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chi, at what time do you grab the price? at what time do you "give up" and just default to prior close?

chi, I'm aware that because some stocks open later than others, some idexes must provide Special Opening Quotations (SOQ). SOQs use a methodology that defaults individual equity opening prices to the previous close price if there is no volume on that stock during whatever initial time interval...

thanks for the response, chiguy. although it may seem strange, i like the way one of my brokers usually defaults opening prices to the previous close. works really well in my backtesting. i'm want to know why and how i can replicatie their methodology for calculating the opening prices.

the index data seem to open at the previous close more consistently with some data providers than others, and I'm wondering why. Here are some additional possibilities for the differences of the opening price when looking at different data vendors. There are several methods to receive the...

thanks rickty. turns out i had some additional code disrupting things.

i even tried a boolean...comes out a little bit better...now it trades aqua bars with some non-aquas thrown in.

I would expect the code below to 1) color bars aqua, trade the same aqua-colored bars. this isn't the case. instead, the bars i am looking to identify are set to aqua, but different bars are traded. this seems bizarrely buggy to me, but since I'm a newbie, I must be doing something dreadully...

<b>...and perhaps data from a particular vendor is an indicator in it's own right?<b/>

hi mapi. the system is very simple. it uses opens and closes. what happened to the guy that traded his system with the data vendor that worked best?

wierd thing regarding the csi data...it seems more consistent with yahoo than with fidelity.

Any contract out there track the IRX tit for tat, more or less? ZQ is fed funds, but I don't think that mirrors the IRX short term bond index. thanks

you can select "adjusted prices"...that may be your prob with yahoo. i'm just wondering about the tiny differences.

Ten year data Fidelity vs. Bigcharts vs. Yahoo vs. Yahoo Historical Look at the discrepency amongthe data (below). I don't know who to trust for backtesting! Anyone with experience care to comment? I need precision. System works amazing through Wealth Lab Pro, load up the Yahoo historical...

and what about more than one market?

kiwi, thanks for the insight. the strategy was based on the cash INDU. i suggest using the ^djx through yahoo if anyone needs cheap historical data for cash index without the extreme tails.

i need humor at this point. thanks for making me laugh.

sorry, but i gotta bump

There seems to be a discrepency for the daily hi and low quotes of the INDU when you compare the day's quote and the historical data quote of Yahoo. The historical data gives a higher range. why is this? this is pretty bad for backtesting! notice: today's HL, regular quote...

yes ivan, USD/CAD. for some reason the spread got super illiquid. the MMs left the building. bid and ask size were 1/100 of normal size and, consequently, A/B spreads were almost 100 X larger than normal.

looks like oanda is the place to be for the cando at the 6-PM time slot.