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Strategies & Market Trends : TA-Quotes Plus -- Ignore unavailable to you. Want to Upgrade?


To: Jim Snyder who wrote (8933)3/12/1999 8:00:00 AM
From: Nine_USA  Read Replies (1) | Respond to of 11149
 
Jim,

I don't think the QP2 database lets you calculate
what a stock price might have been on any day of the last
2 years, for example.

I do analysis based on QP2 based on price, volume, and
fundamental data.

I find that price level is definately correlated to
subsequent performance and is an important variable
among the 60 or so I pay attention to.

In order to backtest based on data as it existed at the time
(and NOT as is is corrected to, or modified to) I output (each market day) a mini datafile of the variables I am interested in for about
6600 stocks. I then use a custom program to backtest
investment approaches against realistic history. To do
'backtesting' only on CURRENT QP2 information, would yield highly
distorted results.



To: Jim Snyder who wrote (8933)3/12/1999 9:46:00 AM
From: John Schott  Read Replies (1) | Respond to of 11149
 
Presplit Pricing

QP2 does have a feature under the Maintenance Tab that can let you see what the splits are and when. The info is in the dbf and mdx files called qp2split.

Gary provides some tools to allow a visual basic program to be written that accesses the raw data. I'm not sure of what it includes, but perhaps someone here can comment on whether there might be a way of making an "unsplit price file". (Clearly, you could do it manually for an individual stock by making a scan that posted prices based on a date based multiplier.)