Source clarity
Know whether bars came from Dukascopy, broker export, HistData, MT platform files, or a merged archive.
Free forex data exists. The expensive question is whether your timestamps, source coverage, converters, and missing intervals are quietly bending the backtest. Use this quick checker to decide whether you need a sample workflow, a clean major-pair kit, or a paid audit.
Most bad results do not announce themselves. They come from small data assumptions that compound across years of research. For the full failure pattern, read why forex backtests fail before strategy logic runs.
Know whether bars came from Dukascopy, broker export, HistData, MT platform files, or a merged archive.
Separate expected market closures from true missing intervals and non-monotonic timestamp runs.
Reject bars where high, low, open, or close relationships are impossible or created by a bad converter.
A dataset can be acceptable for daily studies and still be unsafe for M1 scalping or tick-derived systems.
If the checker points to high risk, scope a paid audit before spending another weekend patching files. We start with symbols, range, format, source, and the exact research risk.