Addressing Changes in Market Data Over Time *Issue:* Historical data inconsistencies due to: 1. Shift from pit trading to electronic markets 2. Changes in trading hours and session lengths 3. Impact on indicators (e.g., moving averages) Consequences: 1. Distorted historical test results 2. Inaccurate strategy performance evaluation Dealing with the Issue: 1. Investigate data provider's handling of historical data 2. Check for: - Data frequency and granularity - Time zone and timestamp consistency - Handling of gaps and missing data 3. Adjust indicators and strategies to account for changes 4. Consider using: - Longer-term moving averages (e.g., 50SMA) - Alternative indicators (e.g., exponential moving averages) - Time-based vs. tick-based data Investigating Data Providers: 1. Review documentation and FAQs 2. Contact customer support 3. Test data with simple strategies 4. Compare data across multiple providers Key Takeaways: 1. Be aware of historical data inconsistencies 2. Investigate data providers' handling of these issues 3. Adapt strategies to account for changes in market data By understanding these challenges and taking steps to address them, traders can improve the accuracy of their historical tests and develop more robust trading strategies.