USDJPY historical problem
Posted: Tue Aug 04, 2015 7:45 am
Dear Sirs,
In last fue days I downloaded USDJPY historical data. I used Tickstory lite 1.5.3.0 version, and I downloaded data from 2004.01.01. to 2015.01.01., annual division. Later I used this data to testing my new strategy, for 11 years. Everything worked well, data and strategy too, untill 2008.06.12 17:35. At this time the strategy opened a new position whit long direction. The open price was 107,97. This position was closed 2009.01.02. 1:02. The close price was 90,74! It means, between open and close time nearly passed half a year, and the price moved -17,23 (1723 pips!). Of course, it is not correct, because in my strategy stoploss level was 50 pips and takeprofit level was same. After, when I had realised this problem I cheked my strategy but I didn't found any problem with the programing of strategy! I thing there is any problem with the historical data. To check this theory I downloaded USDJPY data again and the size of the downloaded file was differen then before. I did it again, and the file size was different again. So, please let me know, is it possible some time interval is missing from the historical data, and what is the reason for differen sizes of downloaded files. Finaly, please give some advice, what is the wrong in my data download system, and how can I get perfect historical data?
Thank you very much for your help!
Best regards,
Zoltan
In last fue days I downloaded USDJPY historical data. I used Tickstory lite 1.5.3.0 version, and I downloaded data from 2004.01.01. to 2015.01.01., annual division. Later I used this data to testing my new strategy, for 11 years. Everything worked well, data and strategy too, untill 2008.06.12 17:35. At this time the strategy opened a new position whit long direction. The open price was 107,97. This position was closed 2009.01.02. 1:02. The close price was 90,74! It means, between open and close time nearly passed half a year, and the price moved -17,23 (1723 pips!). Of course, it is not correct, because in my strategy stoploss level was 50 pips and takeprofit level was same. After, when I had realised this problem I cheked my strategy but I didn't found any problem with the programing of strategy! I thing there is any problem with the historical data. To check this theory I downloaded USDJPY data again and the size of the downloaded file was differen then before. I did it again, and the file size was different again. So, please let me know, is it possible some time interval is missing from the historical data, and what is the reason for differen sizes of downloaded files. Finaly, please give some advice, what is the wrong in my data download system, and how can I get perfect historical data?
Thank you very much for your help!
Best regards,
Zoltan