correct data for backtesting

Discussion in 'Data Sets and Feeds' started by kierod8c, Mar 22, 2011.

  1. kierod8c


    Hi all,

    I am currently looking to back testing a strategy for USDEUR data.
    I have bid ask bar 10 sec bar data for this instrument. Is this the best data to use?? or should it be the cost that the trades were transacted at.

    Thanks for any help