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Portfolio123 » List all forums » Forum: Errors » Thread: Problem with Rank Dates in new Backtester around 9/11 |
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Total posts in this thread: 2 |
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gviersen
Advanced Member
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Appears when you run a back test starting prior to Sep 2001 - the rank dates are AFTER the period's starting date beginning the week of 9/17/01 (e.g., it uses the 9/22/01 rank date) and continuing through the remainder of the backtest. Sure it is just a mix up due to the data reporting around 9/11, but the results are incorrect!! The results shown in the Backtest Summary are subsequently different than if you look at the detailed portfolios selected. The detailed portfolios appear to be working properly (i.e., selecting the companies based on the proper ranking dates.), but (for example) even show a different number of companies than that shown in the Summary. Tried it with the P123 Canslim screen and got the same issue as with my own screens, so must be a universal glitch. |
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marco
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Should be fixed now. You are correct, we don't have data for 9/11 since Multex (now Reuters) was down that weekend. The result was that the backtest was using data in the future after 9/11. Thanks for catching this. ---------------------------------------- Portfolio123 Staff |
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