Watch out for missing data on Google's feed if backtesting

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SeanBannister
Posts: 11
Joined: 04 Jan 2011

Watch out for missing data on Google's feed if backtesting

Postby SeanBannister » 09 Jan 2011

I just noticed that Google's data sometimes contains missing days which they fill with 0. This means if you backtest on the data with a trailing stop loss you always get stopped out because the stock hits $0.

An example can be seen with BAP:
http://finance.google.com/finance/histo ... e=1.7.2011
Have a look at the 1st, 2nd, 3rd, 6th March 2000. I compared it with Yahoo's data and Yahoo contains the correct stock prices, Google just contains 0.

I've noticed this on a number of stocks so it seems to be a system wide problem for Google.

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