Hi all.
I'm a bit confused here, please help me out![Confused :confused: :confused:](data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7)
I have spent a long time backtesting some strategies using free Yahoo daily data. I have found some strategies that work well. To my surprise the strategies don't work well when I replace the Yahoo data with data from a trading platform like FXCM (the time period is the same). Now I'm wondering. Isn't it because the quotes from a trading platform doesn't follow the "official" quotes? Like the SP500 index and the SPX500 future? Does a trading platform have to follow the official quotes or can it adjust the quotes a bit depending how the future is traded on that particular platform?
I'm a bit confused. I thought that I could rely on the free Yahoo data when developing and testing strategies. Should I use data from a trading platform instead to see what a strategy will do "in real life"? If yes, which trading platform has quotes most similar to Yahoo's quotes?
Can you follow me?
I hope somebody out there can help me out![Smile :) :)](data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7)
I'm a bit confused here, please help me out
I have spent a long time backtesting some strategies using free Yahoo daily data. I have found some strategies that work well. To my surprise the strategies don't work well when I replace the Yahoo data with data from a trading platform like FXCM (the time period is the same). Now I'm wondering. Isn't it because the quotes from a trading platform doesn't follow the "official" quotes? Like the SP500 index and the SPX500 future? Does a trading platform have to follow the official quotes or can it adjust the quotes a bit depending how the future is traded on that particular platform?
I'm a bit confused. I thought that I could rely on the free Yahoo data when developing and testing strategies. Should I use data from a trading platform instead to see what a strategy will do "in real life"? If yes, which trading platform has quotes most similar to Yahoo's quotes?
Can you follow me?
I hope somebody out there can help me out
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