There isn't really a way for me to manually check to see that each day exists or is a complete day so I was wondering if you could give me more info on this.
Example: When I run my system from Jan 2009 to present on both the ES and TF the TF was getting about 40 more trades than the ES. Because of the nature of my system they should each be getting the same number. I then looked at the trades taken much closer and noticed the ES was missing some days that the TF had
the first date I found was 3/27/09. I don't know if there was something special about this day or the other 40 days but this day occurs on my TF data but does not exist on my ES charts
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