Dirty Data

It is a fact that real-world time series data distributed by vendors contain at least some errors. Their source can be traced to database corruption or faulty reporting by the exchanges themselves.

Mechanical trading systems relying on these data can produce mistaken entry and exit signals that can potentially seriously damage a trading account.

HistoryMakerTM can simulate those errors by applying a data corruption algorithm to the generated time series. By testing a system with deliberately corrupted testing, a system's immunity to dirty data can be tested.