FT.........here is the requested data from CSI
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Quoting BeachBumDislikedFT.........here is the requested data from CSIIgnored
Quoting fijitraderDislikedOne of the reasons for data discrepancies may be due to something I noticed in your history spreadsheet. All of the currencies were forex pairs except one. The BP-cash.hst does not have the same identity in VP as GBP-USD cash.hst output file. Now the numbers may be the same in each but I don't know if they are or are not. Regardless would you furnish the GBP-USD-cash.hst file instead of the bp-cash.hst file. I want to eliminate any possible opportunities for error.
Thanks for all your great work.
FTIgnored
Quoting fijitraderDislikedOne of the reasons for data discrepancies may be due to something I noticed in your history spreadsheet. All of the currencies were forex pairs except one. The BP-cash.hst does not have the same identity in VP as GBP-USD cash.hst output file. Now the numbers may be the same in each but I don't know if they are or are not. Regardless would you furnish the GBP-USD-cash.hst file instead of the bp-cash.hst file. I want to eliminate any possible opportunities for error.
Thanks for all your great work.
FTIgnored
Quoting BeachBumDislikedI know I am not the only one who had an incredible day with VP!
Strat #5 took my demo account up almost 20% with "set & forget" trading. Monitoring trades earlier in the day would have produced a bigger gain.
However............I did monitor my 'real' account trading with Strat #5 and gained 28% with 'real' money.........................WOW!!!
This VP stuff is awesome!Ignored
Quoting BeachBumDislikedI know I am not the only one who had an incredible day with VP!
Strat #5 took my demo account up almost 20% with "set & forget" trading. Monitoring trades earlier in the day would have produced a bigger gain.
However............I did monitor my 'real' account trading with Strat #5 and gained 28% with 'real' money.........................WOW!!!
This VP stuff is awesome!Ignored
Quoting fijitraderDislikedAll data from the three providers CSI, GEN, CRB is now in. Thanks for posting it for me guys. I'll post the massaged results in the next day or so.
Again thanks for all your efforts. This has been an illuminating exercise.
FTIgnored
Quoting BeachBumDislikedI know I am not the only one who had an incredible day with VP!
Strat #5 took my demo account up almost 20% with "set & forget" trading. Monitoring trades earlier in the day would have produced a bigger gain.
However............I did monitor my 'real' account trading with Strat #5 and gained 28% with 'real' money.........................WOW!!!
This VP stuff is awesome!Ignored
Quoting fijitraderDislikedOk so here is the comparison. I've run a few different scenarios through this data but I did not include them in the spreadsheet because they were cumbersome to explain. However the data as it sits I believe to be accurate for data and provider. For no other reason than the order in which I got the data -- I listed CRB in the first column. After that I simply compared the other data provders to CRB. This has nothing to do with any belief that CRB should be the standard to compare to. Without a reference standard -- It was just a lot less work than tripling the size of the spreadsheet and using each provider as the standard to compare the other two with -- which anyone can do with copy and paste if they so choose.
As for the data itself it is appalling that the differences between data providers are so diverse. Some being more than 80 pips out, lots around 50 pips or so, and the number of days that providers are out more than 10 pips of each other is astonishing. I'd like to find the explanation for such dramatic differences. I'm surprised that VP has not sorted this out long ago. However I'll reserve judgment until I get some explanations. Anyone?
Worth of note is that Genesis had only one missing day of data in each currency. CRB had at least three missing days of data in each currency. CSI had one missing day of data in each currency and 12 YES that's TWELVE missing days of GBP data. Each of you should complain to your data provider for not replacing those missing days of data. For the amount they charge more than 1.00 a day for a simple ohlc for each day it should be accurate. Also I suspect that missing data throws off the next predictions. We'd need to contact VP to find out a definite answer to that.
FTIgnored
Quoting BeachBumDislikedFT.............thanks for taking the time to make this comparison!!!
After reviewing this spreadsheet, I am appalled at the difference in predicted h/l!!!
Can we take this data and compare with the actual h/l for each day to determine which provider's data provided the most accurate predictions?
The differences shown in this spreadsheet would be, could be, significant enough to have a genuine impact on a trading system, 'set & forget' or otherwise.
I would like to dig deeper into this!Ignored
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