- ago
Hello,
something is wrong with the data from EODHD on 7.3.2024. The chart looks strange. Also, there was no full trading day on that day. Nevertheless, there are bars with the timestamp of 16.00. In my backtests the pre and post exchange is deactivated.
Furthermore, I get no results if 7.3.2024 is included.
Best regards
Hans

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- ago
#1
QUOTE:
Also, there was no full trading day on that day.

Well you can blame NYSE and Nasdaq on that 😂
U.S. Markets Close at 13:00 ET today, Site Maintenance

QUOTE:
The chart looks strange.

What exactly? And what EODHD extension's build are you using (WL8 > Tools > Home Page)?
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- ago
#2
I use the extension 13. the current one.

What I meant is why do I have bars on my chart even though I don't use pre and post market data. Also, there is a long fuse that I see in several charts.

If the market closes at 16.00 on a normal trading day, then there is the last bar at 16.00.

So the last bar should actually appear on the chart on 7.3.2024 at 13:00. But this is not the case. Because the 60-minute chart clearly shows that bars are still entered after 13:00.

I have been trading this strategy for almost 2 months and have not yet had any similar problems with the backtest evaluation.

I therefore believe that the problem is related to the premature trading shot.

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Cone8
 ( 5.57% )
- ago
#3
Currently (and unfortunately) Markets in WealthLab are not aware of days with special hours.
Until that's addressed, you have to manage strategies for days like those yourself.
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Glitch8
 ( 10.10% )
- ago
#4
The MarketDetails class has a virtual method SpecifyMarketHours that can be used to identify days with non standard hours.
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Cone8
 ( 5.57% )
- ago
#5
That's good news. Then we can probably get the "US Stocks" Market in shape for Build 94.
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- ago
#6
Hello,
before 2023, the data in the chart was correct with a shortened trading day. I looked at the chart in 30 minute intervals. (AAPL).
I checked the following days:
7.3.2019
12.24.2020
11.26.2021
11.25.2022

The following trading days are no longer shown correctly:
7.3.2023
11.24.2023

I don't know why the dates from 2023 onwards are no longer displayed correctly.

Best regards
Hans



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Cone8
 ( 5.57% )
- ago
#7
It's a bad sample.
Special hours for the U.S. Market are not currently implemented, before 2023 or after.
They're inserted for Build 94. There's no reason to look further.

Edit -
Glitch below pointed out that I duplicated some work. When updating this, I didn't notice that we actually did have SpecialHours implemented up to 2022-11-26.
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Glitch8
 ( 10.10% )
- ago
#8
I believe they were updated until 2021. Thanks for getting them updated to current year and beyond!
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