Data quality: how much do you trust your historical data?

Backtests are only as good as the data: gaps, bad ticks, wrong session times and broker-specific prices all distort results. Traders who check data quality discover their tests were testing artefacts.

Data quality: how much do you trust your historical data? — risk-reward diagram
A risk-reward ratio of 1 to 2

What's your data routine?

  • how you source and validate history
  • the data problems you've found
  • how they changed your results
Data quality: how much do you trust your historical data? — trading sessions clock diagram
The four forex trading sessions across a 24-hour day

The expectancy guide assumes clean data — worth ensuring.

Comments

Log in to join the discussion. Comments follow the community guidelines.

Log in to comment

Loading comments…