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Data Cloning Bug - SQ Build 129

Hello,

I use Dukascopy for forex data which is a good quality. When I clone the data to UTC+3 time zone, which is the time zone of my broker, the Gaps % of data increases from 0.22% to 6.6%. This reduces the data quality significantly. It looks like a bug in data cloning.

Regards
Hosam

Attachments

EURUSD_fb UTC3.png

(487.58 KiB)

EURUSD.png

(592.91 KiB)

Votes +2
Project StrategyQuant X
Type Bug
Status Refused
Priority Low

History

Sam

31.10.2020 13:55

Task created

Sam

31.10.2020 13:55

Voted for this task.

hankeys

31.10.2020 18:18

i dont think so...because original Dukascopy data are UTC0 so the have Sunday candle, but UTC3 will not - sunday is missing and because of that, gaps are larger

Sam

01.11.2020 09:20

Thanks hankeys ... but there shouldn't be any missing candles because when Sydney starts beginning of the week at 10pm UTC0 (Sunday), it's 1am UTC+3 (Monday) so Sunday candles of UTC0 are still captured by UTC+3.

hankeys

01.11.2020 10:33

i understand that the sunday candles dont dismiss, but they will be cloned to monday candles

in UTC0 you dont have saturday candles - gap, in UTC3 you dont have saturday and sunday candle - bigger gap - this is it, nothing more

Petr Šomek

04.01.2021 12:19

Status changed from New to Refused

Votes: +2