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Hi All,
Most testing we do is on equities and futures contracts that are exchange
traded and as such have universally accepted open, high, low, close
numbers. Backtesting Forex markets is much more difficult for two
reasons a. conventions as to when exactly a currency cross opens and b.
available sources of forex data.
Does anyone have any opinions on the either of these points or perhaps
could anyone point me in the direction of sources of historical forex
data?
Kind Regards,
Aongus O' Gorman
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