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This is why it's important to test on data that your system will actually
use. This phenonmena applies to all markets -- futures, stocks, indexes.
DTN data is not the same as BMI data is not the same as Quote.com data is
not the same as eSignal data and so on. Most importantly, your data vendor
is not the same as sterile and cajoled data sold by some data vendors that
even admit to mixing data from different feeds!! Results will vary because
internal calculations (MA, Stoch, etc) will be based off different data.
This is one big reason why it's important to collect and save your own
data -- so you can backtest against data and vendor your system will
actually trade on. Data can and does differ significantly between vendors.
B.
-----Original Message-----
From: LScharpen@xxxxxxx [mailto:LScharpen@xxxxxxx]
Sent: Friday, October 25, 2002 6:54 AM
To: kentr@xxxxxxxxxxxxxx
Cc: omega-list@xxxxxxxxxx
Subject: Re: Difference in market breadth quotes between various rt data
vendors
After several futile attempts at trying to define, understand and reconcile
the fact that different vendors provide different 'numbers', I gave up and
decided to Declare that MY vendor had the 'numbers' I would live (or die)
with. My 'solution' sure doesn't 'feel' very good but at least I've now got
more spare time after eliminating the time I spent 'worrying' about why the
numbers were different. :)
Lee
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