Backtest and timeseries behaviour change in new release 3621? - page 4

 

Staring at it a bit those spikes seems to represent the price range for the next day. As if the Daily timeframe is mixed in with the Hourly.

I must add that my EA uses multiple timeframes for the RSI, including Daily and Hourly. Could it be that this somehow messed up my data?

Perhaps I should just uninstall, wipe everything and do a fresh install and download of tick data.

 
ewertg #:

Hi guys,

Apologies for reviving this. Overriding the broker times in backtesting did not fix the issue for me and does not seem to be related.

I've attached a screenshot of what my chart looks like - not sure why I didn't notice this before. This is an hourly chart for #USNDAQ100.
Note the big spikes at midnight. I can actually tell where each day starts just by looking at the spikes


Additional notes that might help:

- This is how it shows for all of history

- Other platforms like TradingView does not have these spikes so it must be something on my side

- I did not mess with any settings or files. This happened after MT5 was updated to build 3621 last week (Still the same after build 3640)

- When I run a backtest the spikes are also there and processed like actual data. Same for indicators or anything that uses OHLC.

- The spikes shows in any timeframe I change to, not just hourly

- I installed a new copy of MT5 from FXPro and downloaded the tick data (real ticks) and it was the same. Didn't uninstall this copy but the new install has its own folder with tick data etc.


Any help would be much appreciated.

cc: @Alain Verleyen@winGou-@WCS_Nell 

This has nothing to do with any build or the platform. The data are provided by the broker. Some brokers are dealing desk brokers providing "weird" data. Find a broker that matches your needs.
 
Alain Verleyen #:
This has nothing to do with any build or the platform. The data are provided by the broker. Some brokers are dealing desk brokers providing "weird" data. Find a broker that matches your needs.

Yip might be time to try a different broker

Reason: