What can I do with intraday data?

F

FlyingSoros

Hi all,

I am currently using closing prices for strategy backtests.

Any thoughts about the use of intraday data to aid generating signals or at least using OPEN/HIGH/LOW data?

I also backtested some commodity futures strategies based on OPEN, but my collaborators said OPEN prices are not reliable?

Any thoughts?

Thanks a lot!
 
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