Trouble getting a clean historical dataset

[noincomenojobnoassets]

Hi everyone,

I have a strategy that generates buy/sell signals on stocks on a 1-day basis. The strategy employs a good deal of indicators with considerable lookback periods (e.g. 75-day SMA etc.).

Now the obstacle that needs to be coped with is: I keep getting major inconsistencies when employing the strategy on various PCs. That is, there are several PCs, each of which should have an accurate historical dataset for the stock prices. These datasets have been obtained via working with this and other strategies for quite a while, adding historical data to the database when needed via Yahoo / Google connections. The NT program settings on the PCs being in use are the same.

What happens is: I do the same analysis on two independent PCs, which both have a "correct" set of historical data. On the one PC the strategy tells me it has a current AAPL position of 60 pieces, whereas on the other PC it thinks it is flat. It might as well be strategy on PC#1 thinks it has 50 YHOO, whilst the PC#2 strategy thinks it has 95 YHOO. Therefore, the signals being generated differ on the PCs being used - pretty incomfortable to think that the signals don't stem from the strategy, but more likely rely on the underlying data...

Can anyone think of a procedure to establish a "clean" dataset, meaning I can do this procedure and then do the analyses on either PC without having to worry about the data possibly being different (I'm not saying wrong) from the other PC's data?

Regards

n.i.n.j.n.a.

[NinjaTrader_Josh]

n.i.n.j.n.a.

The best way to ensure identical databases is to export the data from one computer and import it to the next. That will ensure 100% identical data sets across both machines. You can do this process through the Historical Data Manager.

[noincomenojobnoassets]

Hmm, thanks for answering.

However, I think this kind of misses the point a bit - if I get two versions of datasets, how do I know which one is the "correct" one (assuming both have been obtained in proper ways)? I mean, I'd want the signals to be generated in the most accurate possible way.

[NinjaTrader_Josh]

Unfortunately there is no metric to determine one is better than the other as this is subjective in nature. What you get is what is provided by the data provider you use. In deciding which one you ultimately want to use is up to you to decide.

[noincomenojobnoassets]

Well, the thing is: I get varying results even when using the same (!) data source on the different systems. I agree with you that the data just has to be consistent "in itself" (such as varying minute objects), but at least the results should match when applying the system on different PCs.

[noincomenojobnoassets]

Ok, solved!

Two reasons:

- different indicator setting on one PC (myself being stupid there, I admit)

- had to update dividends and splits on every stock in order to bring the results in line.

Thanks for helping Josh, and sorry for causing trouble. Is there a way to automatically update stocks and dividends for a given instrument list, by the way? Clicking them all manually might be okay for the Nasdaq 100, but what about the S&P 500...?

Regards
ninjna

[NinjaTrader_Josh]

noincomenojobnoassets,

Glad you got it resolved. Unfortunately I believe you will have to go through and update the dividends/splits as you see fit.