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Appreciate the response Tomasz - but simply using unadjusted data isn't what Tradersstudio does.
Here's an example from the TS manual:
"Stock issues that have multiple stock splits over an extended time have reduced ranges in testing that cause profitable trades to become losing trades because of the operating costs associated with trading. For instance, an issue of stock that has split 2-for-1 five times during the past twenty years, would have a profit range reduced from .20 per share to .10 after the first split, .05 after the second split, .025 after the third split, 0.0125 after the fourth and .00625 after the fifth split. Simply put the profit range of the stock was reduced from twenty cents per share to less than 1 cent per share during the twenty-year period because of price adjustments made from stock splits.
Another issue that affects backtesting is that the same of shares cannot always be bought because the range becomes compressed as a stock splits. If a fair comparison to buy and hold is to be hand, the same number of share times the original purchase as the current number of splits needs to be used. Over its history, Microsoft shares have split ot where 288 shares are equal to originally buying one."
So - as I mentioned, TS stores a dividends and splits separately from the stock and then uses them to adjust the price to gain a more accurate backtesting picture.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Regarding 2 - If you use Quotes Plus as a data source for AmiBroker, you can acces unadjusted data
> for accurate backtesting (there is an option in the config screen).
> You can also use unadjusted data using Yahoo Finance. It is explained how
> to turn off adjustment (import raw data)
> http://www.amibroker.com/kb/2007/08/04/amiquote-and-free-data-from-yahoo/
>
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "droskill" <droskill@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, March 26, 2009 5:08 PM
> Subject: [amibroker] Re: Tradersstudio
>
>
> There's essentially two features that I like in TS:
>
> 1. Reporting - the reporting is much nicer than what is currently available in AB. It basically generates a mini-Excel document
> with tabs/worksheets - provides some great data on the performance of your system. It also provides a nice clean single page of
> open positions. All there in AB, but not done as nicely.
>
> 2. TS Stocks - a unique feature that currently requires CSI Data for it to work (and I'm considering switching to CSI in general).
> Basically, CSI provides data for the stock, data for the splits and data for dividends as separate files. TS then constructs their
> own internal TS Stock that will be more accurate when backtested.
>
> I _love_ AB - but I find, personally, that doing some stuff in it is rather difficult without knowing the custom backtester. An
> example: reading portfolio equity - I'd love to be able to do this without using the custom backtester but that is what is required.
> In contrast, TS has only one "level" - so I find it a bit easier to do some specific tasks.
>
> Now AB has a host of features that TS can't touch, including speed, rotational backtesting/portfolios - so for now I need both.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@> wrote:
> >
> > May I ask why & how do you use Tradersstudio? Any features that AB is missing?
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@> wrote:
> > >
> > > Norgate is likely, when they get finished with an upgrade this year, to be my preferred data vendor - they're not quite there
> > > yet for me (I want a single provider for both Amibroker and Tradersstudio) but I'm guessing they will be soon.
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@> wrote:
> > > >
> > > > Norgate data is very good
> > > >
> > > > --
> > > > Cheers
> > > > Graham Kav
> > > > AFL Writing Service
> > > > http://www.aflwriting.com
> > > >
> > > >
> > > >
> > > > 2009/3/24 jmdeacon <jmdeacon@>:
> > > > > I currently use Telechart EOD data. I have used it for the last 3 years and have only found a handful of instances of bad
> > > > > data. I am interested in having delisted data to eliminate survivorship bias and heard about Norgate. They provide delisted
> > > > > historical data back to 1950.
> > > > >
> > > > > Does anyone have any opinions on the quality of the Norgate data?
> > > > >
> > > > > Thanks,
> > > > >
> > > > > John
> > > >
> > >
> >
>
>
>
>
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