Welcome to NexusFi: the best trading community on the planet, with over 200,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- discounts are available after registering.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
Assuming you are talking about a coded strategy, I would say it mostly depends on whether your strategy reacts to any intra-bar values or makes any intra-bar entries or exits, in which case you are going to get different results.
Using historical data will effectively result in your strategy running in 'on bar closed' mode.
Using Market Replay data will allow intra-bar activity, but that's only relevant if your strategy runs on every bar update.
Even if your strategy does make use of the extra intra-bar activity available with Market Replay data, or if it uses bid/ask data, the data stream is still compromised to a one second granularity, so 'accuracy' is a moot point. It might be 'better' but it still might not be 'accurate'.
If you have opted for the strategy running on closed bars choice of data won't matter anyway.
