RE: [amibroker] Incorrect backtest results on 2 Yahoo Databases

[Terry]

VLO has had 2 splits recently. If your original yahoo database was kept current by just updating nightly, it's possible you have data that is not split adjusted.   -- Terry   -----Original Message----- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of eric paradis Sent: Sunday, June 11, 2006 17:11 To: amibroker@yahoogroups.com Subject: [amibroker] Incorrect backtest results on 2 Yahoo Databases   Hi,   I am having a problem with my Amibroker 4.80 installed software. I added a new database using yahoo free data from 1980-present, and I use an old db which is also from yahoo free data. The backtests are generating differect trades now depending on the data being used.     Can anyone explain why this is occuring on multiple stocks? Thanks, Eric     Old Database works fine:   Ticker      Trade Date  Price Ex. date    Ex. Price   % chg Profit      % Profit    Shares      Position value    Cum. Profit # bars  Profit/bar  MAE   MFE   Scale In/Out      Initial risk $ R-Multiple  VLO   Long (max loss)   1/2/2001    8.89439     1/5/2001    7.83583 -11.90%     -775.67     -11.95%     730   6492.91     -775.67     4     -193.92 -15.33%     2.02% 0/0   649.29      -1.19 VLO   Long  2/7/2001    8.89081     3/13/2001   9.15781     3.00% 189.36      2.96% 720   6401.38     -586.31     24    7.89  -4.56%      7.76% 0/0   640.14      0.30 VLO   Long (max loss)   5/11/2001   11.7763     6/14/2001 10.1556     -13.76%     -877.34     -13.80%     540   6359.22     -1463.65 24    -36.56      -13.89%     7.08% 0/0   635.92      -1.38 VLO   Long (max loss)   4/1/2002    11.9591     4/24/2002   11.1162 -7.05%      -448.84     -7.08%      530   6338.33     -1912.48    18    -24.94 -7.05%      0.00% 0/0   633.83      -0.71 VLO   Open Long   11/3/2003   10.4867     6/8/2006    58.62 459.00% 28877.60    458.96%     600   6292.00     26965.12    655   44.09 -0.73% 574.67%     0/0   New Datbase with error:   Ticker      Trade Date  Price Ex. date    Ex. Price   % chg Profit      % Profit    Shares      Position value    Cum. Profit # bars  Profit/bar  MAE   MFE   Scale In/Out      Initial risk $ R-Multiple  VLO   Long (max loss)   1/2/2001    8.88399     1/5/2001    7.82592 -11.91%     -775.31     -11.95%     730   6485.31     -775.31     4     -193.83 -15.34%     2.02% 0/0   648.53      -1.20 VLO   Long  2/7/2001    8.88112     3/19/2001   8.21925     -7.45% -479.43     -7.50%      720   6394.41     -1254.74    28    -17.12      -9.18% 7.76% 0/0   639.44      -0.75 VLO   Long  4/9/2001    9.14245     5/8/2001    10.2592     12.21% 778.92      12.17%      700   6399.72     -475.82     21    37.09 -0.03% 28.76%      0/0   639.97      1.22 VLO   Long  5/11/2001   11.7665     5/31/2001   10.7882     -8.31% -530.47     -8.35%      540   6353.92     -1006.29    14    -37.89      -8.57% 7.01% 0/0   635.39      -0.83 VLO   Long (max loss)   4/1/2002    11.9389     4/24/2002   11.1062 -6.97%      -443.47     -7.01%      530   6327.64     -1449.76    18    -24.64 -7.00%      0.00% 0/0   632.76      -0.70 VLO   Long  11/3/2003   10.4766     8/6/2004    16.6806     59.22% 3781.98     59.18%      610   6390.74     2332.22     191   19.80 -0.73% 86.00%      0/0   639.07      5.92 VLO   Long  11/17/2004  21.0943     1/6/2005    20.9296     -0.78% -52.30      -0.80%      310   6539.24     2279.92     35    -1.49 -3.07% 12.53%      0/0   653.92      -0.08 VLO   Long  1/14/2005   23.304      4/18/2005   33.1954     42.45% 2768.48     42.43%      280   6525.11     5048.39     64    43.26 -0.77% 74.75%      0/0   652.51      4.24       __________________________________________________ Do You Yahoo!? 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