NexusFi: Find Your Edge


Home Menu

 





Is the historical data of TS reliable?


Discussion in TradeStation

Updated
    1. trending_up 810 views
    2. thumb_up 1 thanks given
    3. group 2 followers
    1. forum 4 posts
    2. attach_file 2 attachments




 
Search this Thread

Is the historical data of TS reliable?

  #1 (permalink)
slicent
Taipei City
 
Posts: 15 since Jul 2020
Thanks Given: 10
Thanks Received: 0

I have used TS for more than four years.
I use it for backtesting and automated trading.
But I recently discovered that its historical data is wrong in somewhere.
so i'm wondering whether to continue to use his historical data.

I use its daily data since 2000 and trade AD, W, PL, QM...
Someone has profited from its historical data?
or have any suggestions?
or where can I buy daily data for TS?

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
MC PL editor upgrade
MultiCharts
ZombieSqueeze
Platforms and Indicators
Could it be that currency futures are way easier to trade?
Currencies
Quant vue
Trading Reviews and Vendors
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
 
  #2 (permalink)
 kevinkdog   is a Vendor
 
Posts: 3,664 since Jul 2012
Thanks Given: 1,892
Thanks Received: 7,359


slicent View Post
I have used TS for more than four years.
I use it for backtesting and automated trading.
But I recently discovered that its historical data is wrong in somewhere.
so i'm wondering whether to continue to use his historical data.

I use its daily data since 2000 and trade AD, W, PL, QM...
Someone has profited from its historical data?
or have any suggestions?
or where can I buy daily data for TS?

Do you have any examples of where it is wrong?

You can always email [email protected] and they will correct any incorrect data points...

Follow me on Twitter Reply With Quote
Thanked by:
  #3 (permalink)
slicent
Taipei City
 
Posts: 15 since Jul 2020
Thanks Given: 10
Thanks Received: 0



kevinkdog View Post
Do you have any examples of where it is wrong?

You can always email [email protected] and they will correct any incorrect data points...


螢幕擷取畫面 2023-03-07 072533


螢幕擷取畫面 2023-03-07 072727


Any case like this, open=low=high=close is a wrong data.
And there are other wrong data after comparing with barchart's data...

Reply With Quote
  #4 (permalink)
 kevinkdog   is a Vendor
 
Posts: 3,664 since Jul 2012
Thanks Given: 1,892
Thanks Received: 7,359

Certainly looks fishy. What were approximate dates of those? I'd just like to check and see what I see here.

And [email protected] are the people to e-mail this about.

Follow me on Twitter Reply With Quote
  #5 (permalink)
slicent
Taipei City
 
Posts: 15 since Jul 2020
Thanks Given: 10
Thanks Received: 0


kevinkdog View Post
Certainly looks fishy. What were approximate dates of those? I'd just like to check and see what I see here.

And [email protected] are the people to e-mail this about.

I have e-mail the Data Integrity of TS this morning and wait for its reply...

2004/2 2007/11,12

moreover... 2003/3-7 2001/6~2002/9

Reply With Quote




Last Updated on March 6, 2023


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts