Hi !
I'm trying to backtest some trading systems and the only data I have is Alpari's. It's obviously full of holes, so I want to fill the holes with data, but I don't know which of this is correct:
1) fill the hole repeating the values from the last bar before the hole.
2) fill the hole repeating the values of the first bar after the hole.
3) fill the hole with intermediate values between the previous and the next bar.
Thanks !
I'm trying to backtest some trading systems and the only data I have is Alpari's. It's obviously full of holes, so I want to fill the holes with data, but I don't know which of this is correct:
1) fill the hole repeating the values from the last bar before the hole.
2) fill the hole repeating the values of the first bar after the hole.
3) fill the hole with intermediate values between the previous and the next bar.
Thanks !