BullCharts : Data integrity http://www.bullcharts.com.au/forum/ This is an XML content feed of; BullCharts : TradeSim discussion : Data integrity Copyright (c) 2006-2009 Web Wiz Forums - All Rights Reserved. Wed, 15 Apr 2026 07:17:59 +0000 Sat, 16 Jun 2007 12:12:38 +0000 http://blogs.law.harvard.edu/tech/rss Web Wiz Forums 9.69 360 www.bullcharts.com.au/forum/RSS_post_feed.asp?TID=386 BullCharts http://www.bullcharts.com.au/forum/http://www.bullcharts.com.au/images/bull_logo.gif http://www.bullcharts.com.au/forum/ Data integrity : Hello I tried the link to your... http://www.bullcharts.com.au/forum/forum_posts.asp?TID=386&PID=1570#1570 Author: hellodolly
Subject: 386
Posted: 16 Jun 2007 at 12:12pm

Hello

I tried the link to your suggested article. Didn't work.

What am I doing wrong?

thks

]]> Sat, 16 Jun 2007 12:12:38 +0000 http://www.bullcharts.com.au/forum/forum_posts.asp?TID=386&PID=1570#1570 Data integrity : Thanks Edited by Jester http://www.bullcharts.com.au/forum/forum_posts.asp?TID=386&PID=1564#1564 Author: Jester
Subject: 386
Posted: 08 Jun 2007 at 10:53am

Thanks


Edited by Jester]]> Fri, 08 Jun 2007 10:53:15 +0000 http://www.bullcharts.com.au/forum/forum_posts.asp?TID=386&PID=1564#1564 Data integrity : I don't think the errors... http://www.bullcharts.com.au/forum/forum_posts.asp?TID=386&PID=1563#1563 Author: scrooge
Subject: 386
Posted: 08 Jun 2007 at 9:31am

I don't think the errors I have pointed out above have been corrected except NHC.

Reach your own conclusions!
]]> Fri, 08 Jun 2007 09:31:01 +0000 http://www.bullcharts.com.au/forum/forum_posts.asp?TID=386&PID=1563#1563 Data integrity : Just started using Bullcharts... http://www.bullcharts.com.au/forum/forum_posts.asp?TID=386&PID=1560#1560 Author: Jester
Subject: 386
Posted: 06 Jun 2007 at 5:12pm

Just started using Bullcharts and I am impressed but I am wondering how good is the data quality now.  Does anybody have an opion? The last post in this thread was almost 10 months ago.]]> Wed, 06 Jun 2007 17:12:49 +0000 http://www.bullcharts.com.au/forum/forum_posts.asp?TID=386&PID=1560#1560 Data integrity : Shame to have to get data from... http://www.bullcharts.com.au/forum/forum_posts.asp?TID=386&PID=1436#1436 Author: scrooge
Subject: 386
Posted: 01 Oct 2006 at 8:51am

Shame to have to get data from two sources though isn't it]]> Sun, 01 Oct 2006 08:51:21 +0000 http://www.bullcharts.com.au/forum/forum_posts.asp?TID=386&PID=1436#1436 Data integrity : The solution I think is to get... http://www.bullcharts.com.au/forum/forum_posts.asp?TID=386&PID=1435#1435 Author: edstar
Subject: 386
Posted: 30 Sep 2006 at 5:59pm

The solution I think is to get data from somwhere else. The list of errors is too high.

I have obtained Metastock data and sucessfully adjusted it.

es

 

 

]]> Sat, 30 Sep 2006 17:59:04 +0000 http://www.bullcharts.com.au/forum/forum_posts.asp?TID=386&PID=1435#1435 Data integrity : Another problem I have found... http://www.bullcharts.com.au/forum/forum_posts.asp?TID=386&PID=1433#1433 Author: scrooge
Subject: 386
Posted: 21 Sep 2006 at 1:41pm

Another problem I have found is with NHC which was listed on16/9/03.  There is data prior to this which is nothing to do withNHC (possibly back door listing?), share price falls from about 5.50 toabout 0.50 on the listing date!

And another with VKI capital restructure 12/4/02.


Edited by scrooge]]> Thu, 21 Sep 2006 13:41:17 +0000 http://www.bullcharts.com.au/forum/forum_posts.asp?TID=386&PID=1433#1433 Data integrity : I have noticed problems with the... http://www.bullcharts.com.au/forum/forum_posts.asp?TID=386&PID=1432#1432 Author: scrooge
Subject: 386
Posted: 21 Sep 2006 at 7:13am

I have noticed problems with the data integrity but I can't offer asolution other than e-mailing info@bullsystems.com.au and askingBrendon for his comments.  The lack of pre 2001 adjustments is onething, the missing adjustments later than that are inexcusable in myopinion. 

An example is missing name changes in 2006 (MRS/MON, SEE/MUT, TGD/FNT,NMC/IAU).  These were caused by a system problem which alsoaffected RCD/AFG.  RCD/AFG was adjusted some other way becausesomeone  kept e-mailing and asking for something to be done. 


]]> Thu, 21 Sep 2006 07:13:50 +0000 http://www.bullcharts.com.au/forum/forum_posts.asp?TID=386&PID=1432#1432 Data integrity : Hi There appear to be no adjustment... http://www.bullcharts.com.au/forum/forum_posts.asp?TID=386&PID=1431#1431 Author: edstar
Subject: 386
Posted: 20 Sep 2006 at 4:06pm

Hi

There appear to be no adjustment factors before 2000, and some of the subsequent adjustment factors are missing. This makes back-testing prior to 2000 essentially useless, and renders backtesting after that time suspect.

Example: AAT undertook a 4:1 share split on 20/9/99. The dataset has a closing price of $4.00 on that date. The next closing price is $1.02 on 6/10/99. A properly adjusted data-set would adjust for this.

The best fix is probably to use Metastock data. However this has its own problems, since it does not allow the data to easily be dividend-adjusted. To see why dividend adjustment is necessary, refer to the following article.

www.trendfollowing.com/whitepaper/Does_trendfollowing_work_on_stocks.pdf

Has enyone else noted this problem and / or obtained a fix? Does anyone know where to purchase dividend-adjusted Metastock data?

]]> Wed, 20 Sep 2006 16:06:37 +0000 http://www.bullcharts.com.au/forum/forum_posts.asp?TID=386&PID=1431#1431