Please look at the attached picture of price chart to understad my question.
The unsual gap is show in a daily chart in a Market Replay, however the gap is displayed also in shorter timeframes.
I cannt understand where it came from. I am backtestig and papertrading several months and so far did not have such a problem.
Durig my backtestig and papertrading I used market replay data, and also downloaded historical data via my accout at InteractiveBroker.
Jaro
Comment