v1.3 bar data problem?

[Juhaszb]

Hi,

I have problem after data export.

Dukascopy Historical Data Manager tick csv data
First tick Bid price -> 2013.01.10 13:51:00.110, 1.31778
Last tick Bid price -> 2013.01.10 13:51:59.729, 1.31757

Dukascopy Historical Data Manager 1 minute Bid csv data
2013.01.10 13:51:00, Open:1.31778 Close:1.31757

Tickstory v1.3 Release Candidate

After data export from Tickstory (no filter duplicate ticks and GTM 0) to new MT4 604
1 minute bar data in MT4
2013.01.10 13:51:00, Open:1.31761 Close:1.31757

After data export from Tickstory to csv
20130110,13:51:00, Open:1.31758 Close:1.31757

Dukas tick and Dukas 1 minute Bid chart open and close data OK but I have problem after data export from Tickstory.

Thx.
Juhaszb

[tickstory]

Hi Juhaszb,

Thanks for your problem report. We have investigated the issue and it does appear that there is an issue when generating the open price of a candle in specific circumstances. The issue only affects the MT4 Export and we plan that this will be addressed as part of v1.3.

Regarding the actual prices between Dukascopy export vs the Tickstory one, we are not so sure. We have downloaded the latest copy of the data for the dates you mention at the first and last prices for the minute 13:51 are 1.31758 and 1.31757, respectively. You can browse the raw tick data by using the "Show data" option in Tickstory. Have you exported the Dukascopy data from JForex or from their website?

Thanks.

[Juhaszb]

Hi,

I installed JForex and create demo account and download EURUSD tick data inside JForex with Historical Data Manager EURUSD_Ticks_2012.01.01_2014.02.10.csv
File size: 2 168 375 126
First tick data: 2013.01.10 13:51:00.110,1.31787,1.31778,1.73,2.18
Last tick data: 2013.01.10 13:51:59.729,1.31762,1.31757,1.13,1.13

Is it possible, that Dukas sends different historical data inside the JForex client?

Thanks
Juhaszb

[tickstory]

Hi Juhaszb,

I wouldn't have thought the JForex platform changed the data in any way before it exported it. Are you pointing your Tickstory configuration to the same location where JForex stores its data? Did you cross-check that the raw data in Tickstory corresponds to the open/close prices I mentioned?

Thanks.

[Juhaszb]

Hi,

I checked the open/close price in Tickstory Show data you mentioned, they are the same, however it doesn't match the Dukas' CSV data.
My Tickstory is installed to the Program Files dir, the Dukas' client is located in Documents folder, they have different databases.

I have attached the CSV file generated by Jforex.

Thanks

[tickstory]

Hi Juhaszb,

Could you please do us a favour and:

1) Go to the store directories for both JForex and Dukascopy and find the file in [StoreLocation]\EURUSD\2013\00\10\13h_ticks*.*
Are the file names & file sizes the same? When was the file downloaded?

2) Set the Dukascopy folder to be your 'Store location' in Tickstory (go to File->Settings and specify the JForex store folder). Start up Tickstory and 'View data' for the day you mention. Does the pricing now match the JForex export?

If you find that in Step 2 that the data is now the same as the JForex export, it is possible that Dukascopy have revised their historical data since the time it was originally downloaded.

Hope this helps.

[Juhaszb]

Hi,

I deleted all of my Jforex cached files before reading your post, and re-downloaded them again. After exporting them, there is a perfect match to Tickstory's database.
I installed the Jforex on Sep. 13. 2013., so I think Dukascopy is revising historical data, which casuses me a nightmare in backtesting.
But the thing is, now I'm sure it's not the Tickstory's fault, it works well.

I really appreciate your help.

Thanks again,
Juhaszb

[tickstory]

Interesting, Juhaszb. Thanks for letting us know. It was the case that Dukascopy updated their data format over a year ago - perhaps there were some other changes in the process.

Regards.