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Tomasz,
Thanks for the pointers. Yes, the frustrations experienced back then
are exactly what I'm seeing. I agree the problem is with the data
providers (and data provided them) and not with AB.
FWIW, I tried my little experiment with the three fresh databases and
the backtest results were very different. Also, spot checking daily
data from the three databases gave different results also.
I'm not sure what it all means though ... e.g., for backtesting
purposes which data source is to be believed?
Dan
Also FWIW, the EOD sSignal database only "chose" to backfill to
12/24/2002 this time (even though I specified "all quotations"). This
is the indeterminism I was speaking about. Sometimes it goes back 10
years but most times stops short.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> This was all discussed before:
> http://finance.groups.yahoo.com/group/amibroker/message/60445
> http://finance.groups.yahoo.com/group/amibroker/message/60446
> http://finance.groups.yahoo.com/group/amibroker/message/60448
> http://finance.groups.yahoo.com/group/amibroker/message/60458
> http://finance.groups.yahoo.com/group/amibroker/message/60463
>
> and other messages nearby.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "danielwardadams" <danielwardadams@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, July 24, 2004 5:18 PM
> Subject: [amibroker] Re: Several questions
>
>
> > I'm 99% sure I've always had Force Backfill checked but just to
> > eliminate the 1%, I'll see what happens when I start with a new,
> > fresh database.
> >
> > Regarding both this and the previous problem about flakey EOD
values
> > in intraday databases, think I'll do the following:
> >
> > (1) Create an eSignal intraday (1 minute) database.
> > (2) Create an eSignal EOD database.
> > (3) Create a new Yahoo EOD database.
> > (4) Populate all the above databases with the same (approx. 60)
> > symbols.
> > (5) Backfill and "Force Backfill" all the above as far back as
they
> > will go (I have some "quick" AFL just for this purpose).
> > (6) Run one of my "real" strategies against all three databases
in
> > daily mode for the past 365 days.
> >
> > Ideally, they should give comparable results, right?
> >
> > Dan
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> > wrote:
> > >
> > > You have to have "Wait for backfill" box CHECKED in automatic
> > > analysis window to get consistent backfills.
> > > If you already scanned without this option turned ON you have
to
> > fix
> > > history using "Force backfill" on each symbol.
> > >
> > > http://www.amibroker.com/guide/h_rtsource.html
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "danielwardadams"
> > > <danielwardadams@xxxx> wrote:
> > > > Thanks John. I haven't reported it to support but I will
> > > > (momentarily). I'd been thinking somebody here could help out
if
> > > I'm
> > > > doing something really dumb.
> > > >
> > > > There's also the chance it's an eSignal problem.
> > > >
> > > > I do have my bars and timeframes set high enough (100000
minutes
> > > for
> > > > intraday, 15 years for EOD).
> > > >
> > > > Dan
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "John R" <jr-ta@xxxx> wrote:
> > > > > Dan,
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
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