Hello,
There are very messy charts using 1 minute in historical data making backtests a pain.
Here an example in CADJPY, a lot of spikes. EURAUD misses a whole lot of
data before the 1st may 2007.
I know there is no tick data before 2007, but how far in the past can we backtest
with minute bars on all majors and crosses ? (EUR, GBP, USD, JPY, AUD, NZD, CHF)
How to avoid those annoying spikes ? Any better tester config ?
Please see the following example and GUI parameters :
The spikes a crushing my stoploss and takeprofit prices, making results inaccurate.
Thanks.