How can I manually correct the backtesting cache?

Created at 10 Sep 2017, 02:57
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jaredthirsk's avatar

jaredthirsk

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Joined 18.12.2015

How can I manually correct the backtesting cache?
10 Sep 2017, 02:57

Hi,

On April 17, at 00:09 UTC UK100 has a low of 2375.6, and then it returned to its normal value around 7300 at 1:04.

This obviously messes up my backtesting.

I found the tick cache file in my AppData folder and deleted it, hoping it would re-download a corrected version but no dice.

How can I edit this manually?

Thanks.

 

@jaredthirsk
Replies

Spotware
11 Sep 2017, 10:50

Dear jaredthirsk,

Could you please let us know the broker so that we can check the historical data and fix any issue if exists?

Best Regards,

cTrader Team

@Spotware

jaredthirsk
11 Sep 2017, 13:47

Sure, it is IC Markets.

@jaredthirsk

Spotware
11 Sep 2017, 14:20

Dear jaredthirsk,

Thanks for the information. We will investigate this and let you know.

Best Regards,

cTrader Team

@Spotware

jaredthirsk
13 Sep 2017, 09:01

Another rogue bar, on XAUUSD:

 

Gold spikes down to 1245 to 692 at 5:32am  June 4, 2014, (UTC-6, so maybe 11:32 UTC.)

@jaredthirsk

Spotware
13 Sep 2017, 12:05

Hi jaredthirsk,

Thank you, we will check that as well.

Best Regards,

cTrader Team

@Spotware

RhettG
21 Sep 2017, 02:11 ( Updated at: 21 Dec 2023, 09:20 )

Hi Jared

I picked up the same kind of problem on the UK100 back in November last year. I approached IC Markets directly and, after a few mails explaining what the problem actually was and some false fixes, eventually they fixed the data.

So thats an option. Good luck

@RhettG

jaredthirsk
21 Sep 2017, 02:25

Thanks, Rhett, I will keep that in mind.

 

It might be good for Spotware (or brokers) to have some sort of automatic rogue bar detection feature, ideally for live data  (filter out bad data in the first place, or maybe it is tiny LP's with a nearly empty order book getting switched on before the rest of the LP's?) but at least so it fixes up the backtest data within a few days of it happening.

@jaredthirsk
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