Create and Test Forex Strategies
You are not logged in. Please login or register.
Forex Software → Historical Forex Data → AUDNZD M15 Data Gaps
I downloaded the AUDNZD M15 data from "Historical Forex Data" to a spreadsheet to examine the data. I found 19 gaps in the data. I have attached a file of those gaps. It was my impression from some of the courses by Petko Aleksandrov that the Historical Forex Data was the most reliable data and was without gaps. Now I have found gaps. It makes me wonder if the Historical Forex Data can be relied upon.
It is normal to have gaps around New Year or Christmas Eve.
Gaps also happen on other bank holidays.
Another reason can be upgrades or interruptions of the broker or the liquidity provider's infrastructure.
> The Historical Forex Data was the most reliable and was without gaps.
This is correct. We use data directly from DukasCopy because they are the best we can access.
We provide the data as it is from the broker.
> It makes me wonder if the Historical Forex Data can be relied upon.
The Premium Data feed serves to ease the work with the provided software.
For best results, use data from your broker.
I notice when I compare the Historical Data with my broker I find my broker does not have these gaps. If gaps occur around holiday times why does my broker not have gaps as well?
Your broker may have a different liquidity provider.
If you have access to better data, use it.
The Premium Data are for demonstration purposes or as a replacement if the broker does not provide enough historical data for the backtest.
Popov,
Thanks for clearing this up for me!
You can review the data statistics in the "Statistics" tab.
Forex Software → Historical Forex Data → AUDNZD M15 Data Gaps
Powered by PunBB, supported by Informer Technologies, Inc.