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Howard,
Thanks for the reply. I appreciate know the perspective of people like you, Chuck
and other who have many years for experience working with data issues.
It would seem to me that whatever bias is created by excluding dividends would
decrease with one's average holding period. Obviously someone who is a buy and hold
investor with a 10 year holding period might be more interested in what effect
dividends would have, but a daytrader would never have to worry about any distortion
(assuming the daytrader only used today's data for trading).
b
--- Howard Bandy <howardbandy@xxxxxxxxx> wrote:
> Hi b -
>
>
>
> We could ask Tomasz to provide these capabilities in AmiBroker.
>
>
>
> One, it would complicate his life significantly.
>
> Two, we would need a data vendor who provided accurate real time and
> historical data for all the fields we are tracking.
>
> Three, the companies reporting data would need to agree on the methods they
> use so as to insure that we are able to work with consistent data.
>
> Four, eventually we get back to the existence of an unknown and unknowable
> bias in any data released by any reporting agency which distorts whatever
> numbers appear in the data stream.
>
>
>
> I recommend we work with what we already have, and be conservative when
> examining back test results.
>
>
>
> Howard
>
>
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