Discrepancy between Historical data on Live chart and Historical data download from server
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Hello Everyone,
Today I find myself in a quite confusion situation.
I use Axitrader and for a long time I use data given by the broker for analysis and backtesting. I got the data by keep pressing HOME button until chart no longer move. I work with H4 of GU. I can get back to 2003. Let call it 1st-data.
Today, I find out that I use the DOWNLOAD function in Tool/History Center and I can download way more data, back to 1993! let call it 2nd-data
So I run the strategy tester on that 2nd-data. For the same windows, the result is different significantly, in some setting even up side down.
So I start compare the 1st and 2nd data by put them on 2 charts side by side. Even for the very recent period, say from late 2013-02/2014, the 2 data are not the same.
Some problems I see are:
- information on O/H/L/C of many candle is not the same.
- H1 bar missing many time in 2nd (not very sure if H1 bar missing in 1st data or not). what i did is that I measure the number of bar between 2 points in time, and 2nd data has few bars than 1st data. many case fall in the end of week bar.
- H1 bar shift by 1 hour some time.
I think that the difference in H1 make H4 change significantly since it affect the most the opening and ending day H4 bar.
My question is that, when our EA trade real, what kind of the 2 data above matter. In other words, what will be feeded to our EA. It also help to answer my concern, should we use 1st data method or 2nd data method to get data for testing OR which one is better/closer-to-reality for testing.
Also related to that issue, what make such things happen since they are both provided by the same broker. Something like change 1 hour for a bar of the same broker, I cannot understand.
Thank you so much for your help.
SCFX