Building a Backtesting Pipeline for Exotic Pairs: Liquidity, Slippage, and Data Integrity As of June 2026, backtesting strategies on exotic

Building a Backtesting Pipeline for Exotic Pairs: Liquidity, Slippage, and Data Integrity As of June 2026, backtesting strategies on exotic pairs like $USDMXN, $USDZAR, and $USDTRY is fundamentally different from testing on EURUSD or GBPJPY. The standard backtesting assumptions - tight spreads, reliable fills, consistent liquidity across sessions - break down in the exotic space. Here is how to build a backtesting pipeline that accounts for these realities. Step 1: Sourcing Clean Data Most free forex data providers offer tick data for majors but only M1 or M5 for exotics. For exotics, you need at least M1 data with bid-ask...