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Would like to verify the accuracy of my replay data---> please check it out


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  #1 (permalink)
 AshleyQueenTrader 
New Jersey
 
Posts: 36 since Jan 2016

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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  #3 (permalink)
 
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 tturner86 
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With no time scale or price scale I can't even determine what I am really looking at.

But what I can see is you are saying Feb 1, Feb 2, then it gaps down to Feb 4. Where is February 3rd? You appear to possibly be missing a day worth of data that could be causing the gap.


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  #4 (permalink)
 AshleyQueenTrader 
New Jersey
 
Posts: 36 since Jan 2016


tturner86 View Post
With no time scale or price scale I can't even determine what I am really looking at.

But what I can see is you are saying Feb 1, Feb 2, then it gaps down to Feb 4. Where is February 3rd? You appear to possibly be missing a day worth of data that could be causing the gap.

ok ill repost it later.


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  #5 (permalink)
 AshleyQueenTrader 
New Jersey
 
Posts: 36 since Jan 2016


tturner86 View Post
With no time scale or price scale I can't even determine what I am really looking at.

But what I can see is you are saying Feb 1, Feb 2, then it gaps down to Feb 4. Where is February 3rd? You appear to possibly be missing a day worth of data that could be causing the gap.




Thanks, sorry I was mistaken this is for January 2, 2015

Please take a look at the updated image




@tturner86 @ tturner86


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  #6 (permalink)
 AshleyQueenTrader 
New Jersey
 
Posts: 36 since Jan 2016

?


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  #7 (permalink)
 
tturner86's Avatar
 tturner86 
Portland, Oregon
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Experience: Intermediate
Platform: F-16CM-40
Trading: GBU-39
Posts: 6,192 since Sep 2013
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AshleyQueenTrader View Post



Thanks, sorry I was mistaken this is for January 2, 2015

Please take a look at the updated image




@tturner86 @ tturner86

January 2nd was a Friday. The markets are closed on the weekends. The market opened lower on the 4th causing your gap.

In the future a simple glance at a calendar goes a long way.


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