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Back Test ETFs
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Back Test ETFs
I am trying to back test some gold ETFs with opentick data but nothing seems to be coming up. Has anyone back tested ETFs using opentick?Tags: None
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Hello PistolPete,
I suggest to open up a chart that contains the same amount of historical data used in the backtest and check if the requested data is provided by the data feed provider when connected.
Make sure ETF's are added as Stock and the Default exchange as well the exchange the ETF is traded at, are enabled.
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We haven't been able to use OpenTick data reliably in our backtesting. There are huge gaps with some symbols having full 1-2 months missing. We ended up buying 1 minute data for the 50 most liquid ETFs from this web site.
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