IDEA ! Verification and correction Backtests (bad data).

[OntradingX]

Hello friends, I have been noticing that more and more brokers are offering bad (tick data) and the result is always:

1. Unreal backtests, profits, losses, numbers of operations (wrong).
2. Lack of candles on certain days.
3. Mid-day market gaps forming price gaps.
4. Change of trading session start and end times.

With that in mind, I want to develop a solution that can protect against these (brokers' scams).
Does anyone already have a project or part of a project ready that can help?

My logic would be that the EA, even before executing it, scans the symbol looking for these imperfections.
The EA would start as follows:

1. Mark the start of the Market whenever the 1st tick of the market occurs (ie the market makes the first tick movement). This would already solve the problem of starting the trading session, as the first tick of the market would identify the opening price of the 1st candle of the day in the current time frame, therefore the (real time that the market started).

2. I don't know if it's possible, but as it is a backtest environment, the EA will analyze after the item 1 command if there was a total number of candles on the day (This would detect the (lack of candles) on the market day. If there is no candle, there is no traded price and this can generate serious failures in the backtest, providing profits or losses (which should not happen).

3. Detect gaps between prices. I understand that these gaps can sometimes even exist, but they must not be continuous cases or very large gaps, this also causes damage to profits and losses, the difference between the closing of the previous bar can never be so great in relation to the opening of the current bar .

I haven't started the project yet, because I would like to have the opinion of those who want to contribute, so the initial idea would be to start the project and keep updating it, this project would have the purpose of being a kind of (market scanner) it would look for malfunctions and then (supposedly mark these breakpoints) so that strategies can skip those trading days that are faulty, or else adapt to these faults so that they can't have their backtest results fooled by the brokers' data.

[l'andorrà]

Sounds like a great idea. I hope you can find someone to make it real.