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  1. R

    How to measure yield?

    You can substitute daily account snapshots with monthly, BUT if in addition you had made deposits/withdrawals not in the first or the last day of the month (exactly speaking not in the day of monthly statements you have) then you have no enough data to calculate your return precisely. Degree...
  2. R

    How to measure yield?

    You need variable base account value and daily yields to make your calculations correct. It should look like in the attached file. Use Date, Account, Deposit/Withdrawal columns to fill your real data and enjoy daily yield and yield from the beginning calculated.
  3. R

    my trading system backtest

    How many stocks did you take into account? Did you apply filters on price/volume? How long does your system hold positions (in average, min, max)? How are the entry signals of your system distributed in time? May be they all happen in one day. What is the result of your system for 2006-2007?
  4. R

    IB & Excel: No "Today's OPEN" via DDE -> ActiveX?

    First of all you need ActiveX component (Tws.ocx). Then make it available for Excel VB (go to VB, then in menu use Tools/References... and there mark Tws ActiveX control module with checkbox, use Browse button and browse to the Tws.ocx module if you do not see such component in list of...
  5. R

    Target prices for backtesting

    Thanks, but I could not find there what I seek. I mean averaged target prices given by analysts. Like "PRICE TARGET SUMMARY" section shown by http://finance.yahoo.com/q/ao?s=AA but I need such data for the whole list of stocks and on a periodical basis.
  6. R

    Target prices for backtesting

    Where can i find historical target prices data free or for reasonable price? I know that only latest values of target prices are available free at yahoo. And even to perform paper trading i need to look thru hundreds of their pages. But i'd like to backtest.
  7. R

    Looking for delisted stock list

    I wrote that even with such filter (and with some filter on volume) system gives too much. Delisting may happen because of mrgr/acq, becoming private or whoever knows what else.
  8. R

    Looking for delisted stock list

    Yes, i need EOD data for delisted stocks to perform tests of some trading strategy (it gives too fine results even with anti survivorship-bias filters on price and volume). It's not clear for me - How does CSI provide their EOD data. As far as i could figure out they give software and userid...
  9. R

    Looking for delisted stock list

    Wanted data (at reasonable price) for delisted stocks. Please, recommend data vendor.
  10. R

    IB DDE basic question

    i have the same problem with too large last id. does anybody know the solution?
  11. R

    Briefing.com Platinum abuse

    i know, thanks
  12. R

    Briefing.com Platinum abuse

    Why does Platinum account at briefing.com occasionally allow/deny more than one user logged in from different computers. It would be better to use one account for 3 users, but sometimes it is allowed, sometimes not. Whoever knows how to get benefit from this issue (get stable access to...
  13. R

    Wanted historical estimates data

    thanks a lot, i'll try that sources, hope they'll help
  14. R

    Wanted historical estimates data

    Does anybody know where to find historical analysts estimates data (estimates for EPS, tgt price, revenue, guidances, surprises)? E.g. i'd like to know how much analysts estimated 2005 EPS of INTC as of 07/01/2004, as of 04/01/2004. What providers of such kind of a data can you recommend?
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