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Market Basket for testing



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I would like to test some system on different markets in order to verify
strength.

I wonder what kind of basket could I build to have different behaviour and
how many markets.

I'd rather prefer to have European futures because I need OHLC and with
markets like currencies is difficult to determine the exact open or close
for the day.


Does someone has any suggestion ?

Thanks to all

Max Scorpio

(Italy)