Backtest FX strategies and IB

Discussion in 'Automated Trading' started by sheepsucker, Sep 13, 2011.

  1. Guava

    Guava

    Unless you are trading at sub-second level (like milli second matters), then most of the data should be good enough even for FX, assuming your broker is trading enough volume. At a minute bar or higher, the changes in data wrt other brokers will be minimal (because you are compacting a larger data points into single bin.). Also, someone like IB tries to give you best price instead of not charging commission. So, that data might be one of the best trade prices you can get (apart from big banks like UBS which probably don't sell their data anyway).
     
    #11     Jun 23, 2012