I agree. Delisted stocks should be removed from the date they were delisted moving forward. not from the entire database thus rendering backtests/search stratagies thru various market conditions skewed and unreliable.
I recently found this while reviewing/comparing previous backtests against a tweaked search strategy. I thought it was something I did wrong, couldn't imagine VV would allow something as critical to their platform as historical data to be skewed.
A search has been built that provides an acceptable, somewhat consistent, pattern over various market conditions spanning the past decade. A hundred or more backtests in the making only now to find the results are skewed rendering a high percentage of the backtests unreliable.
Judging by previous posts it appears this problem has been ignored by VV for some time now, perhaps it's time to reseach another vendor ?
Dan Keeley
supported this idea
·
I agree. Delisted stocks should be removed from the date they were delisted moving forward. not from the entire database thus rendering backtests/search stratagies thru various market conditions skewed and unreliable.
I recently found this while reviewing/comparing previous backtests against a tweaked search strategy. I thought it was something I did wrong, couldn't imagine VV would allow something as critical to their platform as historical data to be skewed.
A search has been built that provides an acceptable, somewhat consistent, pattern over various market conditions spanning the past decade. A hundred or more backtests in the making only now to find the results are skewed rendering a high percentage of the backtests unreliable.
Judging by previous posts it appears this problem has been ignored by VV for some time now, perhaps it's time to reseach another vendor ?