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donbrown10
Posted: Monday, February 08, 2010 1:31:21 AM

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Joined: 8/17/2009
Posts: 13
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Location: USA

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)

and March 26, 2007 (not 2006);

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

 

 

Patrick
Posted: Monday, February 08, 2010 2:10:15 AM


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Joined: 4/25/2009
Posts: 74
Points: 200
Location: USA

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

 

donbrown10
Posted: Wednesday, February 10, 2010 9:21:32 PM

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Joined: 8/17/2009
Posts: 13
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Location: USA

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              
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      
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      
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      
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      
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      
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      
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      
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      
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      
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%

Patrick
Posted: Thursday, February 11, 2010 5:40:53 PM


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Joined: 4/25/2009
Posts: 74
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Location: USA

I will check it out over the weekend.

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