What can I do with intraday data?

Discussion in 'Data Sets and Feeds' started by FlyingSoros, Jun 15, 2010.

  1. Hi all,

    I am currently using closing prices for strategy backtests.

    Any thoughts about the use of intraday data to aid generating signals or at least using OPEN/HIGH/LOW data?

    I also backtested some commodity futures strategies based on OPEN, but my collaborators said OPEN prices are not reliable?

    Any thoughts?

    Thanks a lot!