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cjp231
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I am backtesting a trading system and I something very significant. The high and low of the day could come before the market opens or after the market closes. So if your system relies on the buy or selling at open or close, your backtesting results could be flawed. I am using yahoo's historical data for the S&P 500. Does anyone know if their daily data includes after hours/Pre market trading or is simply from open to close? I have live quotes and the daily bars I receive do include after hours trading. So I am confused. Thanks for your Help!