ZTrader Macro & AI Notes

ZTrader Macro & AI Notes

What Is Data Cleaning in Trading?

Data cleaning finds and fixes wrong, missing and mistimed price data before it reaches your backtest.

Dorian's avatar
Dorian
Oct 27, 2026

By Dorian

Part 1: The Foundation of Backtesting Integrity

Every backtest is a story about the past—and that story is only as true as the numbers beneath it.

Bad data rarely looks bad on a price chart. That stealth is precisely why it survives to infect so many production strategies.

Before testing any trading thesis, the standard workflow feels simple: load…

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