Weird issue here - I found that one symbol I've been trading (AAON) went haywire after they split in August. After pulling down the data, I realized that the entry price is correct, but the exit price is the un-adjusted price.
In trading messages with DTN, I got this feedback:
"The gaps you see are due to splits. We only adjust daily data for splits. We do not adjust intraday data."
What's odd is the entry data for backtesting is correct on the hourly signal, but the exit data isn't always right.
I can send a data file with the details, but here's an image:
In trading messages with DTN, I got this feedback:
"The gaps you see are due to splits. We only adjust daily data for splits. We do not adjust intraday data."
What's odd is the entry data for backtesting is correct on the hourly signal, but the exit data isn't always right.
I can send a data file with the details, but here's an image:
Rename
I don't know what to make of your spreadsheet. I don't know the source of the data, when or how it was created.
WealthLab makes the adjustment for IQFeed intraday data. If it didn't you would have "cliffs" in your charts - a big problem for indicators and backtests.
If your intraday AAON chart from IQFeed isn't adjusted for a split, just refresh it by right clicking it and "Reload Chart Data from Provider".
WealthLab makes the adjustment for IQFeed intraday data. If it didn't you would have "cliffs" in your charts - a big problem for indicators and backtests.
If your intraday AAON chart from IQFeed isn't adjusted for a split, just refresh it by right clicking it and "Reload Chart Data from Provider".
I tried to reload as suggested but no change. Here's a sample of the chart; and I get the same result when I use TD or IQfeed.
You need to start over. Choose your option:
1. Click File > Open Wealth-Lab User Data Folder
Then in the IQFeed folder you'll see a bunch of "Minute" folders. Go to each one and delete the AAON.QX files.
- OR -
2. Delete your IQFeed data to make sure this problem isn't elsewhere too.
Data Manager > Historical Providers > right click IQFeed > Delete Local Files
Here's the problem...
You're using the IQFeed "Regular Session Open" (RSO) option, but didn't update a Daily chart for AAON after the split before requesting intraday bars for AAON.
Read about RSO in the User Guide > IQFeed topic.
RSO requires that you perform Daily scale updates first because this is where the "corrected" opening prices for intraday data come from.
So that you don't have to think about it in the future, do this:
1. Create IQFeed DataSet(s) of all the stocks you're trading.
2. In the Data Manager, select the DataSet, and with Scale: Daily selected at the top, Update DataSet.
3. In the Schedule Update tab, schedule updates.
Scheduled updates will always update your Daily data first so this it's available for intraday updates that follow.
I'd recommend scheduling for the early morning so that IQFeed has had their chance to process splits. But be wary - even they miss them sometimes.
1. Click File > Open Wealth-Lab User Data Folder
Then in the IQFeed folder you'll see a bunch of "Minute" folders. Go to each one and delete the AAON.QX files.
- OR -
2. Delete your IQFeed data to make sure this problem isn't elsewhere too.
Data Manager > Historical Providers > right click IQFeed > Delete Local Files
Here's the problem...
You're using the IQFeed "Regular Session Open" (RSO) option, but didn't update a Daily chart for AAON after the split before requesting intraday bars for AAON.
Read about RSO in the User Guide > IQFeed topic.
RSO requires that you perform Daily scale updates first because this is where the "corrected" opening prices for intraday data come from.
So that you don't have to think about it in the future, do this:
1. Create IQFeed DataSet(s) of all the stocks you're trading.
2. In the Data Manager, select the DataSet, and with Scale: Daily selected at the top, Update DataSet.
3. In the Schedule Update tab, schedule updates.
Scheduled updates will always update your Daily data first so this it's available for intraday updates that follow.
I'd recommend scheduling for the early morning so that IQFeed has had their chance to process splits. But be wary - even they miss them sometimes.
Thanks! That worked.
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