Darwinex historical data invalid

I just wasted 2 weeks effort on invalid historical data. As a robustness test I created a few MT5 accounts at various brokers to backtest the same EA on slightly different data sets. Well, "slightly" different, except for Darwinex which is wildly different! After getting very odd results in my backtests I took a closer look:

Note the spikes at every whole hour. They seem to lookahead and spike to a price level that the actual chart will reach later that hour. Needless to say, my EA perfectly discovered this "edge" to predict the future and showed unrealistic profits.

Compare for example with Dukascopy:


Same chart, but no spikes.

I know many people use Dukascopy data. I would like some additional alternative data sources. I took a look at ICMarkets and Pepperstone and they both look okish. Some gaps in their tick data, but M5 or higher should be fine for most backtests.

Can you recommend additional (free or affortable) data sources of reasonable quality?

Hi, yoriz

I use TradingView.
this Python library allows to download ~ 5000 bars for free https://github.com/rongardF/tvdatafeed. With account and paid plan 10k+
You just need to know ticker name for specific exchange





ps. good site if some one needs, up to 200k bars, Dukascopy data https://forexsb.com/historical-forex-data

W0lfram,
im doing a research about candle range
There is a possible that tradingview knows how to handle daily candles that open base gmt 0?
not changing the clock, change the visual candle by time.

I'm not sure if I understood correctly: you want to leave your TimeZone as it is, but to have a custom daily candle?
TV uses Exchange data to draw daily candles
You can play around with this script, set only one session and adjust time in settings


Sorry, off-topic

I feel I must somewhat defend Darwinex after my last post. The M5 chart looks "interesting", but when I tried to download the raw ticks (via a simple script from the MT5 platform itself) I was pleasantly surprised! They enable me to download individual ticks all the way back to 2011-12-19!! Compare that with, for example, ICMarkets that only enables me to download ticks up to 64 weeks back.

Moreover, if I look at the ticks at the date of the chart from post #1, there are no spikes and the density and time granularity of the ticks is good quality. Looks like the conversion from ticks to bars somehow was wrong on either Darwinex' end of in the MT5 platform.

This whole endeavor made me wonder what ticks brokers are actually offering. If I can find the time, I intend to download ticks from more brokers and compare them. Is there a lag between them, how different is Top of Book between these brokers, do other occasionally spike, how does spread recover after the midnight widening, etc. etc.?

For comparison I downloaded the EURUSD tick data of 2024-09-19 from Darwinex, Dukascopy and ICMarkets. Plotting the mid-prices of all ticks during the hour 08:00:00 to 08:59:59 gives:


Zooming in on one and a half minute 08:29:30 to 08:30:59 gives:

Interesting to see there are definitely differences between each broker! Look at the differences at the 1800th second!