We have collected a large amount of multifrequency data for the objects in
the Metsahovi Radio Observatory BL Lacertae sample and computed their spectral
energy distributions (SED). This is the first time the SEDs of BL Lacs have
been studied with a sample of over 300 objects. The synchrotron components of
the SEDs were fitted with a parabolic function to determine the synchrotron
peak frequency. We checked the dependence between luminosities at several
frequency bands and synchrotron peak frequency to test the blazar sequence
scenario, which states that the source luminosity depends on the location of
the synchrotron peak. We also calculated broad band spectral indices and
plotted them against each other and the peak frequency. The range of peak
frequencies in our study was considerably extended compared to previous
studies. There were 22 objects for which log\nu_{peak}>19. The data shows that
at 5 GHz, 37 GHz and 5500 A there is negative correlation between luminosity
and nu_{peak}. There is no significant correlation between source luminosity at
synchrotron peak and peak frequency. Several low radio luminosity-low energy
peaked BL Lacs were found. The negative correlation between broad band spectral
indices and nu_{peak} is also significant, although there is substantial
scatter. Therefore we find that neither alpha_{rx} nor alpha_{ro} can be used
to determine the synchrotron peak of BL Lacs. On the grounds of our results we
conclude that the blazar sequence scenario is not valid. In all our results the
BL Lac population is continuous with no hint of the bimodality of the first BL
Lac samples.Comment: 10 + 27 pages, 13 figures, accepted to A&