It really has nothing to do with the QUALITY of the data as long as it is gapless, that is absolutely fine. It is the problem that the data-feed of my broker, simply has been different than the one from Dukascopy.
Let me tell you a short story about that:
I was with Interbank FX when I started trading 2 years ago. I had a solid strategy that worked fine. Then I´ve switched to Activtrades (lower spreads) and out of sudden, altough the spreads have been better, my strategy started to generate losses.
What I´ve done then, is put aside the strategy on BOTH brokers and it came out that it was still generating profits on Interbank FX, but losses on Activtrades. Problem being, both brokers had good data-streams, but they simply were a bit different in there characteristics and while it was just a small difference, it was already enough to render my strategy usesless on Activtrades.
You see this a lot of times in the forum here, people post strategies, optimized for the data-stream of one broker and other people do load those strategies and wonder why they are "total crap" with their data.
This hasn´t to do anything with the quality of the data, but rather with that each brokers has different characteristic in their streams. You will notice that when comparing data-streams side by side, it´s just pips of difference, but that can break a strategy.
That being said, I´ve learned a long time ago that reliable backtesting, at least if you want to live-trade, has nothing to do with quality data, but with using data FROM THE BROKER YOU ARE GOING TO TRADE AT LIVE LATER ON! That is the most important aspect.
That being said, I have collected gapless realtime-data from my new broker Activtrades the last months and was able to develop a new strategy. And while this strategy works fine LIVE on Activtrades, it generates losses on Interbank FX.
So did you actually trade your strategy LIVE yet or did you just do backtesting on high quality data? I fear it will fail for you as well when traded live, except if you actually trade LIVE with Dukascopy, where you obtained the data from.
Remember, Forex is not like indexes that have the same price on each stock exchange. Each broker makes their own quotes, and while they are often close to other brokers, the differences still can make a strategy work perfectly on one broker and absolutely bad on another broker.
So lesson learned: collect the data from the broker you will be TRADING ON LIVE later on, and use only that data for testing strategies that you want to trade live there.