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I found something,
data from ALPARI not valid, coz there's jump up and down inside history data.
from backtest, always loss coz this data.example backtest from 1st jun 2008 - now.
NO TIME TYPE ODR SIZE PRICE S/L T/P PROFIT BALANCE
1 2008.08.05 19:56 sell 1 5.00 1.9528 2.1528 1.9478 0.00 10000.00
2 2008.08.06 17:38 t/p 1 5.00 1.9478 2.1528 1.9478 2429.00 12429.00
3 2008.08.06 22:46 buy 2 5.00 1.9480 1.7480 1.9530 0.00 12429.00
4 2008.08.07 13:22 t/p 2 5.00 1.9530 1.7480 1.9530 2602.00 15031.00
5 2008.08.11 00:31 sell 3 5.00 1.9141 2.1141 1.9091 0.00 15031.00
6 2008.08.11 19:34 t/p 3 5.00 1.9091 2.1141 1.9091 2500.00 17531.00
7 2008.08.13 14:06 sell 4 5.00 1.8763 2.0763 1.8713 0.00 17531.00
8 2008.08.13 15:33 t/p 4 5.00 1.8713 2.0763 1.8713 2500.00 20031.00
9 2008.08.15 03:10 buy 5 5.00 1.8654 1.6654 1.8704 0.00 20031.00
10 2008.08.18 02:36 t/p 5 5.00 1.8704 1.6654 1.8704 2534.00 22565.00
11 2008.08.18 04:35 sell 6 5.00 1.8688 2.0688 1.8638 0.00 22565.00
12 2008.08.18 16:28 t/p 6 5.00 1.8638 2.0688 1.8638 2500.00 25065.00
13 2008.08.19 11:44 sell 7 5.00 1.8565 2.0565 1.8515 0.00 25065.00
14 2008.08.22 17:32 t/p 7 5.00 1.8515 2.0565 1.8515 2145.00 27210.00
15 2008.08.26 13:12 sell 8 5.00 1.8338 2.0338 1.8288 0.00 27210.00
16 2008.08.27 17:50 t/p 8 5.00 1.8288 2.0338 1.8288 2429.00 29639.00
17 2008.09.01 04:49 sell 9 5.00 1.8044 2.0044 1.7994 0.00 29639.00
18 2008.09.01 16:59 t/p 9 5.00 1.7994 2.0044 1.7994 2500.00 32139.00
19 2008.09.04 19:57 sell 10 5.00 1.7712 1.9712 1.7662 0.00 32139.00
20 2008.09.04 23:16 t/p 10 5.00 1.7662 1.9712 1.7662 2500.00 34639.00
21 2008.09.15 07:00 sell 11 5.00 1.8025 2.0025 1.7975 0.00 34639.00
22 2008.09.15 10:46 t/p 11 5.00 1.7975 2.0025 1.7975 2500.00 37139.00
23 2008.09.17 12:00 sell 12 5.00 1.7459 1.9459 1.7409 0.00 37139.00
24 2008.09.17 20:21 close at stop 12 5.00 1.8168 1.9459 1.7409 -35450.00 1689.00
mistakes happened at trade-12 or data 23, 24. i checking & tracking todate 2008.09.17 time 12.00
there's jump down the price on minute 21.
------------------------------------------------
always exist jump price like this at each history, is there any know about this happen?
other sample:
regards,
TommyCool