: <1001888460> <2001.09.30 22:21> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1002311880> <2001.10.05 19:58> Orig Time This.Bar: <1002492120> <2001.10.07 22:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1002916740> <2001.10.12 19:59> Orig Time This.Bar: <1003096860> <2001.10.14 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1003521540> <2001.10.19 19:59> Orig Time This.Bar: <1003701660> <2001.10.21 22:01> 
SourceFile: TimeGAP: <2> Days, <3> Hours || Orig Time Prev.Bar: <1004126340> <2001.10.26 19:59> Orig Time This.Bar: <1004310060> <2001.10.28 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1004734740> <2001.11.02 20:59> Orig Time This.Bar: <1004914860> <2001.11.04 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1005339060> <2001.11.09 20:51> Orig Time This.Bar: <1005519720> <2001.11.11 23:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1005944340> <2001.11.16 20:59> Orig Time This.Bar: <1006124460> <2001.11.18 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1006548960> <2001.11.23 20:56> Orig Time This.Bar: <1006729320> <2001.11.25 23:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1007153820> <2001.11.30 20:57> Orig Time This.Bar: <1007334120> <2001.12.02 23:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1007758500> <2001.12.07 20:55> Orig Time This.Bar: <1007938860> <2001.12.09 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1008363540> <2001.12.14 20:59> Orig Time This.Bar: <1008543840> <2001.12.16 23:04> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1008968340> <2001.12.21 20:59> Orig Time This.Bar: <1009148640> <2001.12.23 23:04> 
SourceFile: TimeGAP: <4> Days, <2> Hours || Orig Time Prev.Bar: <1009572900> <2001.12.28 20:55> Orig Time This.Bar: <1009926060> <2002.01.01 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1010177820> <2002.01.04 20:57> Orig Time This.Bar: <1010358120> <2002.01.06 23:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1010782680> <2002.01.11 20:58> Orig Time This.Bar: <1010962860> <2002.01.13 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1011387360> <2002.01.18 20:56> Orig Time This.Bar: <1011567660> <2002.01.20 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1011992340> <2002.01.25 20:59> Orig Time This.Bar: <1012172460> <2002.01.27 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1012597140> <2002.02.01 20:59> Orig Time This.Bar: <1012777320> <2002.02.03 23:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1013201940> <2002.02.08 20:59> Orig Time This.Bar: <1013382120> <2002.02.10 23:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1013806740> <2002.02.15 20:59> Orig Time This.Bar: <1013986980> <2002.02.17 23:03> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1014411300> <2002.02.22 20:55> Orig Time This.Bar: <1014591720> <2002.02.24 23:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1015016160> <2002.03.01 20:56> Orig Time This.Bar: <1015196460> <2002.03.03 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1015621020> <2002.03.08 20:57> Orig Time This.Bar: <1015801260> <2002.03.10 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1016225820> <2002.03.15 20:57> Orig Time This.Bar: <1016406060> <2002.03.17 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1016830800> <2002.03.22 21:00> Orig Time This.Bar: <1017010860> <2002.03.24 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1018036680> <2002.04.05 19:58> Orig Time This.Bar: <1018216980> <2002.04.07 22:03> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1018641480> <2002.04.12 19:58> Orig Time This.Bar: <1018821660> <2002.04.14 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1019246100> <2002.04.19 19:55> Orig Time This.Bar: <1019426460> <2002.04.21 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1019850900> <2002.04.26 19:55> Orig Time This.Bar: <1020031380> <2002.04.28 22:03> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1020455940> <2002.05.03 19:59> Orig Time This.Bar: <1020636060> <2002.05.05 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1021060740> <2002.05.10 19:59> Orig Time This.Bar: <1021241040> <2002.05.12 22:04> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1021665540> <2002.05.17 19:59> Orig Time This.Bar: <1021845720> <2002.05.19 22:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1022270340> <2002.05.24 19:59> Orig Time This.Bar: <1022450460> <2002.05.26 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1022874780> <2002.05.31 19:53> Orig Time This.Bar: <1023055260> <2002.06.02 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1023479940> <2002.06.07 19:59> Orig Time This.Bar: <1023660060> <2002.06.09 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1024084560> <2002.06.14 19:56> Orig Time This.Bar: <1024264860> <2002.06.16 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1024689540> <2002.06.21 19:59> Orig Time This.Bar: <1024869660> <2002.06.23 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1025294220> <2002.06.28 19:57> Orig Time This.Bar: <1025474460> <2002.06.30 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1025898960> <2002.07.05 19:56> Orig Time This.Bar: <1026079260> <2002.07.07 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1026503940> <2002.07.12 19:59> Orig Time This.Bar: <1026684060> <2002.07.14 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1027108440> <2002.07.19 19:54> Orig Time This.Bar: <1027289040> <2002.07.21 22:04> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1027713540> <2002.07.26 19:59> Orig Time This.Bar: <1027893840> <2002.07.28 22:04> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1028318220> <2002.08.02 19:57> Orig Time This.Bar: <1028498580> <2002.08.04 22:03> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1028923140> <2002.08.09 19:59> Orig Time This.Bar: <1029103260> <2002.08.11 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1029527940> <2002.08.16 19:59> Orig Time This.Bar: <1029708120> <2002.08.18 22:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1030132620> <2002.08.23 19:57> Orig Time This.Bar: <1030312860> <2002.08.25 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1030737360> <2002.08.30 19:56> Orig Time This.Bar: <1030917780> <2002.09.01 22:03> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1031342160> <2002.09.06 19:56> Orig Time This.Bar: <1031522460> <2002.09.08 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1031947140> <2002.09.13 19:59> Orig Time This.Bar: <1032127260> <2002.09.15 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1032551820> <2002.09.20 19:57> Orig Time This.Bar: <1032732120> <2002.09.22 22:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1033156680> <2002.09.27 19:58> Orig Time This.Bar: <1033336920> <2002.09.29 22:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1033761540> <2002.10.04 19:59> Orig Time This.Bar: <1033941720> <2002.10.06 22:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1034366160> <2002.10.11 19:56> Orig Time This.Bar: <1034546640> <2002.10.13 22:04> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1034971140> <2002.10.18 19:59> Orig Time This.Bar: <1035151260> <2002.10.20 22:01> 
SourceFile: TimeGAP: <2> Days, <3> Hours || Orig Time Prev.Bar: <1035575820> <2002.10.25 19:57> Orig Time This.Bar: <1035759660> <2002.10.27 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1036184220> <2002.11.01 20:57> Orig Time This.Bar: <1036364460> <2002.11.03 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1036789080> <2002.11.08 20:58> Orig Time This.Bar: <1036969260> <2002.11.10 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1037393880> <2002.11.15 20:58> Orig Time This.Bar: <1037574180> <2002.11.17 23:03> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1037998680> <2002.11.22 20:58> Orig Time This.Bar: <1038178920> <2002.11.24 23:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1038603420> <2002.11.29 20:57> Orig Time This.Bar: <1038783660> <2002.12.01 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1039208220> <2002.12.06 20:57> Orig Time This.Bar: <1039388460> <2002.12.08 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1039813020> <2002.12.13 20:57> Orig Time This.Bar: <1039993260> <2002.12.15 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1040417880> <2002.12.20 20:58> Orig Time This.Bar: <1040598060> <2002.12.22 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1041022440> <2002.12.27 20:54> Orig Time This.Bar: <1041202860> <2002.12.29 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1041627300> <2003.01.03 20:55> Orig Time This.Bar: <1041807720> <2003.01.05 23:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1042231920> <2003.01.10 20:52> Orig Time This.Bar: <1042412520> <2003.01.12 23:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1042837140> <2003.01.17 20:59> Orig Time This.Bar: <1043017260> <2003.01.19 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1043441940> <2003.01.24 20:59> Orig Time This.Bar: <1043622060> <2003.01.26 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1044046680> <2003.01.31 20:58> Orig Time This.Bar: <1044226860> <2003.02.02 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1044651540> <2003.02.07 20:59> Orig Time This.Bar: <1044831660> <2003.02.09 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1045256340> <2003.02.14 20:59> Orig Time This.Bar: <1045436460> <2003.02.16 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1045861140> <2003.02.21 20:59> Orig Time This.Bar: <1046041320> <2003.02.23 23:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1046465820> <2003.02.28 20:57> Orig Time This.Bar: <1046646300> <2003.03.02 23:05> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1047070560> <2003.03.07 20:56> Orig Time This.Bar: <1047251040> <2003.03.09 23:04> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1047675120> <2003.03.14 20:52> Orig Time This.Bar: <1047855660> <2003.03.16 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1048280340> <2003.03.21 20:59> Orig Time This.Bar: <1048460520> <2003.03.23 23:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1049486400> <2003.04.04 20:00> Orig Time This.Bar: <1049666460> <2003.04.06 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1050091140> <2003.04.11 19:59> Orig Time This.Bar: <1050271260> <2003.04.13 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1050695640> <2003.04.18 19:54> Orig Time This.Bar: <1050876120> <2003.04.20 22:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1051300740> <2003.04.25 19:59> Orig Time This.Bar: <1051480980> <2003.04.27 22:03> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1051905360> <2003.05.02 19:56> Orig Time This.Bar: <1052086260> <2003.05.04 22:11> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1052510340> <2003.05.09 19:59> Orig Time This.Bar: <1052690520> <2003.05.11 22:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1053115140> <2003.05.16 19:59> Orig Time This.Bar: <1053295260> <2003.05.18 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1053719820> <2003.05.23 19:57> Orig Time This.Bar: <1053900060> <2003.05.25 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1054324800> <2003.05.30 20:00> Orig Time This.Bar: <1054504860> <2003.06.01 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1054929600> <2003.06.06 20:00> Orig Time This.Bar: <1055109780> <2003.06.08 22:03> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1055534280> <2003.06.13 19:58> Orig Time This.Bar: <1055714520> <2003.06.15 22:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1056139140> <2003.06.20 19:59> Orig Time This.Bar: <1056319320> <2003.06.22 22:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1056743760> <2003.06.27 19:56> Orig Time This.Bar: <1056924180> <2003.06.29 22:03> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1057348680> <2003.07.04 19:58> Orig Time This.Bar: <1057528920> <2003.07.06 22:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1057953540> <2003.07.11 19:59> Orig Time This.Bar: <1058133660> <2003.07.13 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1058558340> <2003.07.18 19:59> Orig Time This.Bar: <1058738460> <2003.07.20 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1059163200> <2003.07.25 20:00> Orig Time This.Bar: <1059343320> <2003.07.27 22:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1059767940> <2003.08.01 19:59> Orig Time This.Bar: <1059948000> <2003.08.03 22:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1060372740> <2003.08.08 19:59> Orig Time This.Bar: <1060552860> <2003.08.10 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1060977480> <2003.08.15 19:58> Orig Time This.Bar: <1061157660> <2003.08.17 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1061582280> <2003.08.22 19:58> Orig Time This.Bar: <1061762580> <2003.08.24 22:03> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1062187140> <2003.08.29 19:59> Orig Time This.Bar: <1062367200> <2003.08.31 22:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1062791880> <2003.09.05 19:58> Orig Time This.Bar: <1062972060> <2003.09.07 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1063396740> <2003.09.12 19:59> Orig Time This.Bar: <1063576980> <2003.09.14 22:03> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1064606340> <2003.09.26 19:59> Orig Time This.Bar: <1064786400> <2003.09.28 22:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1065211200> <2003.10.03 20:00> Orig Time This.Bar: <1065391260> <2003.10.05 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1065815820> <2003.10.10 19:57> Orig Time This.Bar: <1065996240> <2003.10.12 22:04> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1066420680> <2003.10.17 19:58> Orig Time This.Bar: <1066600860> <2003.10.19 22:01> 
SourceFile: TimeGAP: <2> Days, <3> Hours || Orig Time Prev.Bar: <1067025480> <2003.10.24 19:58> Orig Time This.Bar: <1067209260> <2003.10.26 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1067633940> <2003.10.31 20:59> Orig Time This.Bar: <1067814060> <2003.11.02 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1068238740> <2003.11.07 20:59> Orig Time This.Bar: <1068418860> <2003.11.09 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1068843480> <2003.11.14 20:58> Orig Time This.Bar: <1069023660> <2003.11.16 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1069448280> <2003.11.21 20:58> Orig Time This.Bar: <1069628460> <2003.11.23 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1070052900> <2003.11.28 20:55> Orig Time This.Bar: <1070233320> <2003.11.30 23:02> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1070657820> <2003.12.05 20:57> Orig Time This.Bar: <1070838060> <2003.12.07 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1071262620> <2003.12.12 20:57> Orig Time This.Bar: <1071442860> <2003.12.14 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1071867480> <2003.12.19 20:58> Orig Time This.Bar: <1072047660> <2003.12.21 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1072472280> <2003.12.26 20:58> Orig Time This.Bar: <1072652460> <2003.12.28 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1073077140> <2004.01.02 20:59> Orig Time This.Bar: <1073257260> <2004.01.04 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1073681700> <2004.01.09 20:55> Orig Time This.Bar: <1073862060> <2004.01.11 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1074286680> <2004.01.16 20:58> Orig Time This.Bar: <1074466860> <2004.01.18 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1074891480> <2004.01.23 20:58> Orig Time This.Bar: <1075071660> <2004.01.25 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1075496280> <2004.01.30 20:58> Orig Time This.Bar: <1075676460> <2004.02.01 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1076101080> <2004.02.06 20:58> Orig Time This.Bar: <1076281260> <2004.02.08 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1076705880> <2004.02.13 20:58> Orig Time This.Bar: <1076886060> <2004.02.15 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1077310680> <2004.02.20 20:58> Orig Time This.Bar: <1077490860> <2004.02.22 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1077915480> <2004.02.27 20:58> Orig Time This.Bar: <1078095660> <2004.02.29 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1078520280> <2004.03.05 20:58> Orig Time This.Bar: <1078700460> <2004.03.07 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1079125020> <2004.03.12 20:57> Orig Time This.Bar: <1079305260> <2004.03.14 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1079729880> <2004.03.19 20:58> Orig Time This.Bar: <1079910060> <2004.03.21 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1080935940> <2004.04.02 19:59> Orig Time This.Bar: <1081116060> <2004.04.04 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1081540620> <2004.04.09 19:57> Orig Time This.Bar: <1081720860> <2004.04.11 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1082145480> <2004.04.16 19:58> Orig Time This.Bar: <1082325660> <2004.04.18 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1082750280> <2004.04.23 19:58> Orig Time This.Bar: <1082930460> <2004.04.25 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1083355080> <2004.04.30 19:58> Orig Time This.Bar: <1083535260> <2004.05.02 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1083959880> <2004.05.07 19:58> Orig Time This.Bar: <1084140060> <2004.05.09 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1084564740> <2004.05.14 19:59> Orig Time This.Bar: <1084744860> <2004.05.16 22:01> 
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SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1086379200> <2004.06.04 20:00> Orig Time This.Bar: <1086559260> <2004.06.06 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1086984000> <2004.06.11 20:00> Orig Time This.Bar: <1087164060> <2004.06.13 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1087588800> <2004.06.18 20:00> Orig Time This.Bar: <1087768860> <2004.06.20 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1088193600> <2004.06.25 20:00> Orig Time This.Bar: <1088373660> <2004.06.27 22:01> 
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SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1090008000> <2004.07.16 20:00> Orig Time This.Bar: <1090188060> <2004.07.18 22:01> 
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SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1091822400> <2004.08.06 20:00> Orig Time This.Bar: <1092002460> <2004.08.08 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1092427200> <2004.08.13 20:00> Orig Time This.Bar: <1092607260> <2004.08.15 22:01> 
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SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1093636800> <2004.08.27 20:00> Orig Time This.Bar: <1093816860> <2004.08.29 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1094241600> <2004.09.03 20:00> Orig Time This.Bar: <1094421660> <2004.09.05 22:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1094846400> <2004.09.10 20:00> Orig Time This.Bar: <1095026460> <2004.09.12 22:01> 
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SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1101502800> <2004.11.26 21:00> Orig Time This.Bar: <1101682860> <2004.11.28 23:01> 
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SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1102712400> <2004.12.10 21:00> Orig Time This.Bar: <1102892460> <2004.12.12 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1103317200> <2004.12.17 21:00> Orig Time This.Bar: <1103497260> <2004.12.19 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1103922000> <2004.12.24 21:00> Orig Time This.Bar: <1104102060> <2004.12.26 23:01> 
SourceFile: TimeGAP: <3> Days, <0> Hours || Orig Time Prev.Bar: <1104447420> <2004.12.30 22:57> Orig Time This.Bar: <1104706800> <2005.01.02 23:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1105736340> <2005.01.14 20:59> Orig Time This.Bar: <1105916400> <2005.01.16 23:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1109365140> <2005.02.25 20:59> Orig Time This.Bar: <1109545200> <2005.02.27 23:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1122062340> <2005.07.22 19:59> Orig Time This.Bar: <1122242400> <2005.07.24 22:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1125691140> <2005.09.02 19:59> Orig Time This.Bar: <1125871200> <2005.09.04 22:00> 
SourceFile: TimeGAP: <2> Days, <3> Hours || Orig Time Prev.Bar: <1130529600> <2005.10.28 20:00> Orig Time This.Bar: <1130713200> <2005.10.30 23:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1140814740> <2006.02.24 20:59> Orig Time This.Bar: <1140994800> <2006.02.26 23:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1145044440> <2006.04.14 19:54> Orig Time This.Bar: <1145224800> <2006.04.16 22:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1149278280> <2006.06.02 19:58> Orig Time This.Bar: <1149458400> <2006.06.04 22:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1151092740> <2006.06.23 19:59> Orig Time This.Bar: <1151272800> <2006.06.25 22:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1154721540> <2006.08.04 19:59> Orig Time This.Bar: <1154901600> <2006.08.06 22:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1157745420> <2006.09.08 19:57> Orig Time This.Bar: <1157925600> <2006.09.10 22:00> 
SourceFile: TimeGAP: <2> Days, <3> Hours || Orig Time Prev.Bar: <1161979200> <2006.10.27 20:00> Orig Time This.Bar: <1162162800> <2006.10.29 23:00> 
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SourceFile: TimeGAP: <3> Days, <1> Hours || Orig Time Prev.Bar: <1167426000> <2006.12.29 21:00> Orig Time This.Bar: <1167688860> <2007.01.01 22:01> 
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SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1177099140> <2007.04.20 19:59> Orig Time This.Bar: <1177279200> <2007.04.22 22:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1180727940> <2007.06.01 19:59> Orig Time This.Bar: <1180908000> <2007.06.03 22:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1181937540> <2007.06.15 19:59> Orig Time This.Bar: <1182117600> <2007.06.17 22:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1182542400> <2007.06.22 20:00> Orig Time This.Bar: <1182722460> <2007.06.24 22:01> 
SourceFile: TimeGAP: <2> Days, <3> Hours || Orig Time Prev.Bar: <1193428800> <2007.10.26 20:00> Orig Time This.Bar: <1193612400> <2007.10.28 23:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1195851540> <2007.11.23 20:59> Orig Time This.Bar: <1196031600> <2007.11.25 23:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1197061140> <2007.12.07 20:59> Orig Time This.Bar: <1197241200> <2007.12.09 23:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1200085200> <2008.01.11 21:00> Orig Time This.Bar: <1200265260> <2008.01.13 23:01> 
SourceFile: TimeGAP: <2> Days, <3> Hours || Orig Time Prev.Bar: <1224878400> <2008.10.24 20:00> Orig Time This.Bar: <1225062000> <2008.10.26 23:00> 
SourceFile: TimeGAP: <2> Days, <3> Hours || Orig Time Prev.Bar: <1256328000> <2009.10.23 20:00> Orig Time This.Bar: <1256511600> <2009.10.25 23:00> 
SourceFile: TimeGAP: <3> Days, <4> Hours || Orig Time Prev.Bar: <1261677660> <2009.12.24 18:01> Orig Time This.Bar: <1261954800> <2009.12.27 23:00> 
SourceFile: TimeGAP: <3> Days, <4> Hours || Orig Time Prev.Bar: <1262282520> <2009.12.31 18:02> Orig Time This.Bar: <1262559600> <2010.01.03 23:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1284148200> <2010.09.10 19:50> Orig Time This.Bar: <1284328800> <2010.09.12 22:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1284753000> <2010.09.17 19:50> Orig Time This.Bar: <1284933600> <2010.09.19 22:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1287777060> <2010.10.22 19:51> Orig Time This.Bar: <1287957600> <2010.10.24 22:00> 
SourceFile: TimeGAP: <2> Days, <3> Hours || Orig Time Prev.Bar: <1288382400> <2010.10.29 20:00> Orig Time This.Bar: <1288566000> <2010.10.31 23:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1292619600> <2010.12.17 21:00> Orig Time This.Bar: <1292799660> <2010.12.19 23:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1293224340> <2010.12.24 20:59> Orig Time This.Bar: <1293404400> <2010.12.26 23:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1293829140> <2010.12.31 20:59> Orig Time This.Bar: <1294009200> <2011.01.02 23:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1295643000> <2011.01.21 20:50> Orig Time This.Bar: <1295823600> <2011.01.23 23:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1298667540> <2011.02.25 20:59> Orig Time This.Bar: <1298847600> <2011.02.27 23:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1304106660> <2011.04.29 19:51> Orig Time This.Bar: <1304287200> <2011.05.01 22:00> 
SourceFile: TimeGAP: <2> Days, <3> Hours || Orig Time Prev.Bar: <1319832000> <2011.10.28 20:00> Orig Time This.Bar: <1320015600> <2011.10.30 23:00> 
SourceFile: TimeGAP: <2> Days, <9> Hours || Orig Time Prev.Bar: <1325278800> <2011.12.30 21:00> Orig Time This.Bar: <1325484060> <2012.01.02 06:01> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1331931060> <2012.03.16 20:51> Orig Time This.Bar: <1332111600> <2012.03.18 23:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1342814340> <2012.07.20 19:59> Orig Time This.Bar: <1342994400> <2012.07.22 22:00> 
SourceFile: TimeGAP: <2> Days, <3> Hours || Orig Time Prev.Bar: <1351281600> <2012.10.26 20:00> Orig Time This.Bar: <1351465200> <2012.10.28 23:00> 
SourceFile: TimeGAP: <2> Days, <2> Hours || Orig Time Prev.Bar: <1353703800> <2012.11.23 20:50> Orig Time This.Bar: <1353884400> <2012.11.25 23:00> 
|| 
||-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
Money is important, Love is essential.
  • #25
  • May 30, 2013 12:59pm May 30, 2013 12:59pm
SkipBarZeroVolume.Count: all the data I saw so far could not make use of this filter:
most of the downloaded rates files where mixing this abritary up. sometimes using volum column than again have it just as a 0.

Initial Idea was to filter for instance Weekend data (who knows maybe once it will be useful)
Money is important, Love is essential.
  • #26
  • Edited 10:41pm May 30, 2013 3:11pm | Edited 10:41pm
To give anidea of the final space requirements: folders ( lzma compressed ) (still need to cross check them).

- used for M1-CSV PreFilter: b.SkipBarNoPriceChange which is not 100% MT4 comform


FXDD-HistoricalData: 21 pairs USDTRY skiped
- M1-CSV-DATA: ca. 300 MB
- M1-D1-HST-DATA: ca. 500 MB = uncompressed final hst files: 3.3 GB

FOREXTESTER(forexite)-HistoricalData: 18 pairs
- M1-CSV-DATA: ca. 175 MB
- M1-D1-HST-DATA: ca. 390 MB = uncompressed final hst files: 3.8 GB (strange that this are more as they are compresed less not sure why)

DUKASCOPY-HistoricalData: 44 pairs (I did skip a couple of pairs)
- M1-CSV-DATA: ca. 790 MB
- M1-D1-HST-DATA: ca. 1.3 GB = uncompressed final hst files: 7.5 GB


All together roughly: 3.4 GB - all on 1 DVD quite handy
Money is important, Love is essential.
  • #27
  • Edited 7:04pm May 30, 2013 4:23pm | Edited 7:04pm
I guess that's all: If I find some problems when checking the data I might comment on it or update the Script...

otherwise I believe it is finished so far.



Cheers

Ati
Money is important, Love is essential.
  • #28
  • Edited 9:20am May 31, 2013 12:02am | Edited 9:20am
Found something strange so I thought I still post it:

I compare manually sample of datas to my broker rates (Oanda).

One of the downloaded rates (no name as I do not want to blame anyone) seems to be 1Min after: all data 1 Min moved - maybe it's just somewhere an error , the people who provided them for download might have introduced it or so - but if that is realy so and one trades with such a broker .. the broker would know exactly where the price will go in the next minute.

Probably just somewhere a mistake ....?? .. for backtesting this makes not so much difference but it effects the higher TF e.g. M5 as all of them are based on the M1 DATA


Otherwise most of them for the manual sample looks very much alike: so I'm not so sure if it is worthy to keep 3 different rates - maybe just use the one with the smalles gaps.

I will still keep it as all fit on one DVD and run my tests on all the different once (at least in the beginning to see if it has any effect on the results.


If I find something interesting I might update here again.
Money is important, Love is essential.
  • #29
  • May 31, 2013 9:22am May 31, 2013 9:22am
Quoting Ati Baia
Found something strange so I thought I still post it: I compare manually sample of datas to my broker rates (Oanda). One of the downloaded rates seems to be 1Min after: all data 1 Min moved - maybe it's just somewhere an error , the people who provided them for download might have introduced it or so - but if that is realy so and one trades with such a broker .. the broker would know exactly where the price will go in the next minute. Probably just somewhere a mistake ....?? ..
I cross checked and it is not my script: redownloaded some data and they where already move in the original file
Money is important, Love is essential.
  • #30
  • Jun 3, 2013 12:07pm Jun 3, 2013 12:07pm
So far as I can tell from my limited manual comparisons:

FOREXTESTER(forexite) is the most different.

FXXD and DUKASCOPY seems to be more alike and also more alike to OANDA

but still differences: I run a strategy I currently work on through 6 Years data: Win%

AUDCAD: 63.9% - 59.8%
AUDJPY: 66.7% - 62.9%
CHFJPY: 72.3% - 71.2%
EURGBP: 59.5% - 62.8%
GBPJPY: 40.3% - 47.7%


Some of the differences can be explained that some rates contain less gaps than others - but there are also obvious differences.

On 17 Pairs each 4 TF (68 Charts) the final difference is not much: 59.04% - 58.76% which I take as a positive sign for the data as well the tested strategy

maybe to note that this strategy uses SL between 13-20pips and TP the same as each SL R:R 1:1 I guess with bigger SL/TP there would be less individual difference.
Money is important, Love is essential.
  • #31
  • Edited 6:57am Aug 16, 2013 6:46am | Edited 6:57am
Did a fresh download of dukascopy data:

M1 bid data all Symbols: except EURZAR which did not work for whatever reason


52 items, totalling 12.3 GB: file shows from when the data starts
the actual download cache size is: 346,215 items, totalling 6.8 GB

AUDCAD_1 Min_Bid_2006.01.03_2013.08.16.csv
AUDCHF_1 Min_Bid_2006.03.01_2013.08.16.csv
AUDJPY_1 Min_Bid_2003.11.30_2013.08.16.csv
AUDNZD_1 Min_Bid_2006.12.12_2013.08.16.csv
AUDSGD_1 Min_Bid_2007.03.13_2013.08.16.csv
AUDUSD_1 Min_Bid_2003.08.03_2013.08.16.csv
CADCHF_1 Min_Bid_2006.01.02_2013.08.16.csv
CADHKD_1 Min_Bid_2007.03.13_2013.08.16.csv
CADJPY_1 Min_Bid_2004.10.25_2013.08.16.csv
CHFJPY_1 Min_Bid_2003.08.08_2013.08.16.csv
CHFSGD_1 Min_Bid_2007.06.04_2013.08.16.csv
EURAUD_1 Min_Bid_2005.10.07_2013.08.16.csv
EURCAD_1 Min_Bid_2004.10.25_2013.08.16.csv
EURCHF_1 Min_Bid_2003.08.08_2013.08.16.csv
EURDKK_1 Min_Bid_2004.10.25_2013.08.16.csv
EURGBP_1 Min_Bid_2003.08.08_2013.08.16.csv
EURHKD_1 Min_Bid_2007.03.13_2013.08.16.csv
EURJPY_1 Min_Bid_2003.08.08_2013.08.16.csv
EURNOK_1 Min_Bid_2004.10.25_2013.08.16.csv
EURNZD_1 Min_Bid_2006.01.02_2013.08.16.csv
EURPLN_1 Min_Bid_2007.03.13_2013.08.16.csv
EURSEK_1 Min_Bid_2004.10.27_2013.08.16.csv
EURSGD_1 Min_Bid_2007.03.13_2013.08.16.csv
EURTRY_1 Min_Bid_2007.03.13_2013.08.16.csv
EURUSD_1 Min_Bid_2003.05.04_2013.08.16.csv
GBPAUD_1 Min_Bid_2006.03.22_2013.08.16.csv
GBPCAD_1 Min_Bid_2006.01.02_2013.08.16.csv
GBPCHF_1 Min_Bid_2003.08.15_2013.08.16.csv
GBPJPY_1 Min_Bid_2003.08.04_2013.08.16.csv
GBPNZD_1 Min_Bid_2006.01.02_2013.08.16.csv
GBPUSD_1 Min_Bid_2003.08.08_2013.08.16.csv
HKDJPY_1 Min_Bid_2007.03.13_2013.08.16.csv
NZDCAD_1 Min_Bid_2006.01.02_2013.08.16.csv
NZDCHF_1 Min_Bid_2006.01.02_2013.08.16.csv
NZDJPY_1 Min_Bid_2006.01.02_2013.08.16.csv
NZDUSD_1 Min_Bid_2003.08.08_2013.08.16.csv
SGDJPY_1 Min_Bid_2007.03.13_2013.08.16.csv
USDCAD_1 Min_Bid_2003.08.08_2013.08.16.csv
USDCHF_1 Min_Bid_2003.07.28_2013.08.16.csv
USDDKK_1 Min_Bid_2003.08.08_2013.08.16.csv
USDHKD_1 Min_Bid_2007.03.13_2013.08.16.csv
USDJPY_1 Min_Bid_2003.08.11_2013.08.16.csv
USDMXN_1 Min_Bid_2007.03.13_2013.08.16.csv
USDNOK_1 Min_Bid_2003.08.08_2013.08.16.csv
USDPLN_1 Min_Bid_2007.03.13_2013.08.16.csv
USDRUB_1 Min_Bid_2007.03.13_2013.08.16.csv
USDSEK_1 Min_Bid_2003.08.08_2013.08.16.csv
USDSGD_1 Min_Bid_2004.11.16_2013.08.16.csv
USDTRY_1 Min_Bid_2007.03.13_2013.08.16.csv
USDZAR_1 Min_Bid_1999.01.01_2013.08.16.csv
XAGUSD_1 Min_Bid_1999.01.01_2013.08.16.csv
XAUUSD_1 Min_Bid_2003.05.05_2013.08.16.csv


BUT be aware some of them have none useful data in the beginning:

e.g. USDZAR_1 Min_Bid_1999.01.01_2013.08.16.csv
1999.01.01 00:00:00,0.75,0.75,0.75,0.75,0
1999.01.01 00:01:00,0.75,0.75,0.75,0.75,0

in general they seem to be quite good and most of the useless data can be filtered
Money is important, Love is essential.
  • #32
  • Edited 7:47am Aug 16, 2013 7:35am | Edited 7:47am
Just something I noticed as I do some manual checking of the new version:

I downloaded data from Oanda: and converted the M1 hst file to csv and back to HST all TFs

The weekly and (probably monthly) open/close/volume data do not correspond exactly with what Oanda weekly and (probably monthly) have.
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot from 2013-08-16 09:32:24.png Size: 60 KB


cross checking the weeks start/end day supports my converted price: not sure where the original weekly price of Oanda comes from


Week start: day
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot from 2013-08-16 09:37:09.png Size: 107 KB


Week end: day
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot from 2013-08-16 09:37:24.png Size: 104 KB



Just in case I or someone else wonders about the discrepancy
Money is important, Love is essential.
  • #33
  • Edited 8:04am Aug 16, 2013 7:54am | Edited 8:04am
I searched through the M1 csv file and this I get

2013.08.04 17:00,1.32754,1.32777,1.32752,1.32766,21 first actual bar with the open price the conversion tool uses for the weekly bar

2013.08.04 19:34,1.32744,1.32747,1.32744,1.32745,6 first bar with the open price of oandas weekly bar

Inserted Code
2013.08.04 17:00,1.32754,1.32777,1.32752,1.32766,21
2013.08.04 17:01,1.32766,1.32766,1.32766,1.32766,4
2013.08.04 17:02,1.32769,1.32770,1.32757,1.32770,8
2013.08.04 17:03,1.32770,1.32772,1.32767,1.32772,25
2013.08.04 17:04,1.32773,1.32780,1.32768,1.32773,36
2013.08.04 17:05,1.32772,1.32773,1.32770,1.32773,87
2013.08.04 17:06,1.32771,1.32776,1.32756,1.32760,21
2013.08.04 17:07,1.32759,1.32764,1.32749,1.32758,33
2013.08.04 17:08,1.32759,1.32764,1.32751,1.32756,30
2013.08.04 17:09,1.32756,1.32761,1.32749,1.32761,11
2013.08.04 17:10,1.32767,1.32788,1.32762,1.32762,16
2013.08.04 17:11,1.32760,1.32771,1.32760,1.32771,5
2013.08.04 17:12,1.32772,1.32774,1.32772,1.32774,2
2013.08.04 17:13,1.32771,1.32772,1.32761,1.32772,11
2013.08.04 17:15,1.32773,1.32791,1.32769,1.32791,8
2013.08.04 17:16,1.32794,1.32794,1.32794,1.32794,1
2013.08.04 17:17,1.32792,1.32793,1.32791,1.32791,4
2013.08.04 17:18,1.32790,1.32790,1.32765,1.32769,27
2013.08.04 17:19,1.32772,1.32772,1.32766,1.32766,5
2013.08.04 17:20,1.32755,1.32767,1.32755,1.32767,8
2013.08.04 17:21,1.32770,1.32774,1.32763,1.32764,14
2013.08.04 17:22,1.32762,1.32792,1.32755,1.32792,46
2013.08.04 17:23,1.32793,1.32836,1.32792,1.32836,65
2013.08.04 17:24,1.32840,1.32845,1.32800,1.32800,55
2013.08.04 17:25,1.32798,1.32835,1.32798,1.32835,41
2013.08.04 17:26,1.32835,1.32848,1.32835,1.32848,8
2013.08.04 17:27,1.32847,1.32848,1.32843,1.32844,9
2013.08.04 17:28,1.32842,1.32842,1.32828,1.32832,7
2013.08.04 17:29,1.32829,1.32829,1.32829,1.32829,1
2013.08.04 17:30,1.32831,1.32831,1.32774,1.32798,28
2013.08.04 17:31,1.32798,1.32803,1.32791,1.32797,15
2013.08.04 17:32,1.32796,1.32798,1.32796,1.32798,3
2013.08.04 17:33,1.32799,1.32799,1.32793,1.32799,13
2013.08.04 17:34,1.32798,1.32798,1.32798,1.32798,1
2013.08.04 17:36,1.32795,1.32795,1.32791,1.32791,6
2013.08.04 17:37,1.32794,1.32795,1.32790,1.32795,8
2013.08.04 17:38,1.32793,1.32802,1.32790,1.32802,15
2013.08.04 17:39,1.32801,1.32801,1.32801,1.32801,1
2013.08.04 17:40,1.32801,1.32801,1.32791,1.32791,7
2013.08.04 17:41,1.32792,1.32793,1.32779,1.32790,25
2013.08.04 17:42,1.32790,1.32795,1.32789,1.32795,4
2013.08.04 17:43,1.32793,1.32793,1.32788,1.32790,9
2013.08.04 17:44,1.32789,1.32790,1.32789,1.32789,6
2013.08.04 17:45,1.32791,1.32795,1.32788,1.32791,27
2013.08.04 17:46,1.32788,1.32796,1.32788,1.32794,12
2013.08.04 17:47,1.32790,1.32792,1.32790,1.32792,4
2013.08.04 17:48,1.32792,1.32792,1.32792,1.32792,1
2013.08.04 17:49,1.32791,1.32793,1.32789,1.32791,6
2013.08.04 17:50,1.32783,1.32783,1.32720,1.32757,47
2013.08.04 17:51,1.32758,1.32770,1.32740,1.32768,22
2013.08.04 17:52,1.32775,1.32798,1.32764,1.32798,54
2013.08.04 17:53,1.32797,1.32805,1.32796,1.32802,10
2013.08.04 17:54,1.32802,1.32848,1.32797,1.32827,35
2013.08.04 17:55,1.32829,1.32831,1.32812,1.32826,14
2013.08.04 17:56,1.32827,1.32828,1.32823,1.32828,13
2013.08.04 17:57,1.32829,1.32831,1.32828,1.32829,7
2013.08.04 17:58,1.32829,1.32829,1.32826,1.32828,17
2013.08.04 17:59,1.32824,1.32826,1.32765,1.32785,27
2013.08.04 18:00,1.32786,1.32794,1.32780,1.32780,94
2013.08.04 18:01,1.32779,1.32804,1.32756,1.32779,101
2013.08.04 18:02,1.32780,1.32817,1.32748,1.32814,125
2013.08.04 18:03,1.32814,1.32820,1.32787,1.32795,80
2013.08.04 18:04,1.32794,1.32812,1.32784,1.32786,111
2013.08.04 18:05,1.32787,1.32787,1.32774,1.32780,58
2013.08.04 18:06,1.32778,1.32797,1.32770,1.32797,41
2013.08.04 18:07,1.32796,1.32798,1.32795,1.32798,10
2013.08.04 18:08,1.32796,1.32797,1.32789,1.32789,42
2013.08.04 18:09,1.32790,1.32798,1.32789,1.32796,24
2013.08.04 18:10,1.32796,1.32797,1.32792,1.32797,29
2013.08.04 18:11,1.32797,1.32797,1.32788,1.32789,25
2013.08.04 18:12,1.32789,1.32789,1.32782,1.32784,42
2013.08.04 18:13,1.32786,1.32789,1.32765,1.32785,50
2013.08.04 18:14,1.32786,1.32788,1.32779,1.32787,23
2013.08.04 18:15,1.32788,1.32793,1.32788,1.32793,9
2013.08.04 18:16,1.32794,1.32795,1.32791,1.32793,15
2013.08.04 18:17,1.32792,1.32793,1.32791,1.32793,16
2013.08.04 18:18,1.32793,1.32795,1.32792,1.32793,15
2013.08.04 18:19,1.32793,1.32793,1.32786,1.32791,22
2013.08.04 18:20,1.32792,1.32792,1.32785,1.32787,8
2013.08.04 18:21,1.32787,1.32787,1.32785,1.32786,6
2013.08.04 18:22,1.32785,1.32796,1.32785,1.32794,25
2013.08.04 18:23,1.32795,1.32797,1.32795,1.32796,12
2013.08.04 18:24,1.32795,1.32799,1.32795,1.32799,13
2013.08.04 18:25,1.32798,1.32808,1.32797,1.32807,39
2013.08.04 18:26,1.32805,1.32810,1.32805,1.32808,14
2013.08.04 18:27,1.32809,1.32810,1.32807,1.32807,9
2013.08.04 18:28,1.32807,1.32810,1.32802,1.32803,29
2013.08.04 18:29,1.32802,1.32804,1.32802,1.32802,7
2013.08.04 18:30,1.32804,1.32816,1.32802,1.32816,29
2013.08.04 18:31,1.32816,1.32820,1.32815,1.32818,13
2013.08.04 18:32,1.32819,1.32820,1.32815,1.32817,32
2013.08.04 18:33,1.32816,1.32831,1.32814,1.32823,86
2013.08.04 18:34,1.32822,1.32824,1.32822,1.32822,14
2013.08.04 18:35,1.32822,1.32822,1.32813,1.32813,37
2013.08.04 18:36,1.32814,1.32835,1.32813,1.32833,47
2013.08.04 18:37,1.32832,1.32837,1.32807,1.32807,92
2013.08.04 18:38,1.32809,1.32817,1.32793,1.32794,44
2013.08.04 18:39,1.32796,1.32803,1.32794,1.32802,36
2013.08.04 18:40,1.32803,1.32805,1.32802,1.32802,7
2013.08.04 18:41,1.32803,1.32805,1.32802,1.32805,11
2013.08.04 18:42,1.32804,1.32805,1.32793,1.32793,22
2013.08.04 18:43,1.32795,1.32795,1.32788,1.32790,9
2013.08.04 18:44,1.32789,1.32796,1.32789,1.32795,18
2013.08.04 18:45,1.32795,1.32797,1.32795,1.32797,2
2013.08.04 18:46,1.32798,1.32798,1.32796,1.32797,3
2013.08.04 18:47,1.32797,1.32798,1.32795,1.32796,8
2013.08.04 18:48,1.32797,1.32797,1.32795,1.32795,6
2013.08.04 18:49,1.32796,1.32796,1.32785,1.32787,15
2013.08.04 18:50,1.32790,1.32790,1.32781,1.32784,25
2013.08.04 18:51,1.32784,1.32785,1.32784,1.32784,3
2013.08.04 18:52,1.32786,1.32788,1.32784,1.32788,12
2013.08.04 18:53,1.32787,1.32788,1.32785,1.32785,10
2013.08.04 18:54,1.32786,1.32791,1.32775,1.32778,27
2013.08.04 18:55,1.32777,1.32784,1.32775,1.32784,17
2013.08.04 18:56,1.32784,1.32784,1.32777,1.32777,8
2013.08.04 18:57,1.32777,1.32779,1.32776,1.32778,7
2013.08.04 18:58,1.32776,1.32776,1.32775,1.32776,5
2013.08.04 18:59,1.32777,1.32778,1.32770,1.32778,20
2013.08.04 19:00,1.32776,1.32777,1.32767,1.32767,22
2013.08.04 19:01,1.32768,1.32768,1.32756,1.32756,15
2013.08.04 19:02,1.32756,1.32756,1.32744,1.32748,31
2013.08.04 19:03,1.32746,1.32746,1.32746,1.32746,2
2013.08.04 19:04,1.32745,1.32750,1.32745,1.32748,20
2013.08.04 19:05,1.32748,1.32749,1.32745,1.32746,19
2013.08.04 19:06,1.32746,1.32753,1.32745,1.32752,19
2013.08.04 19:07,1.32754,1.32756,1.32753,1.32754,10
2013.08.04 19:08,1.32754,1.32754,1.32751,1.32752,9
2013.08.04 19:09,1.32753,1.32753,1.32752,1.32752,5
2013.08.04 19:10,1.32751,1.32754,1.32751,1.32754,5
2013.08.04 19:11,1.32752,1.32755,1.32751,1.32754,18
2013.08.04 19:12,1.32752,1.32754,1.32746,1.32753,36
2013.08.04 19:13,1.32753,1.32754,1.32753,1.32753,3
2013.08.04 19:14,1.32754,1.32754,1.32754,1.32754,1
2013.08.04 19:15,1.32756,1.32760,1.32756,1.32760,9
2013.08.04 19:16,1.32759,1.32761,1.32757,1.32757,12
2013.08.04 19:17,1.32756,1.32759,1.32756,1.32756,10
2013.08.04 19:18,1.32754,1.32755,1.32752,1.32755,14
2013.08.04 19:19,1.32756,1.32756,1.32755,1.32755,2
2013.08.04 19:20,1.32756,1.32759,1.32755,1.32756,18
2013.08.04 19:21,1.32754,1.32756,1.32754,1.32756,4
2013.08.04 19:22,1.32755,1.32756,1.32755,1.32755,3
2013.08.04 19:23,1.32754,1.32755,1.32749,1.32755,13
2013.08.04 19:24,1.32755,1.32756,1.32746,1.32747,14
2013.08.04 19:25,1.32747,1.32747,1.32747,1.32747,1
2013.08.04 19:26,1.32747,1.32747,1.32736,1.32736,16
2013.08.04 19:27,1.32734,1.32736,1.32732,1.32735,17
2013.08.04 19:28,1.32734,1.32739,1.32734,1.32738,11
2013.08.04 19:29,1.32738,1.32739,1.32735,1.32737,15
2013.08.04 19:30,1.32736,1.32736,1.32732,1.32732,6
2013.08.04 19:31,1.32734,1.32735,1.32734,1.32734,5
2013.08.04 19:32,1.32735,1.32738,1.32735,1.32736,5
2013.08.04 19:33,1.32738,1.32747,1.32738,1.32745,14
2013.08.04 19:34,1.32744,1.32747,1.32744,1.32745,6    first bar with the open price of oandas weekly bar
2013.08.04 19:35,1.32747,1.32755,1.32746,1.32754,8
Money is important, Love is essential.
  • #34
  • Aug 16, 2013 9:20am Aug 16, 2013 9:20am
UPDATE: 20130816
- removed TimeHourShift completely
- added Zero Price value filter
- added support for all MT4 Periods (TimeFrame Interval TFI W1, MN1 also supported)
- First and Last Result bars are not written anymore: as they could have only partial data if the source start/end in the middle of e.g. month


not much tested yet
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  • #35
  • Oct 7, 2013 6:02pm Oct 7, 2013 6:02pm
UPDATE: 20131007
- Upload file: sGenerateHistoryFiles_ATI_20131003_ OBF.zip
- Helpfile small correction (added missing info about hst. file generation for Period W1, MN1
- Fixed ERROR: if one used in the sourcefile for example 50 files at once (1 got after the 30. processed file an Error: too many files open)
- added Dukascopy JForex-Default IN.CSV.Header.Format for easy copy
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  • #36
  • Last Post: Dec 8, 2013 11:01am Dec 8, 2013 11:01am
20131208
I will not anymore update/support this tool: reason: Going Platform independent! Going pyhon!
I stopped following this thread.
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