Posts: 780 since Apr 2016
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I have never seen a significant issue with the data on any of the platforms for backtesting purposes. There are however a few edge cases where you can kind of cheat the backtester. The best example being a strategy that uses Renko bars that haven't been fixed for backtesting. Renko bars go back and modify historical bars so you'll get backtested results that don't match what you expect from the chart. There's a number of gotchas that you can find on any platform. So you should always go back and verify that it is entering and exit positions where it should.
In other words if the backtested results aren't accurate the problem is your code, not the backtesting platform.
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