Is tick data unreliable?

Laszlo Kadlok  

Hi all!

I have an EA which trades based on a breakout strategy. When the price reaches a support or resistance level it places a market order. But the trading is only allowed up to a certain distance after the level, to avoid big slippage. So when the price jumps through this range, the trade is skipped.


Yesterday I had a skipped trade, but i decided to investigate the case. I have downloaded tick data from my broker, and checked what happened. I have found that the tick data contains quotes within the tradeable range, beacause the trade is placed during the backtest. But in reality the EA didn't see that quotes and skipped the trade.

Is tick data so unreliable or is there another explanation for it?

By the way, i'm using a VPS and also checked the logs. Didn't see any error message in it.
fxsaber  
Expert Advisors can skip ticks. Use CopyTicks to get skipped ticks.
Laszlo Kadlok  
fxsaber:
Expert Advisors can skip ticks. Use CopyTicks to get skipped ticks.

I didn't know about that. Thank you.

Johannes Katzer  
Maybe your order was too big to get filled.
Reason: