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Huge Gaps between Open and Close Candles

Posted: Sun Jan 06, 2019 3:05 pm
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

Re: Huge Gaps between Open and Close Candles

Posted: Sun Jan 06, 2019 9:48 pm
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.