Please can you verify that my Market Replay data is accurate----->>>

I

Iwilldoit

Hello

I am currently backtesting a strategy based on the 6E, since I do not have historical data, I decided to stream some replay data on Ninjatrader ( I do not know how to program ).

So according to my crude backtesting method, I entered the trade on the 29 December at 1.2165, then after the close on the 2 Feb 2015, price gaps down to 1.1960 from 1.210.

Is this gap down accurate? Can someone please check their historical data and verify this for me please?

Here is an image to explain what I mean:




I made a mistake in marking up the image: the data on the left is 2 Feb 2015, and then as you can see it gaps down to 4 Feb.

Please help,

Thanks.
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Iwilldoit said:
Is this gap down accurate?
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do not kill yourself man

lets assume your data has one inaccurate gap... so what?

your method should still be working

even if your data has 100 inaccurate gaps...or latter you would find that it was whole data form the different instrument (not crude but OJ) :)

your method should work with any data

if one gap will make it or brake it - forget about it: method does not work
 
upload_2016-6-22_20-25-50.png

The blue selector line is the date and data at the top. You can see Jan 2 and the gap at Jan 5th open is there.

This is from IQFeed EOD timeframe request with Euro FX continuous contract(not back adjusted). Open value is the same as yours.

However your dates are wrong, you said Feb 2 and Feb 4 where I'm guessing you meant Jan 2 and Jan 5th actually. However my close on the Jan 2 shows 1.2013, but the open on the 5th is the same.

This might not be the greatest comparison if your using Ninja trade and Kinetic as I think Kinetic is a rebranded IQFeed for Ninja Trader, not exactly sure on the exact details of the relationship.
 
Metamega said:
View attachment 164848
The blue selector line is the date and data at the top. You can see Jan 2 and the gap at Jan 5th open is there.

This is from IQFeed EOD timeframe request with Euro FX continuous contract(not back adjusted). Open value is the same as yours.

However your dates are wrong, you said Feb 2 and Feb 4 where I'm guessing you meant Jan 2 and Jan 5th actually. However my close on the Jan 2 shows 1.2013, but the open on the 5th is the same.

This might not be the greatest comparison if your using Ninja trade and Kinetic as I think Kinetic is a rebranded IQFeed for Ninja Trader, not exactly sure on the exact details of the relationship.
More...

Thank you for taking the time to reply to my thread.

Yes you are right, I dont know why I mentioned it was the Feb 2/4.

Could you post a chart of the 6E (Currency Futures) March contract for 2015?

Like I said it is Market Replay data.

@Metamega
 
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