I'm working on writing an indicator that looks at the closing price in many of the major pairs and then multiples them together and stuff.
The problem is that in a certain place in each time frame, the results in the indicator change drastically. There's nothing in my program that changes at this point so I assume it's something to do with the source of the price history data.
Here's the M15 chart, as you can see it's amplitude is much smaller after Feb 2nd, although if you zoom in that area is just as jagged.
Since I don't really know what to expect from the algorithm of the indicator, other then that it should oscillate back and forth around 1, I couldn't tell you which area is correct or if either is. But for sure both areas can't be modeling correctly.
Also it doesn't happen in the M1 chart.
In the M5, M15, M30, H1 chart it happens at Feb 2nd.
In the H4 chart it happens at 11/1/2013
In the D1 chart it happens at 11/1/2009
And this is after I deleted all the downloaded data from the History Center, so I assume all the price data is from the broker?
If anyone has any ideas of what could be fundamentally different about the closing price data before and after those spots in my charts I would appreciate it greatly.
I put a GetLastError() check in the main loop but there's no errors being generated. I opened all the charts to various timeframes but it didn't change anything. Since I've run the indicator many times it should have downloaded all the data the first time anyway.
I also tried changing the indicator line to simply show the closing price of each symbol, one at a time, to make sure they look the same as their charts, like this:
They all look normal, nothing weird happens around Feb 2nd.
Let me ask you about this, in the History Center all the forex symbols are listed under the forex tab, except EURUSD. Then there's a forex5 tab that only has EURUSD in it. Could that be related? Could the broker be formatting the EURUSD differently for some reason?
history center screenshot
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