how to deal with data accuracy issues?
Posted: Thu Dec 19, 2024 7:57 am
Hello, I have some questions that I would like answered. When using Tick Data to optimize a trading strategy based on a backtesting model, how to deal with data accuracy issues (such as missing or skewed data during extreme market periods)? Also, how to objectively evaluate the performance of a strategy when the strategy is over-optimized based on historical data? 
