Feels wrong doesn't it. But his buy and hold strategy (which I assume is for reference only) showed a $581K loss. On $25 per tick that equates to 23,000 points. So something wrong there...either it was more than $25 per tick, or it's not the SPI.
HI,It's SPI from Yahoo data.
So I do want have real history data.
581K is not my system. It's a buy & hold strategy which compare my system.
the buy & hold strategy is a fix strategy in this analysis software.
Was not aware yahoo has SPI quotes. Do you have a link?
Do you want daily, daily cash hours only, minute or tick?
What have you been back testing on?
Not saying that is your strategy. Just saying based on the results either the data is wrong or something else funny, because a single $25 SPI contract will not produce such result over the testing time frame.
Type the code SPI into yahoo you actually get Merrill LynchI hope the system wasn't developed on Merrill Lynch data and applied to the SPI... or perhaps Merrill is the ultimate leading indicator for the SPI.
It's not SPI but SP200 like ASX.
So it's most similar like real SPI
Your data is most likely rubbish. The ASX has a staggered open over the first 8 minuets. So if you are taking trades on the open ASX200 prices your system is not workable.
As for the data you do know daily data will have the overnight trades in it?
Yes,the data is not real data. But it can show something in history.So I attached a real trading record.
I know the daily data have overnight trading,but I just need (9:50~16:30).
Bad data is one thing, but this is misleading data.
Also, TH are you exporting the data via NT? The new NT seems to have exporting issues..
TH are you exporting the data via NT? The new NT seems to have exporting issues..
Haven't noticed, like what?
Data export freezes randomly, will work 1/2 the time.
So you disregard the -581k in buy and hold because the data is not accurate, but still believe your profit figure on short term is accurate.
I think you ened to get some real data.
-581k is not my system. It's buy&hold....to compare.
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