Huge Gaps between Open and Close Candles

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Ly544
Posts: 4
Joined: Mon Dec 31, 2018 10:29 am

Huge Gaps between Open and Close Candles

Post by Ly544 »

Hello,

so recently I have bought the standard version and I have downloaded EURUSD 5Minute Timeframe for 2014.

Unfortunately there seems to be huge gaps between a closed candle and the next open candle.

I don't know if this would affect the backtest quality. Normally the close price should be the price for the next opening candle.

Please have a look at the following attachments.
Gaps
Gaps

tickstory
Posts: 4898
Joined: Sun Jan 06, 2013 12:27 am

Re: Huge Gaps between Open and Close Candles

Post by tickstory »

Hi Ly544,

I believe you are looking at the charts for 2004, not 2014. Do note that as you go back further than 10 years, it is likely that Dukascopy was just beginning its operation and it was relatively illiquid at the time. As you progress through the years, this activity would have increased and the tick movements much more frequent.

Thanks.

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