3 ms·
That's useful to know. Is that daily data? Have you found it to be reliable? When I started testing moving-average based strategies, my blog post about it ended
by gns24 14y ago
That's useful to know. Is that daily data? Have you found it to be reliable? When I started testing moving-average based strategies, my blog post about it ended up being largely about data issues, from both Google and Yahoo finance: http://grahamstratton.org/straightornamental/entries/movingaverage http://grahamstratton.org/straightornamental/entries/movinga...
An extreme example was an opening value off by a factor of 100 on one day.
- mikecsh 14y agoIn my experience, even historical or realtime data from Reuters/Bloomberg/CQG can have serious errors such as that - every trading system should be sanity checking its market data!!