The more I trade my Alpha 2 system the more data issues I become aware of. The system uses OHLC data in its inputs which can be trouble. Different sources have significantly different quotes for some days.
I’m taking a short break from trading this system. I’ll begin posting trades again when I’m more confident in the data being used for testing and live trading.
Any suggestions for sources of clean OHLC stock data are appreciated. So far I’ve compared data from PI Trading (constructed from 1-minute), Bloomberg, and Yahoo finance.