In several backtests I do on the stock exchange in Brazil (bovespa), the WL7 assumes as an entry price = 0. How to correct this error?
Rename
This is the effect of historical stock splits combined with display rounding. Your stocks have probably split many times so the adjustments made its prices in the beginning look very low.
On second look, the OHLC of select affected symbols just does not correspond to Yahoo's. What's your source of data? You can read it at the bottom of the chart.
It's likely a data error.
1. First check if there's a bar on that data for those instruments,
2. If there is, check to see if the Opening price is non-zero.
Of course, as Eugene said, it's important to know the data provider in order to check its data. Let us know what you find.
1. First check if there's a bar on that data for those instruments,
2. If there is, check to see if the Opening price is non-zero.
Of course, as Eugene said, it's important to know the data provider in order to check its data. Let us know what you find.
If only that reported profit of infinity was possible! When I see inifinity, I know it's data error with a zero open price.
You can help eliminate that by adding a minimum price buy condition of .25 or .5 or $1 to help minimize those false trades in the backtest
And what about my Siacoin trades at 0.01234? I could also give you example of a bitcoin cross to drive home the point.
data source : yahoo finance
Forget about their charts. Here is the page you should really be looking for because it is used as the source of downloaded data (it's the "Download" button there to be precise):
https://finance.yahoo.com/quote/JHSF3.SA/history?p=JHSF3.SA
Point is, downloaded data by Yahoo may be erratic. Let me see if we can beef up the Yahoo historical data provider to ignore such bad bars.
https://finance.yahoo.com/quote/JHSF3.SA/history?p=JHSF3.SA
Point is, downloaded data by Yahoo may be erratic. Let me see if we can beef up the Yahoo historical data provider to ignore such bad bars.
Also note that you can make Wealth-Lab fix those zero bars in your data by going to the Data Manager > Data Integrity. Highlight affected symbols, check "OHLC Values with Zero" and "O/C outside of bar H/L range" and click "Perform Data Cleanup".
As an alternative, reload your corrupt data - see my Post #3 in the topic below for a how-to:
https://www.wealth-lab.com/Discussion/Not-all-of-a-DataSet-s-symbols-are-loaded-in-backtest-6759
On a closing note, avoid updating Yahoo data too early: the Brazilian symbols only become ready the next morning at best.
As an alternative, reload your corrupt data - see my Post #3 in the topic below for a how-to:
https://www.wealth-lab.com/Discussion/Not-all-of-a-DataSet-s-symbols-are-loaded-in-backtest-6759
On a closing note, avoid updating Yahoo data too early: the Brazilian symbols only become ready the next morning at best.
QUOTE:
Point is, downloaded data by Yahoo may be erratic. Let me see if we can beef up the Yahoo historical data provider to ignore such bad bars.
Checked in for build 23.
Your Response
Post
Edit Post
Login is required