The data you have shapes the strategies you can imagine

An underrated constraint. If all you've ever seen is daily bars, you will invent daily-bar strategies, and the space of ideas available to you is quietly bounded by your inputs. This cuts both ways. Richer data opens ideas. And it also opens a great many ways to fool yourself that coarser data simply doesn't offer. I have watched people go from a working simple system to an elaborate broken one purely because more data became available to them. Get the better data. Then be more suspicious, not less.