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Erroneous price history?

New here. A first attempt on trying out this platform is attached. The price history for ticker WAFD_W seems to cause major issues when backtesting attached algo. My algo is short the ticker on 2015-11-02, price is $7.88, then on 2015-11-03 somehow your price history has it that it ends up on $10'006.99, which seems erroneous when checking other sources of price history. This obviously sends the algo into huge negative territory and renders the backtesting chart unreadable. Anybody seen something similar? Solutions?

1 response

It does look like there is a single close price which is wrong

2015-11-03 14:31:00+00:00 10006.99

However, a bigger issue is how thinly traded this stock is. It only traded 4 minutes of the day on 2015-11-02 and once (this bad data point) on 2015-11-03. The backtester doesn't model these thinly traded stocks well at all. It's a good idea to filter your universe at a minimum to QTradeableStocksUS or more realistically Q1500US. That way you will get a more realistic test of your logic.