iF I use Yahoo (SP500 DAILY DATA) in my backtest, I obtain these résultats :


strategy compiling..........
Test: strategy ^GSPC 2008..2018
Monte Carlo Analysis... Median AR 9%
Profit 4651$ MI 67$ DD 672$ Capital 841$
Trades 746 Win 76.8% Avg +757.5p Bars 2
AR 9% PF 2.58 SR 1.07 UI 3% R2 0.98
Chart... ok
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If I use fxcm data (sp500 daily data ) , I obtain these results

strategy compiling...........

Test: strategy SPX500 2008..2018
Monte Carlo Analysis... Median AR 42%
Profit 1850$ MI 25$ DD 694$ Capital 592$
Trades 620 Win 70.8% Avg +34.3p Bars 3
AR 50% PF 1.51 SR 0.51 UI 10% R2 0.87



It's clear that there a difference. In fact, I use open, high low and close data from Yahoo to do my backtest. These data are different from fxcm. That's why, I want use daily data for live trading in daily mode