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Why there is gaps between historical data?

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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:



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
Lin Xie  

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.


Robert Czibor
Robert Czibor  


maybe this applicable:



Forex Tick Data | Birt's EA review
The tick data section of is a detailed guide that will lead you through the whole process of tick data backtesting, starting from where to acquire free historical Forex tick data, how to download it and how to use it in backtesting Metatrader 4 expert advisors to obtain a 99% modeling quality. If you’re not sure what backtesting...
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