Hi trading fellows,
In order to get reliable backtest for Algos, it's pretty important to have a "large enough" data as well ( and even more important ) that this data resembles the most the data provide by your broker; because even if you have a wonderful results from backtesting but with a data very different from your broker, I can assure you that your real results that you are gonna get, will be pretty different, and for sure disappointing.
In my case I work with InteractiveBrokers, therefore I'm still searching for a vendor whose data could be more similar.
If you have any ideas or suggestions, I'd appreciate to know about it
In order to get reliable backtest for Algos, it's pretty important to have a "large enough" data as well ( and even more important ) that this data resembles the most the data provide by your broker; because even if you have a wonderful results from backtesting but with a data very different from your broker, I can assure you that your real results that you are gonna get, will be pretty different, and for sure disappointing.
In my case I work with InteractiveBrokers, therefore I'm still searching for a vendor whose data could be more similar.
If you have any ideas or suggestions, I'd appreciate to know about it
