So I had a nasty experience recently - I developed this EA which performed stunningly in back-test over 12 years: $2M profit from $10k invested, draw-down only 6.4% even with geometric reinvestment enabled!
Unfortunately for me, this turned out to be a lie. The back-test data I had available wasn’t high enough quality for it to be worth anything - I must have exploited something inherent in the way the strategy tester builds fake tick-data from its higher time-frame sources.
Here’s what the same EA looked like after I had downloaded 1M data for a large time-frame via Tickstory Lite:
As you can imagine I was heart-broken. So the moral of the story is: have good tick-data! Anyway, that brings me finally to my actual question:
Does anyone know of a decent source of back-test data for UK100 index? I’ve since developed a new EA which is showing similar graily signs, but I won’t be caught out again by this problem!