Corrupted data for historical ticks, and "Real tick" x "every tick" modelings in tester

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There are some symbols with lots of corrupted data for historical ticks, which are badly plotted and computed in the tester with "real tick" modeling (many entry points are plotted far outside the market values). For the simpler "every tick" one, the graphics look normal, but I have low confidence on them. Is there any MT5 configuration for just ignoring those corrupted data? What is the better approach for managing such corrupted historical data, please?
 

I read your topic in the Portuguese forum, so I am aware that it is a problem that is much more specific in regards to a particular Brazilian broker, and not a generalised issue.

MT5 already has mechanisms to disregard "bad" tick data when it detects that it does not conform to the OHLC data, but it is not fool-proof. It can't detect and prevent everything that a human would consider invalid.

I see a few possible solutions:

  • You discuss the issue with your broker and see if they are willing to fix it, but I doubt they will do anything about it.
  • Choose to work with a different broker that offers better quality data. However, I have read that Brazilian brokers are notorious for the lack of quality of data, but I have no experience myself. This is purely hearsay, so I cannot confirm this.
  • You create your own mechanism to clean up the data and produce Custom Symbols (bar and tick data) for your testing purposes. This seems the most plausible solution but also requires the most effort.
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