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Historical tester data vs Downloaded historical data
xevious
 Post subject: Historical tester data vs Downloaded historical data Post rating: 0   New post Posted: Thu 04 Oct, 2018, 17:46 
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Joined: Fri 11 Sep, 2015, 15:43
Posts: 8
Location: Italy, Roma
Hello,
I've noticed that some of the historical data downloaded through Historical Data Manager are different from the same data that you can find within JForex Historical tester for past candles.

Example (to check what I'm saying):

Pair: EUR/TRY
Period: Daily bars
Side: ASK
Date: 25, October 2013

The same ASK bar downloaded with Historical Data Manager says: OPEN: 2.73477, HIGH: 2.74825, LOW: 2.73109, CLOSE: 2.74360
The ASK bar in JForex is: OPEN_ 2.73376, HIGH: 2.74767, LOW: 2.73026, CLOSE: 2.73426

How is that possible? Are historical data in JForex different from data that are available for offline download?
This is a crucial question related to reliability of back-testing activities. Hope to see clarifications soon.
Thank you.

Regards,
M


Attachments:
EURTRY_Daily_Ask_2013.10.01_2013.11.30.csv [3.61 KiB]
Downloaded 188 times
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API Support
The Best Answer  Post subject: Re: Historical tester data vs Downloaded historical data Post rating: 0   New post Posted: Thu 01 Nov, 2018, 10:08 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Data is identical. Consider what HT testing on real data will happen only if you choose TICKS tester period, in another case will be used interpolated data.
Image


Attachments:
251013askBar.JPG [10.5 KiB]
Downloaded 321 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
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