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I run v 9.0 professional with e-signal for data..
I have been getting massive data spikes on running the system
tester. e.g. a low of $1.57 on MCD against the typical price of
around $29. This is despite clearing the cache prior to running the
test.
The period I was testing with the system tester was 4383 5 Minute
Bars 24/02/2005 14:40 through 16/05/2005 21:00. So if the system
being tested is unchanged then each test should return identical
results. Not so.
Also the problem does not occur on every run. When it does occur it
affects different stocks.
Symbols it occurred with included MCD, MLNM, MDT.
Spikes are found by viewing results of tests and finding enormous
gains/losses in equity in a very short time. "Plot on chart" shows
numerous huge spikes (not at opening time). These are also shown on
the Positions tab.
The effect of this is that every test requires wading through all
the results (for each stock) to identify those with
"suspicious"
results and then checking each of these stock's detailed
positions.
This is hugely time-consuming.
Equis have advised on how to clear the problem. As a follow I have
asked them
a) how to prevent it occurring.
b) An easy way (non-manual) of identifying when it has/is happening.
(it is very obvious in a chart but in a system test or exploration,
it is often only uncovered on delving into the data).
These questions were asked 24/5 and as of today I have not had any
form of response despite a reminder.
Has anyone else had a similar problem?
regards
Campbell
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