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depending on the liquidity sources and the spread policy during fast moving markets - the fx brokers' price rate will vary to some extent. I don't think though that different data sources (assuming no scam) will have significant influence on the backtest results assuming that: 1. trade prices...

In general - I think that the big FX Retail Shops which claim to have no dealing desk will not skew prices due to the fact that it is becoming a common practice to cross check feed quality from multiple sources. It is true that spreads are versatile and can fluctuate in fast moving markets but...

Yes - I completely agree about FX Futures being a regulated environment + more transparency (order book, volume etc) BUT - from transaction fees stand point we're talking about a full 4$ round trip cost for full contracts right? That's a big show stopper for highly active ATS with short...

hi, I'm in the process of back testing my Forex strategy and I'm a bit confused about how should I treat historical tick data in order to construct OHLC bars. Historical data (from TrueFX GainCapital etc) contains bid and ask prices - not actual trades. The log files don't even have volume...