Mismatched charts errors - Backtesting

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Hi All

I would really appreciate some assistance. Fairly new to MT4. I have recently managed to code my strategy into an EA, which is mainly used on indices (DE40, NAS, US30).

I ran a backtest on my NAS trading strategy using MetaTrader's Strategy Tester, set to the "Every Tick" model for maximum precision (I hope). The backtest period was 1 - 25 April 2025, with a significant number of trades executed (108 total trades), resulting in strong profitability.

However, I noticed a very high number of "Mismatched Chart Errors" (127,634) during the test, alongside frequent journal entries like: TestGenerator: unmatched data error (low value 19158.30000 at 2025.04.01 01:15 and price 19135.50000 mismatched)

I understand this usually indicates inconsistencies between historical tick and bar data. On my live chart, the bars goes back to 7 March 2025. Could anyone provide guidance on:

  • How serious these mismatches are and their likely impact on backtest reliability?

  • Recommended approaches or tools to verify and clean up historical tick data?

  • Best practices to reduce or eliminate these errors for accurate backtesting?

Any insights or suggestions would be greatly appreciated!

I've also attached a screenshot of the NAS Strategy Tester Report.

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pts1978:

Hi All

I would really appreciate some assistance. Fairly new to MT4. I have recently managed to code my strategy into an EA, which is mainly used on indices (DE40, NAS, US30).

I ran a backtest on my NAS trading strategy using MetaTrader's Strategy Tester, set to the "Every Tick" model for maximum precision (I hope). The backtest period was 1 - 25 April 2025, with a significant number of trades executed (108 total trades), resulting in strong profitability.

However, I noticed a very high number of "Mismatched Chart Errors" (127,634) during the test, alongside frequent journal entries like: TestGenerator: unmatched data error (low value 19158.30000 at 2025.04.01 01:15 and price 19135.50000 mismatched)

I understand this usually indicates inconsistencies between historical tick and bar data. On my live chart, the bars goes back to 7 March 2025. Could anyone provide guidance on:

  • How serious these mismatches are and their likely impact on backtest reliability?

  • Recommended approaches or tools to verify and clean up historical tick data?

  • Best practices to reduce or eliminate these errors for accurate backtesting?

Any insights or suggestions would be greatly appreciated!

I've also attached a screenshot of the NAS Strategy Tester Report.

I have no idea how nor where to get mocked up DE40, NAS, nor US30 CFD's history. My guess is that you have to get it from your broker-dealer if they have it. Unfortunately, there is no centralized exchange data for CFD's.

If you find another CFD broker-dealer with more historic data, that data is not accurate for your current broker-dealer. In that case, just switch your account over to the broker-dealer that has the data.

 
Ryan L Johnson #:

I have no idea how nor where to get mocked up DE40, NAS, nor US30 CFD's history. My guess is that you have to get it from your broker-dealer if they have it. Unfortunately, there is no centralized exchange data for CFD's.

If you find another CFD broker-dealer with more historic data, that data is not accurate for your current broker-dealer. In that case, just switch your account over to the broker-dealer that has the data.

Thanks for your response. I have looked at Dukascopy, where I can download historical data, but not sure if I need to time shift the data when downloaded. My time zone changes between UTC and UTC+1 (winter and summer).
 
pts1978 #:
Thanks for your response. I have looked at Dukascopy, where I can download historical data, but not sure if I need to time shift the data when downloaded. My time zone changes between UTC and UTC+1 (winter and summer).

You're welcome. Just be aware that you have to trade with Dukascopy in order to accurately use that data. Each CFD broker-dealer has its own captive market of retail traders and private liquidity pools. Trade execution varies widely between CFD broker-dealers.

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