Data

Which markets you can test, and how prices and costs are handled.

Official datasets

The Strategy Lab uses 90 official datasets: 15 instruments, each in 6 timeframes
(M5, M15, M30, H1, H4, D1), covering about 5 years of history
(from August 2021 to August 2026).

Source

Prices are historical candles (open, high, low, close, volume) exported from a MetaTrader 5 broker feed. Every candle
also records the broker’s spread at that time. Different brokers quote slightly different prices,
spreads and session hours, so results on your own broker can differ.

Costs

• Spread and slippage are applied to every simulated trade, expressed in price points.
• Commissions and swaps are not modelled separately. If your broker charges them, treat the results as
  optimistic, or use the robustness test with higher costs.

Execution model

• Trades are simulated on candle prices, not on ticks. Inside a single candle the exact order of the high and the low is
  unknown: when a candle touches both the stop loss and the take profit, the result is an approximation. This is a known
  limit of every candle-based backtest.
• Indicators and signals use only information available at the time of the decision. Filters use the previous closed
  candle, never the future.

Updates

Datasets are a fixed historical snapshot and may be extended over time. The period used is always shown in every
research result (Test period and Dataset boxes).

See also: Documentation · FAQ