Data quality, optimizing, back testing, walk forward analysis etc..
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Hi all,
I want to forward test daily data but Pepperstone's tick data goes back until only 2009, not enough for several walk forward passes using at least 3 years for the sample data.
Perhaps I could use a broker on MT5 like Alpari, but how do I know how reliable their data is? A search on forums shows it's not as high as Pepperstone or Dukascopy.
I will probably need to compare Alpari data with Pepperstone data.
If I download data from quandl.com, it wouldn't include spreads.
Can someone please advise what the best approach for this type of situation is?
It is a recurring topic, but one that doesn't seem to have a definitive solution.
Thanks.