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Stock EGLP-2012 terrible data responsible for worst S&P500 tests

Hi, this terrible stock data is responsible for inaccurate S&P500 group tests (it is responsible for all the biggest losses in my backtest).
Please see the screens.

Best regards,
Michal

Attachments

Chart.png

(77.22 KiB)

Backtest.png

(670.41 KiB)

Quality.png

(190.78 KiB)

Votes 0
Project QuantDataManager
Type Bug
Status New
Priority Normal

History

Michal

26.09.2023 11:27

Task created

Tamas

26.09.2023 12:47

Hello Michal,

please download the latest build of sqx 138, the one from the task here https://roadmap.strategyquant.com/tasks/sq4_010439

https://cdn.strategyquant.com/install/sq/138/SQX_138_final_win_20230925.zip

The gaps are corrected/filled with the last known ohlc value instead of 0.

We will look deeper why these gaps exists especially for symbol EGLP-2012

Thanks for your work!

Sincerely,

Tamas

Michal

26.09.2023 15:09

Hi Tamas,
Thanks for the info. I'm testing the new build just now. I'll let you know if I find something wrong ;)
Michal

Votes: 0