FT.............your last two posts are very enlightening, thank you!
At this point are we to provide EOD data to you for this comparison by VP?
And yes, the forward test continues. I am doing Strats #3 & #5. robrob has been emailing me each night with his daily results using Strat #2 and I believe Rocket and drjoe4x are on schedule as well. As soon as I receive the weeks results from everyone, I will post the combined results from week #3.
(As a side note, my demo account has grown very nicely using Strat #5 and CSI data along with my VP!)
At this point are we to provide EOD data to you for this comparison by VP?
And yes, the forward test continues. I am doing Strats #3 & #5. robrob has been emailing me each night with his daily results using Strat #2 and I believe Rocket and drjoe4x are on schedule as well. As soon as I receive the weeks results from everyone, I will post the combined results from week #3.
(As a side note, my demo account has grown very nicely using Strat #5 and CSI data along with my VP!)
Quoting fijitraderDislikedI advised Len that the average differences in data discrepancies we are experiencing are not the problem but the anomolies over 10 pips are the real issue. I mentioned that such discrepancies do not occur in the real world with such frequency and magnitude or the arbitrage opportunities in forex would be huge -- but in fact they are not.
His response was to ask if we can provide EOD data from the companies we are getting our trading data from as a comparison. He also indicated that he cannot simply go to CRB and say that Genesis data is different because CRB would just say "we get our data from another source and that is why our figures are different".
At this point one thing we can do is check the EOD data from our own brokers or chart providers and determine which of the data sources (crb, CSI, GEN) are most closely in line with our own trading data (dealing station).
Regardless after further discussion I was pleased that Len agreed to compile actual data (as opposed to the predicted data) and look further into this issue on our behalf and I'll keep you posted of new developments.
One thing that did come out in our discussion that we will most likely find very useful is that there is a one to one correlation between input data and ph/pl output. Therefore I'd say this confirms one contributors previous observation in this forum -- that when there is a gap in market data over the weekend it is advisable to add or subtract the gap to the predictions for the day following the gap. For example if the predicted high for the euro is 1.2100 and the gap over the weekend was +80 pips then the predicted high for the euro should be 1.2180 and the predicted low should also have that amount added.
I have not seen any new posts here lately. I hope everyone is still continuing with their forward testing. This has been an enlightening experience so far.
FTIgnored