have to say it is getting horrible. I did a download of the data saturday on 2 computers. This morning I do a download on 1 of the computers not sure if I already did a download. Calculating the signals on both computers I get a different backtest result. Now a do a dowload on the other computer again and now the backtest is the same again.
Obviously again this weekend a bunch of dead symbols have disappeared or who knows what but something changed. Just horrible, Ed ----- Original Message ----- From: Edward Pottasch To: [email protected] Sent: Monday, May 28, 2007 5:22 PM Subject: Re: [quotes-plus] changes in the database ok Gary, thanks for your reply. I understand that a lot of users would not want these symbols to stay in the database but for proper backtesting it seems quite important to me. In my case I expect it will not make too much of a difference, still it is dangerous for people building portfolio based systems. The hassle for me now is that when calculating my signals for the next day the equity changes because symbols suddenly disappeared. This indeed seems to be happening every other day lately. I was puzzled by it because I made some changes to my system and couldn't figure out what might be wrong. But I found the solution is easy: symbols suddenly disappear. I have to say that I am not really pleased with it, regards, Ed ----- Original Message ----- From: gary To: [email protected] Sent: Monday, May 28, 2007 3:15 PM Subject: Re: [quotes-plus] changes in the database Hi Ed What Lionell pointed out was the translate table used to translate our symbols into different symbools for Metastock users. It doesn't have anything to do with keeping dead symbols in the database. We don't keep dead symbols, they will be purged more frequently that in the past, as the dead symbols cause problems for others. Best regards, Gary Lyben ----- Original Message ----- From: Edward Pottasch To: [email protected] Sent: Monday, May 28, 2007 3:33 AM Subject: Re: [quotes-plus] changes in the database ok thanks, on first glance it seems a bit hard to use this in the practice since how do you know which symbols will be removed next. There must be some automated way ... rgds, Ed ----- Original Message ----- From: Lionel Issen To: [email protected] Sent: Sunday, May 27, 2007 11:20 AM Subject: RE: [quotes-plus] changes in the database Open qp_meta.exe. The last button is “edit translate table”. Hope this helps. Lionel From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Edward Pottasch Sent: Sunday, May 27, 2007 1:57 AM To: [email protected] Subject: Re: [quotes-plus] changes in the database ok thanks I couldn't find it but I will check with Amibroker since I use QP data only through Amibroker. There is a database setting in Amibroker that will not retrieve symbols without data but even before this function was added I believe symbols just lost all historical data once they were delisted from their exchange, rgds, Ed ----- Original Message ----- From: Lionel Issen To: [email protected] Sent: Sunday, May 27, 2007 4:14 AM Subject: RE: [quotes-plus] changes in the database QP has a feature, I think its called a dictionary, that enables your to continue using your old symbols which QP recognizes as equivalent to the new signals. Lionel From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Edward Pottasch Sent: Saturday, May 26, 2007 4:42 PM To: [email protected] Subject: Re: [quotes-plus] changes in the database hi, splits are one reason why my backtest looks a little different from one day to the other simply because a signal is not generated after a split or the other way around. Another more important reason for backtests to suddenly change is the fact that symbols are removed from 1 day to the other. Friday's backtest still used HCA en CMVT while the backtest for monday will not use them since the symbols are no longer there ... I understand that symbols that are no longer valid are removed but for backtesting it is horrible ... for proper portfolio backtesting one would need symbols to remain in the database for some period of time in my opinion. regards, Ed ----- Original Message ----- From: gary To: [email protected] Sent: Friday, May 25, 2007 12:55 PM Subject: Re: [quotes-plus] changes in the database There is no list you can look at. There can be a lot of changes on any day, yesterday, a lot of dead symbols were deleted. Here are the recent splits: SYMBOL,DATE,NEWQUAN,OLDQUAN VIVO ,5/14/2007,3,2 GENRD ,5/15/2007,1,6 AOGS ,5/15/2007,1,20 AAA ,5/15/2007,69.75,25.12999916 INSP ,5/16/2007,24.59000015,18.29000092 MZ ,5/16/2007,1,10 NXY ,5/16/2007,2,1 FCEN ,5/16/2007,1.5,1 EWNR ,5/16/2007,10,1 TPC ,5/16/2007,1,10 CECB ,5/17/2007,2,1 RDDI ,5/17/2007,2,1 IBOC ,5/17/2007,1.100000024,1 CZNB ,5/18/2007,1.049999952,1 IBOC ,5/19/2007,1.100000024,1 AMLS ,5/21/2007,1,20 IEX ,5/22/2007,3,2 KSW ,5/22/2007,1.049999952,1 SAMBD ,5/23/2007,1,2.5 WAIN ,5/23/2007,1.049999952,1 VCBC ,5/24/2007,1.049999952,1 IDUL E,5/24/2007,1,1000 APPA ,5/25/2007,1,4 PCBK ,5/29/2007,1.100000024,1 FPBI ,5/29/2007,1.049999952,1 ATLS ,5/29/2007,1.5,1 GIL ,5/29/2007,2,1 FLPB ,5/30/2007,1.049999952,1 PPFS ,5/30/2007,1.039999962,1 POT ,5/30/2007,3,1 SOCB ,5/30/2007,1.100000024,1 PRWT ,5/30/2007,1.049999952,1 FMX ,5/31/2007,3,1 VSEA ,5/31/2007,3,2 Gary ----- Original Message ----- From: Edward Pottasch To: [email protected] Sent: Friday, May 25, 2007 4:33 AM Subject: [quotes-plus] changes in the database hi, is there a list where QP3 shows what changes are made to the database? For instance splits? Sometimes I get a difference in the return of a backtest which I can't explain. Today I downloaded the data on both computers so I can not locate where the difference occurs. Usually this is caused due to a split. Which changes were made yesterday? And where can I find a list of changes for future reference? thanks, Ed No virus found in this incoming message. Checked by AVG Free Edition. Version: 7.5.472 / Virus Database: 269.8.0/819 - Release Date: 5/26/2007 10:47 AM No virus found in this outgoing message. Checked by AVG Free Edition. Version: 7.5.472 / Virus Database: 269.8.0/819 - Release Date: 5/26/2007 10:47 AM No virus found in this incoming message. Checked by AVG Free Edition. Version: 7.5.472 / Virus Database: 269.8.0/819 - Release Date: 5/26/2007 10:47 AM No virus found in this outgoing message. Checked by AVG Free Edition. Version: 7.5.472 / Virus Database: 269.8.0/819 - Release Date: 5/26/2007 10:47 AM
