Backtest with EOD data - how to decide entry/exit point?

Huh? Seems like you have a bug in either your data source or your parsing of it. You should not observe Open or Close that is higher than the High OR lower than the Low! I use Quandl and sometimes just yahoo and have not observed that issue. Post you source and error (with source data) and someone here may be able to assist in finding the issue. (What "downloading tool" are you using?) -- Closing price will be typically the most stable, but you will likely want to have access to OHLC for some stuff!
 
Yahoo has plenty of errors in their data especially when it comes to highs and lows. But your data seems much worse than that, would hesitate ever using it.
 
I used some program called yloader, and I used google as data source. I'm not sure how good the program is, apparently not good enough. I might just start putting something together to scrape Google's API and start accumulating 1min data(seems like I can get 10 days worth of it)

Meanwhile, Quandl seems a good choice for EOD data. Thanks stepandfetchit
 
You must log in or register to reply here.
Back
Top