{"action":"closed","issue":{"url":"https://api.github.com/repos/FX31337/FX-BT-Scripts/issues/70","repository_url":"https://api.github.com/repos/FX31337/FX-BT-Scripts","labels_url":"https://api.github.com/repos/FX31337/FX-BT-Scripts/issues/70/labels{/name}","comments_url":"https://api.github.com/repos/FX31337/FX-BT-Scripts/issues/70/comments","events_url":"https://api.github.com/repos/FX31337/FX-BT-Scripts/issues/70/events","html_url":"https://github.com/FX31337/FX-BT-Scripts/issues/70","id":163580330,"number":70,"title":"convert_csv_to_mt: unmatched data error (volume limit exceeded)","user":{"login":"kenorb","id":266306,"avatar_url":"https://avatars.githubusercontent.com/u/266306?v=3","gravatar_id":"","url":"https://api.github.com/users/kenorb","html_url":"https://github.com/kenorb","followers_url":"https://api.github.com/users/kenorb/followers","following_url":"https://api.github.com/users/kenorb/following{/other_user}","gists_url":"https://api.github.com/users/kenorb/gists{/gist_id}","starred_url":"https://api.github.com/users/kenorb/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/kenorb/subscriptions","organizations_url":"https://api.github.com/users/kenorb/orgs","repos_url":"https://api.github.com/users/kenorb/repos","events_url":"https://api.github.com/users/kenorb/events{/privacy}","received_events_url":"https://api.github.com/users/kenorb/received_events","type":"User","site_admin":false},"labels":[{"url":"https://api.github.com/repos/FX31337/FX-BT-Scripts/labels/bug","name":"bug","color":"fc2929"}],"state":"closed","locked":false,"assignee":null,"assignees":[],"milestone":null,"comments":1,"created_at":"2016-07-03T21:18:43Z","updated_at":"2016-08-03T20:47:19Z","closed_at":"2016-08-03T20:47:19Z","body":"When backtesting using higher timeframes, the following errors appear in the terminal log files:\r\n\r\n```\r\nTestGenerator: unmatched data error (volume limit 584 at 2014.01.02 23:00 exceeded)\r\nTestGenerator: unmatched data error (volume limit 852 at 2014.01.02 23:30 exceeded)\r\nTestGenerator: unmatched data error (volume limit 426 at 2014.01.02 23:45 exceeded)\r\nTestGenerator: unmatched data error (volume limit 822 at 2014.01.03 00:00 exceeded)\r\nTestGenerator: unmatched data error (volume limit 933 at 2014.01.03 00:15 exceeded)\r\nTestGenerator: unmatched data error (volume limit 884 at 2014.01.03 00:30 exceeded)\r\n```\r\n\r\nCI fails: [#142088830](https://travis-ci.org/EA31337/FX-MT-VM/jobs/142088830#L2836), [#142088831](https://travis-ci.org/EA31337/FX-MT-VM/jobs/142088831#L2917), [#142088832](https://travis-ci.org/EA31337/FX-MT-VM/jobs/142088832#L2903)\r\n\r\n> It's the same as all 'unmatched data errors', only in this case the volume is unmatched (usually O/C/H/L are unmatched). It means the tester is using data from a lower timeframe to test the EA on a larger timeframe, but the volume in the larger timeframe is not the sum of volumes of the lower timeframes... Hence - unmatched data error - this is literally the problem.\r\n\r\n> To solve this problem, build all larger timeframes from M1 data using the standard period_converter script. Please search for more info (this error and it's solution have been discussed many times).\r\n\r\n> Source: [forum.mql4.com/32463](https://forum.mql4.com/32463)\r\n\r\nTesting:\r\n\r\n1. Clone repo.\r\n1. Clone/download some [CSV files](https://github.com/FX31337/FX-BT-Data-EURUSD-DS/tree/EURUSD-2015).\r\n1. Run: `./convert_csv_to_mt.py -v -i all.csv -s EURUSD -p 20 -S default -t M1,M5,M15,M30,H1,H4,D1,W1,MN -f fxt4`\r\n1. Copy HST files into platform dir at: history/default/\r\n1. Copy FXT files into platform dir at: tester/history/\r\n1. Run the test using M15 or M30 period, e.g.\r\n\r\n        ./_VM/scripts/run_backtest.sh -v -t -e TestSpread -D5 -m1 -s0 -P M15\r\n\r\nTo read FXT format, use: `convert_mt_to_csv.py` instead.\r\n\r\nEst. 4-8h\r\n\r\n<bountysource-plugin>\r\n---\r\nWant to back this issue? **[Post a bounty on it!](https://www.bountysource.com/issues/35714519-convert_csv_to_mt-unmatched-data-error-volume-limit-exceeded?utm_campaign=plugin&utm_content=tracker%2F20487492&utm_medium=issues&utm_source=github)** We accept bounties via [Bountysource](https://www.bountysource.com/?utm_campaign=plugin&utm_content=tracker%2F20487492&utm_medium=issues&utm_source=github).\r\n</bountysource-plugin>"}}
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