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Hi,
Was running a stock+futures system and got >1000%
profit each month. But lost $$ trading it. Only a
very detailed analysis revealed what was wrong.
Historybank.com's data seems to be stamped 1 minute
later than it should be. Their 09:31am bars, for
instance, seem to reveal what happened between
09:30:00 and 09:30:59.
Would not the correct stamping for such activity be
09:30:00? In other words, at any point in time, the
time on the right side of a realtime 1 min chart
should = current time in minutes + 1. So in
backtesting my system (which used a correctly-stamped
futures data provider) was trading something that
should have already moved, thus leading to false
profits.
I am wondering if this is e-signal's fault (provider
for historybank.com?). My data source is quote.com +
dynastore. I suspect Tradestation Pro has the same
problem, but since it is all wrong by the same amount
it shouldn't matter. What is the story with other
data providers? Comments welcome.
Jack
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