What are data integrity warnings in CandlePRO?

In the newest version of CandlePRO, version 5, backtesting is more prominent than ever and, accordingly, the integrity of that data is rightly more important than ever.

To that end, we have several "data integrity" checks that occur at every end of the data process - we verify the price feed it when it is put into our database, we scrub the data automatically every 15 minutes to check for any gaps or price discrepancies, and then when that data is pulled for your backtesting we again run checks on it to make sure the right data is being tested and that none of that data is missing.

What are data integrity warnings in CandlePRO?

As part of that last process we have exposed several checks to you, such as the common "less than 10 candles" warning which alerts you when CandlePRO finds less than 10 candles of history when it pulls the backtesting data:

Common data integrity warning

Common data integrity warning

99.9% of the time this is due to a common bank holiday, such as Christmas or New Years, an extended bank weekend.

What should you do when you come across one of these warnings?

In the warning you will see the start time of the candle / trade in question. Scroll down and review the trade in question, comparing your broker's chart to ours. If after reviewing your charts you believe we are missing data (not just a bank holiday), send us an email at support@piphut.com so we can investigate the possible data discrepancy.

data-review-chart

Review the chart and compare our data to your own charting platform

Do these warning effect results?

Probably not, but that is why it is always worth reviewing all the charts (not just charts with warnings) to make sure. In the example above you can clearly see that the SL was hit well before 10 candles had elapsed (on the first candle, to be exact), so adding another candle to the end would not have made a difference.

 

Thanks,

PipHut team!

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