I created this script which has access to all of BTC-e's LTCBTC data (on daily candles) via quandl... then after 3/15/2015 it uses the data available from tradewave. I cannot run a full backtest end to end on the data because when I select the secondary pair (bitfinex LTCBTC) the editor limits the time range I can run a backtest on to the dataset with the smallest window.
This is the quandl dataset, which I can access using BTC-e's BTCUSD as the timeperiod:
But when I add in the secondary pair of Bitfinex LTCBTC it limits me to this time period:
The data prior to March 15, 2015 is quandl BTCe data, and the data thereafter is tradewave Bitfinex data.
The editor limits the time frame to that of the smallest set of data (in this case the bitfinex data) so I can't test the whole thing end to end.
likewise... I could create a hybrid dataset of mtgox and btce BTCUSD and test all of BTCUSD end to end from the dawn if I could select a larger timeframe to encompass it all.