Data quality, optimizing, back testing, walk forward analysis etc..

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brad 2016.03.11 00:11
 

Hi all,

I want to forward test daily data but Pepperstone's tick data goes back until only 2009, not enough for several walk forward passes using at least 3 years for the sample data.

Perhaps I could use a broker on MT5 like Alpari, but how do I know how reliable their data is?  A search on forums shows it's not as high as Pepperstone or Dukascopy.

I will probably need to compare Alpari data with Pepperstone data.

If I download data from quandl.com, it wouldn't include spreads.

Can someone please advise what the best approach for this type of situation is?

It is a recurring topic, but one that doesn't seem to have a definitive solution. 

Thanks. 

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