hi,
I used the historical datafeed from dukascopy,
(http://www.dukascopy.com/swiss/engli...v_data_export/)
a swiss broker for backtesting. On their homepage they say that they use special algorithims for avoiding market noise and stuff like that.
1st question: Do other brokers do that, too?
My trading systems which are based on High and Low values really worked well WITH THAT DATA. However, I used InterbankFX with MetaTrader because Dukascopy does not use MT and InterbankFX's data feed was totally different. The "wicks" of the candles were way shorter, mostly there was just a candleStickBody! And on Friday nights, Open, Close, High and Low were the same. So with this data my trading system doesn't work at all.
2nd question: Why Is dukascopy's data so different? Is it better? Are these highs and lows in dukascopy's data real, tradeable quotes? And why does Dukascopy still have so good data on friday nights and Interbankfx doesn't?
And now I am looking for some other broker which offers some similar data with long TRADEABLE wicks.
3rd question: Is dukascopy's data just made up? And how can the data of two brokers be so different? Do you know any other broker which uses MT, has low spreads (1-3 pips) and a low minimum deposit?
I know, these are many questions but I hope somebody is gonna help me. I posted this thread here because I think there are some really smart and experience guys around here.
Attached are some different data pieces of EUR/USD 1 min from dukascopy and interbankfx. I know, actually you can't compare them but even if you take the exact same day and minute then it looks like this too.
I used the historical datafeed from dukascopy,
(http://www.dukascopy.com/swiss/engli...v_data_export/)
a swiss broker for backtesting. On their homepage they say that they use special algorithims for avoiding market noise and stuff like that.
1st question: Do other brokers do that, too?
My trading systems which are based on High and Low values really worked well WITH THAT DATA. However, I used InterbankFX with MetaTrader because Dukascopy does not use MT and InterbankFX's data feed was totally different. The "wicks" of the candles were way shorter, mostly there was just a candleStickBody! And on Friday nights, Open, Close, High and Low were the same. So with this data my trading system doesn't work at all.
2nd question: Why Is dukascopy's data so different? Is it better? Are these highs and lows in dukascopy's data real, tradeable quotes? And why does Dukascopy still have so good data on friday nights and Interbankfx doesn't?
And now I am looking for some other broker which offers some similar data with long TRADEABLE wicks.
3rd question: Is dukascopy's data just made up? And how can the data of two brokers be so different? Do you know any other broker which uses MT, has low spreads (1-3 pips) and a low minimum deposit?
I know, these are many questions but I hope somebody is gonna help me. I posted this thread here because I think there are some really smart and experience guys around here.
Attached are some different data pieces of EUR/USD 1 min from dukascopy and interbankfx. I know, actually you can't compare them but even if you take the exact same day and minute then it looks like this too.
Attached Images