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Why there is gaps between historical data?

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moosa
7
moosa 2011.09.09 21:03 

I am trying to optimize my EA and I am getting some error (I am not sure you can call it error), I have a small take profit but sometime i get really huge profit.

After looking at the detail i found out that sometimes there is gap in historical data and also sometimes the price jumps suddenly, I dont understand this behavior, can any one explain it to me why this is happening.

Thank you

 for example for GBPUSD:

<DATE><BALANCE> <EQUITY> <MARGIN LEVEL>

 

2003.04.21 04:17 4605.54 4933.54 3093
2003.04.21 15:46 4605.54 4611.54 0
2003.04.21 15:47 4605.54 4605.54 0
2003.04.29 16:13 10878.16 4002.5 0
2003.05.01 16:15 10878.16 10785.16 2921

 

2003.10.17 21:55 19327.7 19292.7 11355
2003.10.17 22:28 19327.7 19327.7 0
2003.10.23 15:58 20364.78 19077.8 0
2003.10.24 00:33 20364.78 21877.3 11547
Lin Xie
98
Lin Xie 2011.10.03 18:30  

Where did you get the historical data? Are they from Tools->History Center? If the answer is yes, then the data come from MetaQuotes Software Corp, and there ARE lots of gaps (large or small) in the data. I don't know if they make it that way on purpose or whatever.

I am searching for free (or at a low cost) fx historical data for backtesting. I would appreciate it very much if someone could suggest some? Thanks.

Linx 

Robert Czibor
11
Robert Czibor 2011.10.04 00:52  

Hello,

maybe this applicable: http://eareview.net/tick-data

 

Regards 

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