Sliema+Sliema/Malta
Experience: None
Platform: Multicharts, Proprietary
Broker: IB,IQFeed,Barcharts.com
Trading: Stocks,Futures
Posts: 40 since Mar 2014
Thanks Given: 87
Thanks Received: 20
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Hi ABCTG,
Unfortunately that does not do the trick. It fixes some things but still with major problems. I cleared all the symbols but here is Proctor & Gamble for March 6th.
This shows up in the back test as a 13.6% loss for that day on that trade which in the real world would never happen. Sure you can correct this by hand but a 100 symbols in Portfolio Trader?
If I compare my two feeds on one year of minute data, there is a difference of 4% in PnL just due to data differences. That is quite a lot on an equity strategy with no leverage. I think there is room on both sides to make this slightly less problematic.
regards,
Alex
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