Continuing difficulty with Historical Data

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Hello all,

I'm relatively new to MT4 but was a long time user of strategy trader for you FXCM clients out there. Anyway I'm having an issue with my historical data that I just can't seem to shake.

When i try to back test, it says something like this:

2012.07.11 19:43:19 TestGenerator: unmatched data error (low value 0.80724 at 2012.06.29 19:41 and price 0.80720 mismatched)

And when I examined the data I'm missing everything between January '12 to June '12.


I've looked up various references to this issue, bringing me to sites like http://eareview.net/tick-data and http://www.jeremywhittaker.com/2010/12/28/setting-up-metatrader-for-better-backtesting-quality/

From there I was able to d/l the dataset for EURGBP for example and import according to the steps provided, and now in the history center it has all of the correct dates but that data gap is still present on the chart. Keep in mind i did follow all of the steps twice (on 2 different computers to rule out a problem with my work computer) so i have the max bars set at 99999999 and what not.

Also if i try to pull the chart to the right before June'12 it will skip back to late June '12 instead of backward into May and further into the past.

Has anyone dealt with this problem before?

On a side note, does anyone have any idea how to modify this EA to trade in 10k lots? 

//+------------------------------------------------------------------+
//|                                                   Robot Danu.mq4 |
//|                      danusaputra © 2012, Ultimate Explorer Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "danusaputra © 2012, Ultimate Explorer Corp."
#property link      "http://www.metaquotes.net"

#define MAGICMA  20050610

extern double Lots               = 0.5;
extern double MaximumRisk        = 0.02;
extern double DecreaseFactor     = 3;
extern double Period1            = 28;
extern double Period2            = 56;
extern double Period3            = 112;
extern string Dev_Step_1         ="3,9";
extern string Dev_Step_2         ="24,15";
extern string Dev_Step_3         ="63,36";
extern int Symbol_1_Kod          =140;
extern int Symbol_2_Kod          =141;
extern int Symbol_3_Kod          =142;

//+------------------------------------------------------------------+
//| Calculate open positions                                         |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
  {
   int buys=0,sells=0;
//----
   for(int i=0;i<OrdersTotal();i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
      if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
        {
         if(OrderType()==OP_BUY)  buys++;
         if(OrderType()==OP_SELL) sells++;
        }
     }
//---- return orders volume
   if(buys>0) return(buys);
   else       return(-sells);
  }
//+------------------------------------------------------------------+
//| Calculate optimal lot size                                       |
//+------------------------------------------------------------------+
double LotsOptimized()
  {
   double lot=Lots;
   int    orders=HistoryTotal();     // history orders total
   int    losses=0;                  // number of losses orders without a break
//---- select lot size
   lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
//---- calcuulate number of losses orders without a break
   if(DecreaseFactor>0)
     {
      for(int i=orders-1;i>=0;i--)
        {
         if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
         if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
         //----
         if(OrderProfit()>0) break;
         if(OrderProfit()<0) losses++;
        }
      if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
     }
//---- return lot size
   if(lot<10) lot=10;
   return(lot);
  }
//+------------------------------------------------------------------+
//| Check for open order conditions                                  |
//+------------------------------------------------------------------+
void CheckForOpen()
  {
   double ZZ_1, ZZ_2;
   int    res,res1,res2,res3,res4;

//---- go trading only for first tiks of new bar
   if(Volume[0]>1) return;

//---- get 3 Level ZZ Semafor
   
   ZZ_1=iCustom(Symbol(),0,"3_Level_ZZ_Semafor",Period1,Period2,Period3,Dev_Step_1,Dev_Step_2,Dev_Step_3,Symbol_1_Kod,Symbol_2_Kod,Symbol_3_Kod,5,3);
   ZZ_2=iCustom(Symbol(),0,"3_Level_ZZ_Semafor",Period1,Period2,Period3,Dev_Step_1,Dev_Step_2,Dev_Step_3,Symbol_1_Kod,Symbol_2_Kod,Symbol_3_Kod,4,3);
   

//---- sell conditions
   
   if(ZZ_1 > ZZ_2 && OP_SELL <= 3)  
     {
      res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"Robot Danu",MAGICMA,0,Red);
      
      return;
     }
     
//---- buy conditions
   if(ZZ_1 < ZZ_2 && OP_BUY <= 3)  
     {
      res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"Robot Danu",MAGICMA,0,Blue);
      
      return;
     }

//----
  }
//+------------------------------------------------------------------+
//| Check for close order conditions                                 |
//+------------------------------------------------------------------+
void CheckForClose()
  {
   double ZZ_1, ZZ_2;
//---- go trading only for first tiks of new bar
   if(Volume[0]>1) return;
//---- get Moving Average 
   ZZ_1=iCustom(Symbol(),0,"3_Level_ZZ_Semafor",Period1,Period2,Period3,Dev_Step_1,Dev_Step_2,Dev_Step_3,Symbol_1_Kod,Symbol_2_Kod,Symbol_3_Kod,5,3);
   ZZ_2=iCustom(Symbol(),0,"3_Level_ZZ_Semafor",Period1,Period2,Period3,Dev_Step_1,Dev_Step_2,Dev_Step_3,Symbol_1_Kod,Symbol_2_Kod,Symbol_3_Kod,4,3);
//----
   for(int i=0;i<OrdersTotal();i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)        break;
      if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
      //---- check order type 
      if(OrderType()==OP_BUY)
        {
         if(ZZ_1 > ZZ_2) OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
         break;
        }
            
      if(OrderType()==OP_SELL)
        {
         if(ZZ_1 < ZZ_2) OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
         break;
        }
        
     }
//----
  }
//+------------------------------------------------------------------+
//| Start function                                                   |
//+------------------------------------------------------------------+
void start()
  {
//---- check for history and trading
   if(Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
   if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
   else                                    CheckForClose();
//----
  }
//+------------------------------------------------------------------+

I tried changing

//---- return lot size

if(lot<10) lot=10;

return(lot);

to lot=.01 to no avail.

Thank you,

Russell

 
http://tinyurl.com/c7c2aly
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