Quantcast
  1. This site uses cookies. By continuing to use this site, you are agreeing to our use of cookies. Learn More.

OV historical pricing data values changed?

Discussion in 'OptionVue Forum' started by Bryan Doyle, Feb 21, 2016.

  1. Bryan Doyle

    Bryan Doyle Well-Known Member

    I am backtesting some of John Locke's youtube M3 trades and have discovered that the option price (MktPr) has changed from the time John posted his video until today. I will call OV tomorrow to ask why but I thought I would post a question here to see if anyone else has come across this.

    I am attaching 2 pics. One pic is a screen grab from JL's 12/15/14 trade. Look at the MktPr for Jan 1050 P. It shows 28.15. The other pic is from backtesting today and it shows a price of 33.30 for the same option. Why the difference?

    I have stepped thru by 30 minutes, checked on different days around this same time period and I am seeing these large price differences. So then I downloaded ov archive data for 2014 and replaced this data in my archive file. But my price stayed the same 33.30

    In the Model for RUT I have all the JL recommended settings including MktPr = (10B +10A + Last)/21.

    Any ideas on such a big difference? I have been away from using ov for the past couple of years, was there some type of historical data change?

    If you go into backtrader on 12/15/14, what price do you get for the Jan 1050 P?
    OV22115.jpg John Locke.jpg
     
  2. meyer99

    meyer99 Well-Known Member

    Brian,
    I am on version 7.83.
    My prices agree with John. Also RUT index was 1159 that day at 15:30, you are showing 1155.
     
  3. Bryan Doyle

    Bryan Doyle Well-Known Member

    Meyer99, thanks for checking for me. This is really strange. I will call OV tomorrow and report back.

    I should have mentioned in my original post that I tested this with both ov 7.83 and 7.85.

    Maybe I will try completely deleting my archive folder.
     
  4. Bryan Doyle

    Bryan Doyle Well-Known Member

    Did a new, fresh install. I still have the same option price differences although now RUT is showing 1159 at 15:30.

    Meyer99, maybe you have an older already downloaded price file for 12/12/14 that has the original prices like in JL video and somehow these price files have changed at OV subsequently?
     
  5. meyer99

    meyer99 Well-Known Member

    Brian,
    I never did any major download of data. But maybe when I originally went over the M3 course (18 months ago) those prices were downloaded via backtrader and stay like that in my machine?
     
  6. Bryan Doyle

    Bryan Doyle Well-Known Member

    Yes, I believe OV downloads prices in the archive folder for any asset you are using in back trader mode. That way it is faster the next time you test the same date.

    I will call OV tomorrow.

    Strange issue.

    Thanks for helping out.
     
  7. Rick

    Rick Active Member

    Brian: I'll take a stab at a potential issue that I had to deal with. Are you in the Eastern Time Zone like J. Locke? Have you made any time zone changes?
    When I recently moved from the East coast to Denver I had to make modifications to the time stamps of previously run backtests in OV to get the pricing to correlate. Before I did this I was also getting unexplainable price differences because OV was looking at a different data point than I thought it was.
     
  8. Bryan Doyle

    Bryan Doyle Well-Known Member

    Rick, thanks. I figured this out this morning.....dumb mistake. It's been a couple of years since I have used OV.
     

Share This Page