Accuracy of history data
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I wrote an EA and optimized its params on one month's data. My EA works on M5, and I always use the "every tick" modeling. Then I let it run on history from Jan 2000 to present day. It gave me very good results, but I had some serious concerns.. .... The result of running on each individual year was giving me about the same report except for year 2007. For e.g. each year the profit was about the same no. of pips, total no of trades placed not too different, the percentage trades won almost same, maximal drawdown quite close each year etc. etc. But for year 2007, all these figures deviated from what they were coming consistently for past 7 years testing!! The "modelling quality" for each year was 90%.
Does anyone know if there's some specific inconsistencies in history data for years before 2007? Although the tester did download M1 data for all the years. Is it possible that the data for 2007 is finer and more detailed( and hence resembling real ticks more closely), which made my EA to perform not as good as last few years.
Cheers,
MD.