Pan Vestor's blog

Backtest Question

I'm setting up to test several strategies and need good historical data - specifically M1 data for nine currency pairs. This creates a question for which I need help:

* Once I download the historical data that I need, what is the best way to "clean" the data of gaps, glitches, and other irrelevant noise?

I'd be grateful for some knowledgeable input on this matter.

Pan Vestor

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