Regarding any previous trading week

Posted By black Monday, May 09, 2011
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black
 Posted Monday, May 09, 2011
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Last Active: Sunday, July 13, 2014
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Back on the 8th of April this year, I downloaded some historical data from my broker. I downloaded The Date/Time, Open, High, Low, and Close. I downloaded the data for 6 months back - which took me back to October 10 of 2010. I used an ActTrader custom Strategy to download the data.

Today I downloaded the statistics again... for 6 months back from today's date. Today's download took me back to November 10 of 2010. I used the same ActTrader Strategy to download this data as well.

As you can see by the dates, some of the downloaded data overlapped in Date/Time.

I compared the data from the 2 downloads. The data was the same where it overlapped except for the last week of the first download. The last week of the first download started on April 3, and ended on April 10. This data from the first download was different than the data from the same time period of the second download.

I'm guessing that about 98% of the data from the last week of the first download, is different between the two downloads. The differences in data range from 1 pip to as great as 57 pips.

If this is the way things normally operate with some brokers, this means that the last week of data is always incorrect. Test your broker's data by doing 2 downloads. Do the first one today, and do the second one at this exact same time next week... one week from today. Download a full month of data each time. Then compare the data from the 2 downloads. If it is anything like mine, the last week of the first download will have changed, but the rest will be the same.

The Strategy I used to get the data is attached - HDSimple.act. If you use it, the data will be found in the Log. Remember to increase the Log lines from 500 to, say, 50000, or you will need to do the whole test over.

Below is a table of the differences I found in my downloaded statistics. The differences are listed in pip amounts:

DATETIMEOpenHighLowClose
04/03/1101:00:00 PM0101
04/03/1102:00:00 PM1581
04/03/1103:00:00 PM1147
04/03/1104:00:00 PM79413
04/03/1105:00:00 PM1325139
04/03/1106:00:00 PM9241824
04/03/1107:00:00 PM241536
04/03/1108:00:00 PM6103
04/03/1109:00:00 PM3204
04/03/1110:00:00 PM41026
04/03/1111:00:00 PM66811
04/04/1112:00:00 AM11413
04/04/1101:00:00 AM391321
04/04/1102:00:00 AM211579
04/04/1103:00:00 AM915176
04/04/1104:00:00 AM6328
04/04/1105:00:00 AM8221315
04/04/1106:00:00 AM15367
04/04/1107:00:00 AM7690
04/04/1108:00:00 AM0101413
04/04/1109:00:00 AM131295
04/04/1110:00:00 AM591515
04/04/1111:00:00 AM151219
04/04/1112:00:00 PM199153
04/04/1101:00:00 PM3524
04/04/1102:00:00 PM4012
04/04/1103:00:00 PM2010
04/04/1104:00:00 PM09249
04/04/1105:00:00 PM915103
04/04/1106:00:00 PM3677
04/04/1107:00:00 PM71093
04/04/1108:00:00 PM3265
04/04/1109:00:00 PM5458
04/04/1110:00:00 PM8053
04/04/1111:00:00 PM332120
04/05/1112:00:00 AM200111
04/05/1101:00:00 AM113105
04/05/1102:00:00 AM5116
04/05/1103:00:00 AM616147
04/05/1104:00:00 AM71066
04/05/1105:00:00 AM6633
04/05/1106:00:00 AM320115
04/05/1107:00:00 AM5351340
04/05/1108:00:00 AM40273727
04/05/1109:00:00 AM277205
04/05/1110:00:00 AM58120
04/05/1111:00:00 AM01511
04/05/1112:00:00 PM120103
04/05/1101:00:00 PM3122
04/05/1102:00:00 PM22123
04/05/1103:00:00 PM3291
04/05/1104:00:00 PM16113
04/05/1105:00:00 PM13141015
04/05/1106:00:00 PM1514313
04/05/1107:00:00 PM135201
04/05/1108:00:00 PM1140
04/05/1109:00:00 PM0112
04/05/1110:00:00 PM23210
04/05/1111:00:00 PM1021518
04/06/1112:00:00 AM18261914
04/06/1101:00:00 AM14111012
04/06/1102:00:00 AM127215
04/06/1103:00:00 AM15653
04/06/1104:00:00 AM3207
04/06/1105:00:00 AM7326
04/06/1106:00:00 AM68137
04/06/1107:00:00 AM7501752
04/06/1108:00:00 AM5213916
04/06/1109:00:00 AM16101010
04/06/1110:00:00 AM104312
04/06/1111:00:00 AM12521
04/06/1112:00:00 PM1154
04/06/1101:00:00 PM4310
04/06/1102:00:00 PM0100
04/06/1103:00:00 PM0123
04/06/1104:00:00 PM32710
04/06/1105:00:00 PM10978
04/06/1106:00:00 PM8152
04/06/1107:00:00 PM210611
04/06/1108:00:00 PM11216
04/06/1109:00:00 PM6456
04/06/1110:00:00 PM6641
04/06/1111:00:00 PM12912
04/07/1112:00:00 AM121798
04/07/1101:00:00 AM8108
04/07/1102:00:00 AM80314
04/07/1103:00:00 AM1471111
04/07/1104:00:00 AM11939
04/07/1105:00:00 AM9291010
04/07/1106:00:00 AM10241630
04/07/1107:00:00 AM30153810
04/07/1108:00:00 AM1019173
04/07/1109:00:00 AM321213
04/07/1110:00:00 AM132611
04/07/1111:00:00 AM11159
04/07/1112:00:00 PM98105
04/07/1101:00:00 PM5025
04/07/1102:00:00 PM5003
04/07/1103:00:00 PM3346
04/07/1104:00:00 PM6400
04/07/1105:00:00 PM013313
04/07/1106:00:00 PM13571851
04/07/1107:00:00 PM517441
04/07/1108:00:00 PM139628
04/07/1109:00:00 PM283252
04/07/1110:00:00 PM2110
04/07/1111:00:00 PM0715
04/08/1112:00:00 AM514920
04/08/1101:00:00 AM20518
04/08/1102:00:00 AM8454
04/08/1103:00:00 AM4627
04/08/1104:00:00 AM7171
04/08/1105:00:00 AM13611
04/08/1106:00:00 AM11211718
04/08/1107:00:00 AM18053
04/08/1108:00:00 AM3182
04/08/1109:00:00 AM271316
04/08/1110:00:00 AM165418
04/08/1111:00:00 AM180105
04/08/1112:00:00 PM524021
04/08/1101:00:00 PM218231



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 HDSimple.act (63 views, 1.41 KB)
Monday, May 09, 2011 by black
eMoe
 Posted Monday, May 23, 2011
Supreme Being

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Last Active: Tuesday, July 09, 2013
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Hi, Black!

I think that this difference is the result of Daylight saving time switching. In different countries, as far as I know, date of switching to the summer time may vary.
If you are worried about it I think that you should ask your broker.


Best regards!

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