Jan Kahlert / Publications
Articles
Trust Your Backtest Data First: Building a Reproducible Historical Data Audit in Python for MetaTrader 5 for MetaTrader 5
A reproducible, read-only Python audit for MetaTrader 5 that verifies history quality before any backtest. It exports M5 data from multiple terminals, detects gaps and synthetic bars by timestamp spacing, and reports coverage per year. The same deterministic strategy then runs on three broker feeds
