A better way to do the optimation back testing? - page 2
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To the historical datas, normally the historical datas from the broker are only 1-minute datas. If I backtest it with "Every ticks...", maybe it is better to buy from the third provider since they provide real tick datas such as TickStory?
If you will trade using "third provider" so it is fine.
But if you trade using your broker's data so it is better to be close to reality.
If you will trade using "third provider" so it is fine.
But if you trade using your broker's data so it is better to be close to reality.
Hmm, the problem is, if I use the data provided by the broker, it is quite short. It has about 3500 records by each timeframe. Isn't too less?
Besides, I think the "real data" from the broker is also bought from a third provider, right?
Another point: If you use the data from the broker, the backtesting modelling quality is lower than 50%.
Hmm, the problem is, if I use the data provided by the broker, it is quite short. It has about 3500 records by each timeframe. Isn't too less?
Besides, I think the "real data" from the broker is also bought from a third provider, right?
Another point: If you use the data from the broker, the backtesting modelling quality is lower than 50%.
So, change the broker.
Because good quality of the data is one of the main criteria to select the broker.