PortfolioTK
Why don't
all the graphs update when I enter individual trades in?
Most of the
graphs are controlled by the month-ending account value entered in the
right side-bar of
the Equity Charts tab, not the individual trades entered in the Trades
tab. The reason for this is to make sure statistics are calculated on exact account
values so their are completely accurate. If these values were calculated off of downloaded
historical data from your individuals trades, it is possible to have incorrect results based on bad
data or other discrepancies. Therefore, we think the month-ending account value is the best
method of calculating statistics and certain graphs.
When I
change the "To" date, why do the statistics and charts change?
The
statistics and charts are based on the values between the account "To"
and "From" date, not the
total number of account value entries. This is used so you can see
statistics on a certain timeframe.
Why
can I only plot the comparative indices on the Equity Charts tab when
graphing the VAMI equity curve and not the Account Value equity curve?
VAMI
provides an equal comparison across various instruments. It starts all
account values at the same level and disregards the
negative effects that deposits and withdrawals would have on the equity curves. Because of this,
it is the most appropriate to use for performance comparisons.
Why
when closing the application, even after saving, sometimes not all of
my account values are saved?
The only
values that are saved are the values between the "From" and "To" date
in the Account Value
excel grid (those values visible in the excel grid). If you have
month-ending values that go until 2007 but the "To" date is
set to 2006, only values from the initial "From" date to the "To" date (in this case 2006) will
be saved.
QuotesTK
What
format is the downloaded data in?
Quotes are
downloaded into ASCII .csv format. Since the data comes
from Yahoo Financial, the columns are set up to reflect
theirs:
Date / Open / High / Low / Close / Volume
Why is the
first download so slow?
The first
index download has to download all the securities quotes back to the
initial date that you set. Depending on this date, this could be
thousands of quotes for each security and takes time even with
multi-threading. After the first download, only quotes between the last
update and the current date will be downloaded. This makes all
subsequent updates significantly faster.
I know only
the most recent quotes are downloaded, but some securities seem like
they are taking longer to download than others?
This can
happen because of two reasons.
1) The first can occur if the security does not go
back as far as the initial date you set to get data from. For example,
the security only has quotes back to 2000, but you set the initial date
to 1990. When QuotesTK sees the date in the file being after the user
set initial date, it tries to download back to the initial date even
though those quotes do not exist. A solution is after getting the first
quotes back to a certain date, set the initial date to a later more
recent date like 2000.
2) The second could be because a split has occurred. In these
instances, all quote information is downloaded over again back to the
user set initial date to make sure all previous quotes take this split
into consideration.
Are
your downloaded quotes split adjusted?
Yes! All
data is both split and dividend adjusted (rounded to 4 decimals) so you
know can run system strategy development tests with confidence.
Are
you planning on adding more indices?
Yes! The
first version comes with a basket of some of the largest, most
respected indices. Later releases will include other indices.
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