hi,

I used the historic datafeed from dukascopy,
(http://www.dukascopy.com/swiss/engli...v_data_export/)
a swiss broker for backtesting. On their site they state they utilize specific algorithims for averting market sound and stuff like this.
1st question: Why do other brokers do this, too?
My trading systems that are based on High and Low values actually worked well WITH THAT DATA. But, I used InterbankFX using MetaTrader because Dukascopy does not use MT and InterbankFX's data feed has been totally different. The wicks of the candles were far shorter, mostly there was just a candleStickBody! And on Friday nights, Open, Close, High and Low were the same. So with this data my trading platform doesn't work at all.
2nd question: Why's dukascopy's data so different? Can it be better? Are such highs and lows in dukascopy's statistics real, tradeable quotes? And why does Dukascopy still have so good data on friday nights and Interbankfx doesn't?
And today I am searching for another broker which offers some comparable data with extended TRADEABLE wicks.
3rd question: Is dukascopy's data just made up? And how do the data of two brokers be so different? Do you know any other broker that uses MT, has low spreads (1-3 pips) and a low minimum deposit?

I understand, these are lots of questions but I hope someone is gont assist me. I posted this thread here because I think you will find some really smart and experience guys around here.

Attached are some different data bits of EUR/USD 1 min from dukascopy and interbankfx. I am aware of, really you can not compare them even in the event that you take the exact same day and minute afterward it appears like this also.