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This goes to show the issues regarding data integrity that I brought
up some time ago do have at least some truth to them. Although I
have been stoned for this in the past by those who build and trade
end of day systems with comments like this sort of thing doesn't
matter, one can clearly see with this example that it does. As far
as data goes it's pretty much like anything else, you get what you
pay for so by definition I have no large amount of faith in Yahoo's
quotes because they're free. But that aside I think what it shows
more than anyything else is that one needs to trade with the same
data streams that one tests with.
--- In amibroker@xxxxxxxxxxxxxxx, Sidney Kaiser <s9kaiser@xxxx> wrote:
> At 01:40 PM 02/21/2003 -0500, you wrote:
>
> >There is something wrong here. The trades are not similar enough.
The number
> >of trades is much higher with the Yahoo ^NDX symbol. It would be
great if
> >someone with both symbols could investigate this. Would love to
see a plot
> >of the difference between the two symbols. Something like this:
> >
> >yahooNdx = Foreign("^NDX", C);
> >quoteNdx = Foreign("NDX_D", C);
> >diff = quoteNdx - yahooNdx;
> >Plot(diff, "diff", colorBlack);
>
> Steve, to add a third data source to the mix I have 257 trades,
3/10/99 to
> 2/20/03 using QP2 data for NDX.
>
> Sid
>
>
> ---
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