For backtesting purposes, we need RELIABLE data and NYSE daily O/H/L/C is often corrupted. If some trades take place between 9:30 and the NYSE...
With a 'per share' broker like IB, trading $100K of a $5 stock = 20,000 shares => $102,5 fees (IB). Trading this same $ amount with a $100...
I know it has been explained here in some thread that is, as it seems logical, the diference between last's day tick (Close) and the day's first...
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