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2007.04.14 01:38:20 Memory handler: cannot allocate 128135876 bytes of memory
2007.04.14 01:35:23 HistoryBase: not enough memory 'EURUSD1' [2911922 bars]14 01:35:23 HistoryBase: not enough memory 'EURUSD1' [2911922 bars]
2007.04.14 01:35:23 Memory handler: cannot allocate 128135832 bytes of memory
2007.04.14 01:33:01 HistoryBase: not enough memory 'EURUSD1' [2911921 bars]
2007.04.14 01:33:01 Memory handler: cannot allocate 128135788 bytes of memory
2007.04.14 01:32:46 HistoryBase: not enough memory 'EURUSD1' [2911920 bars]
2007.04.14 01:32:46 Memory handler: cannot allocate 128135744 bytes of memory
2007.04.14 01:32:44 HistoryBase: not enough memory 'EURUSD1' [2911920 bars]
2007.04.14 01:32:44 Memory handler: cannot allocate 128135744 bytes of memory
window bars 2147483647
build 203
demo account active
M1 on EUR since 1999 takes 128 Mb and the computer does not have enough memory:
Important: Using deep history requires a lot of computer resources. It is desirable to have at least 1-2Gb of RAM and a powerful processor for comfortable work. We strongly recommend that you monitor the "Tools - Settings - Charts - Maximum bars in window" parameter and set it between 65 000 and 128 000 bars. The "Maximum history bars" parameter can be set high, for example 10 million - it will not seriously affect the terminal's performance.
if I put 65,000 bars in the window, test from 1999 and open the chart, will my chart start from 1999 or just 65,000 from the current day?
When visually viewing the eurusd minutes, it is striking that the nature of the chart does not resemble what is observed online. The bars are too homogeneous in scope, the behaviour of the volumes is simply not believable. Frankly speaking, I think that the quotes are simply generated by some older timeframe. If so, what timeframe (that is, starting from which one can actually use them)? If not, what is the reason for such an unusual type of charts?
The market is constantly changing. Do not forget that quotes from 1999-200s were made under completely different trading conditions, when spreads were 2-3 times higher and the Instant Execution mode was not used. With the reduction of spreads and the switch to Instant Execution (trading at prices from Market Watch), the requirements to the quality of quotes became very strict. This led to a narrowing of price chatter and a clear reduction in the number of ticks per time unit.
The quotes are not generated from the upper timeframes. These are real quotes.
The market is constantly changing. Do not forget that quotes from 1999-200s were made under completely different trading conditions, when spreads were 2-3 times bigger and the Instant Execution mode was not used. With the reduction of spreads and the switch to Instant Execution (trading at prices from Market Watch), the requirements to the quality of quotes became very strict. This led to a narrowing of price chatter and a clear reduction in the number of ticks per time unit.
Looking at 1999-2000 I told myself roughly the same thing. But here is a fresh snippet
But after thinking about it I understood that it doesn't refute you (because this and other problematic fragments are simply absent in the history from Alpari - apparently this is the broker's off-hours). So the market may have changed, but not that much. But it seems that the broker's quotation filtering has radically changed. It is clear that with narrowed spreads the absence of additional filtering would be simply suicide for the broker and of course we cannot reproach him for this. But The problem is that the quotes from History Center cannot be used for testing (except for the generation of very large timeframes). In fact, what is the point of testing a strategy in conditions that did not exist long ago?
Looking at 1999-2000, I told myself roughly the same thing. But here is a fresh snippet
However, on reflection, I realized that it does not refute you (because in the story from Alpari this and other problematic fragments are simply absent - apparently this is the broker's off-hours). So the market may have changed, but not that much. But it seems that the broker's quotation filtering has radically changed. It is clear that with narrowed spreads the absence of additional filtering would be simply suicide for the broker and of course one cannot blame him for this. But The problem is that the quotes from History Center cannot be used for testing (except for the generation of very large timeframes). In fact, what is the point of testing a strategy in conditions that did not exist long ago?
All this has been discussed many times. Read posts related to this topic and click "similar" at the bottom right of interesting topics. You'll find plenty of similar discussions. For example: Standard misconceptions in trying to trade in noise