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 Rank: Member Groups: Member
Joined: 8/17/2009 Posts: 13 Points: 39 Location: USA
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Patrick,
Well you uncovered something strange which maybe you can offer some advice on. I was reading the prices from my Amibroker chart of MDY and although I had accidentally typed in 2006, instead of 2007, in my spreadsheet, the prices in my spreadsheet were what was shown on my Amibroker chart.
eg 3-5-2007 (not 2006)
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and March 26, 2007 (not 2006);
.JPG)
I checked the prices on google and yahoo on these particular days and they are significantly different. I originally downloaded pricing from yahoo and more recently switched to the Amiquote automatic update. How can the pricing I downloaded be so off? Now I wonder if any of my downloaded historical pricing is correct. Any ideas?
Don
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 Rank: Admin Groups: Admin
Joined: 4/25/2009 Posts: 74 Points: 200 Location: USA
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Don,
AMIQuote and Yahoo! finance data has been my worst nightmare. I used it with AMIBroker for two or three years. Volume data is 3 days behind, and AMIQuote/Yahoo! finance data will miss many many quotes. I switched my AMIBroker to PremiumData.net data and now it works like a charm.
Why AMIBroker shows the data like it does in your charts, I have not see before, but with my experience using Yahoo! quotes with AMIBroker I would not doubt there are more problems. I cannot be without AMIBroker, but AMIQuote, I do not use it anymore.Check out premiumdata.net, it is worth the price. The downloader is great, the database that comes with the software is outstanding. It includes many indexes, and groups the data in a very detailed way.
Regards,
Patrick
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 Rank: Member Groups: Member
Joined: 8/17/2009 Posts: 13 Points: 39 Location: USA
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Patrick,
Thanks for the information. I deleted the symbol from my Amibroker data base and then reloaded it using Amiquote. Same problem. I deleted it again and used the free Yahoo downloader I have and had the same problem. Yet, when I go to Yahoo and check the historical prices on Yahoo finance the Yahoo prices appear correct. Strange.
Anyway, I re-did my spreadsheet with opening day pricing from BigCharts and checked the prices against the Yahoo historical pricing on-line. There still seems to be a discrepancy in the profit generated. Can you figure out why now? ( I ignored amy dividends received).
| MTR-TM Signal Date |
Trade |
|
Buy / Sell Date |
Value MDY at Open |
Profit / Loss |
Profit / Loss |
Long Total |
| 5/16/2006 |
Down |
|
|
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|
|
|
| 6/30/2006 |
|
|
|
|
|
|
|
$10,000 |
| 8/18/2006 |
Up |
1 |
Buy |
8/21/2006 |
$136.7100 |
|
|
|
| 3/2/2007 |
Down |
2 |
Sell |
3/5/2007 |
$148.6000 |
8.7% |
$870 |
$10,870 |
| 3/23/2007 |
Up |
3 |
Buy |
3/26/2007 |
$155.8100 |
|
|
|
| 7/27/2007 |
Down |
4 |
Sell |
7/30/2007 |
$155.9500 |
0.1% |
$10 |
$10,879 |
| 9/19/2007 |
Up |
5 |
Buy |
9/20/2007 |
$161.2300 |
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| 10/19/2007 |
Down |
6 |
Sell |
10/22/2007 |
$158.1200 |
-1.9% |
-$210 |
$10,670 |
| 12/3/2007 |
Up |
7 |
Buy |
12/4/2007 |
$154.7500 |
|
|
|
| 1/4/2008 |
Down |
8 |
Sell |
1/7/2008 |
$149.0600 |
-3.7% |
-$392 |
$10,277 |
| 1/28/2008 |
Up |
9 |
Buy |
1/29/2008 |
$144.1600 |
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| 3/5/2008 |
Down |
10 |
Sell |
3/6/2008 |
$142.9600 |
-0.8% |
-$86 |
$10,192 |
| 3/24/2008 |
Up |
11 |
Buy |
3/25/2008 |
$143.1000 |
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| 6/11/2008 |
Down |
12 |
Sell |
6/12/2008 |
$155.7500 |
8.8% |
$901 |
$11,093 |
| 7/21/2008 |
Up |
13 |
Buy |
7/22/2008 |
$145.4800 |
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|
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| 9/9/2008 |
Down |
14 |
Sell |
9/10/2008 |
$140.1600 |
-3.7% |
-$406 |
$10,687 |
| 11/3/2008 |
Up |
15 |
Buy |
11/4/2008 |
$105.1400 |
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| 11/11/2008 |
Down |
16 |
Sell |
11/12/2008 |
$91.8400 |
-12.6% |
-$1,352 |
$9,335 |
| 12/3/2008 |
Up |
17 |
Buy |
12/4/2008 |
$88.1900 |
|
|
|
| 1/14/2009 |
Down |
18 |
Sell |
1/15/2009 |
$91.0500 |
3.2% |
$303 |
$9,638 |
| 3/13/2009 |
Up |
19 |
Buy |
3/16/2009 |
$84.1200 |
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| 6/18/2009 |
Down |
20 |
Sell |
6/19/2009 |
$105.6900 |
25.6% |
$2,471 |
$12,109 |
| 7/1/2009 |
Up |
21 |
Buy |
7/2/2009 |
$104.4800 |
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|
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| 7/7/2009 |
Down |
22 |
Sell |
7/8/2009 |
$100.2200 |
-4.1% |
-$494 |
$11,616 |
| 7/16/2009 |
Up |
23 |
Buy |
7/17/2009 |
$107.4300 |
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|
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| 10/26/2009 |
Down |
24 |
Sell |
10/27/2009 |
$126.3000 |
17.6% |
$2,040 |
$13,656 |
| 11/9/2009 |
Up |
25 |
Buy |
11/10/2009 |
$126.3600 |
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| 1/26/2010 |
Down |
26 |
Sell |
1/27/2010 |
$130.4600 |
3.2% |
$443 |
$14,099 |
| Actual Profit: |
40.99% |
| MTR-TM Amibroker: |
60.63% |
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 Rank: Admin Groups: Admin
Joined: 4/25/2009 Posts: 74 Points: 200 Location: USA
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I will check it out over the weekend.
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