Issue when running ETF Trading with BB Bands Template

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nibor200
Posts: 63
Joined: Wed Oct 22, 2014 11:03 am

Issue when running ETF Trading with BB Bands Template

Post by nibor200 »

I was viewing your Dec 5, 2013 video on ETF Trading with Bollinger Bands, and around the 34th minute you show your results of running the ETF BB Signals for a data period ending 8/20/2013 and beginning 6 years earlier. You show 8 Buy next day limit signals highlighted in yellow, along with the closing prices of each of the ETFs.

I ran the same template and I only get 7 Buy next day limit signals on 8/20/2013 because XLF is not listed as a signal.

Furthermore every close price shown on my copy of Edgerater is different than the close prices you showed in your Dec 5, 2013 video. For example, on mine DIA close is 145.95 and on your video its 149.75.

Has something gone wrong with or changed with the Yahoo data feed in Edgerater? because when I check my other sources of stock info the close price for DIA on 8/20/2013 is 149.75 not 145.95.

Thanks,
Ed S.
Chris White
Posts: 201
Joined: Mon Nov 29, 2010 9:21 pm

Re: Issue when running ETF Trading with BB Bands Template

Post by Chris White »

The difference is most likely to do with dividends, see my blog post about this:
http://www.edgerater.com/blog/index.php ... cktesting/

To check, take a look at the historical price table on Yahoo and look at the AdjClose column. You’ll also see a row in that table whenever a dividend is issued.
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