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Historical Data

Historical data converted to number of bars

  • by Asser
  • 9 replies
  • 0 voices
  • active 6 years ago
Viewing 10 posts - 1 through 10 (of 10 total)
  • Asser

    Hi everybody,

    I just created this spreadsheet converting historical data to number of bars.
    Might be useful to some ๐Ÿ˜‰

    \"Historical

  • Petko Aleksandrov Algo Trading Space team

    Hey Asser!

    That is interesting! I did something similar for one of my courses but yours looks better.

    However, there is something important I realized with the time. And it is simple.

    Why should we look for 5 years on H1 and on M15?

    In your table, it is very clear that on M15 we have +160k bars and on H1 we have +40k bars. That is 4 times fewer bars which is logical because 1 hour has 4 x 15 min.

    So is 1 kilo of cotton heavier or 1 kilo of iron? ๐Ÿ™‚

    If EA Studio works great on 40k bars for H1 then you should be using 40k bars for M15 as well.

    What I am saying is that IT IS the number of bars that matters, not the time period.

     

  • Asser

    Hey Petko,

    You’re right!
    It’s the number of bars that matters, but the numbers in my table are based on 100% bars e.g. weekends & holidays included.
    According to my calculations, if I deduct roughly 29% (28.87%) from the number of bars, then I’m left with the actual number of bars delivered by Dukascopy.

    Thank you for your feedback.

  • Petko Aleksandrov Algo Trading Space team

    Hey Asser,

    Looks better. But tell me what is your idea behind it? What is your goal?

  • Asser

    Hey Petko,
    My goal is to quickly convert bars into period of time. When I say quickly, I mean without the need to go into EA Studio and upload data (and then clean up) to see them converted. I’m sure I’m close to making an excel formula that does the job. Not sure if it’ll be useful. Sometimes I waste time on something that turns useful sometimes not. I’m not trying to share rubbish. Just trying to share what I see is probably useful.

  • Petko Aleksandrov Algo Trading Space team

    Hey Asser,

    I get your point, and nothing shared in the Forum is rubbish. As far as it is useful, I accept it. Anyway, I would delete the topic ๐Ÿ™‚

    Why don’t you use the Data Horizon?

    When you go to Data – Datta Horizon, you can set whatever period you wish, and the bars are immediately displayed in the Editor:

  • Asser

    Sure Petko. Delete it by all means. It’s not as useful as I thought.
    Sometime I’d like to delete my stupid post myself but don’t know how or whether it’s allowed lol.
    Thanks.

  • Petko Aleksandrov Algo Trading Space team

    No need to delete the posts, Asser. They are always useful to the new students.

Viewing 10 posts - 1 through 10 (of 10 total)

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