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Subject: Using inactive tickers in backtests

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rdencpa
Posts:10

06-08-2008 3:32 AM Alert 
I am running tests that include stocks that were taken over or stopped trading for whatever reasons. I have renamed all of the no longer trading tickers as XXX_OLD to flag them in the reports. The dollars are correct as the trade-by-trade report used the last day of data for the exit price but I would rather have the ticker show as closed with a date on the last date of data when the report date is greater than the last date of data for the ticker. Although the dollars come out right, holding periods and other calculations that use holding period will be distorted by these. Is there a way to code for this so that the ticker will be shown with a closed date and holding period rather than as "still open".
 
Thanks
Rich
murray
Posts:431

06-08-2008 1:43 PM Alert 
We will have a solution in the next beta about this.
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