With Metatrader 5, Different speed when collecting historical ticks depending on whether they are old or modern

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Hello everyone,

I notice that when collecting historical trades from a broker with Metatrader 5 Backtesting, the speed of collection is very different if the collection dates are older or more recent:

If the dates are old, the data collection is very fast and if they are more recent, it is very slow.

I would like to know what this difference means and if it implies something in the "quality" of the collected data.

Thanks!

 
adenauer692:

I think this is about lower quality of older data. The most accurate data for ten years ago could start from time frame as big as M15 while for newer data the smallest time frame could be M1 or even tick data.

 
Thanks Yashar for your response.

I have been reflecting on this and have come to these conclusions: Just because the Time Frames of older data are not available does not mean that the data available from "larger time frames" is of no quality.

Precisely, when I ask for very recent data, the Backtesting is filled with a lot of irrelevant information such as brief market stops (in Forex) at 0am every day. As well as other absences from Ticks...

This irrelevant information does not appear in the older data. Just as if those older data had been "cleaned" of that irrelevant information.

So, since older data is not burdened by that irrelevant information, this makes Backtesting run much faster in collecting that data.

Of course, I speak more from sensations than from certainties...
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