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Hello,
I think that you omitted one important paragraph from my
previous e-mail:
>> In addition to that every data feed DLL will be able to expose
> > any number of extra data fields that could be arrays, numbers or
> strings.
> > In that way QP2 feed for example will expose fundamental data to AFL.
> >
> > There will be also an ASCII "feed" that you will be able to configure so
> > extra arrays are available.
This means that AB 4 will be able to access ANY number of
external arrays. You will be able to access simple ASCII file:
<ticker>,<date>,<time>,<open>,<high>,<low>,<close>,<volume>,<extra1>,<extra2>,...
and these <extraN> fields will be visible in AFL.
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
----- Original Message -----
From: <b519b@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, November 25, 2001 1:06 AM
Subject: [amibroker] Re: Hoping for Blank import arrays
> Tomasz,
>
> Thank you for the insight into future upgrades. Although I am
> disappointed to learn the plans for 4.0 do not include adding more
> data arrays to be stored by AB, I do appreciate learning about this
> now. It will help me plan how I will approach importing and storing
> my extra fundamental data.
>
> I would like to explain why I had hoped 4.0 would store extra data
> in addition to O,H,L,C,V,OI in the AB database. It has to do with
> the "survivor" bias in most commercial databases. One of the best
> things about AB is that it gives the user control over the AB
> database. My commerical data provider follows industry practice of
> purging any delisted stock from its database. Yahoo also does the
> same. This is fine for stock picking, but it makes backtesting
> results less reliable. For example, data on GOTO can not be found on
> Yahoo since mid-October, but all its historical data is still in
> AB's database on my harddisk. So far the only commerical data
> provider that includes "research" stocks (that is the stardard way
> to refer to what I call "dead" or "delisted" stocks) is ZACKS'
> premium (15,000$US/year) backtesting software but it is out of my
> price range.
>
> So,
> 1. I hope AB will always have the option of storing the basic 6
> price and volume data arrays in its own database where it will not
> get purged by a download from data providers.
>
> 2. I am disappointed 4.0 will not provide the same type of
> protection for fundamental data. That data will get purged by data
> provider's automatic downloads as soon as a stock is delisted.
>
> 3. It looks like I may go back to my original plan of "stacking" key
> fundamental data into some of the existing 6 data arrays stored in
> the AB database. To store the 9 items of fundamental data I need 19
> digits of space so OI will give 5 (an integer), and H and L will
> give 8 digits each. Testing shows this makes the charts unuseable,
> but I don't use charts for backtesting. I have yet to figure out how
> I might implement a stop loss feature since the automatic one will
> almost certainly not work given what will be in the H and L arrays.
> But I am starting to ramble on.
>
> Tomasz, thanks for listening.
>
> Best regards,
>
> b
>
> --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> > Hello,
> > > Tomasz, dare I hope that 3.9 will have an expanded import
> > > wizard which will allow 10 new data arrays to be imported?
> > > Ideally these would allow the importing of positive and
> > > negative decimalized numbers. I really hope it might be
> > > included even if it is just an interim step to 4.0 since
> > > these would make life soooooooo much easier. Thanks for
> > > your consideration.
> > Things will be implemented differently:
> > AmiBroker 4 will support data feed DLLs that will enable you
> > to connect with any data source.
> > There will be 6 standard arrays (as it is now) O, H, L, C, V, OI
> > that will have to be implemented by any data feed DLL.
> >
> > In addition to that every data feed DLL will be able to expose
> > any number of extra data fields that could be arrays, numbers or
> strings.
> > In that way QP2 feed for example will expose fundamental data to
> AFL.
> >
> > There will be also an ASCII "feed" that you will be able to
> configure so
> > extra arrays are available.
> >
> > But.. AmiBroker database will not store this "extra" fields.
> >
> > Best regards,
> > Tomasz Janeczko
> > ===============
> > AmiBroker - the comprehensive share manager.
> > http://www.amibroker.com
> >
> >
> >
> > > --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> > > > Hello,
> > > >
> > > > Currently the formulas are executed independently from
> > > > each other. The result is that you can not currently call
> > > > another formula... but (probably in 3.9) I will add
> > > > #include directive that will allow to share code sniplets
> > > > between various formulas.
> > > >
> > > > For the time being the only way to share the functions
> > > > between various formulas is to use external COM object
> > > > or plugin DLL.
> > > >
> > > > Best regards,
> > > > Tomasz Janeczko
> > > > ===============
> > > > AmiBroker - the comprehensive share manager.
> > > > http://www.amibroker.com
> > > >
> > > >
> > > > ----- Original Message -----
> > > > From: "Stephane Carrasset" <nenapacwanfr@xxxx>
> > > > To: <amibroker@xxxx>
> > > > Sent: Friday, November 23, 2001 5:20 PM
> > > > Subject: [amibroker] script = GetScriptObject();
> > > >
> > > >
> > > > > Tomacz,
> > > > >
> > > > > is there a possibility to call in a formula or in a guru
> formula
> > > > > commentary, a code of an other afl formula with
> > > > > GetScriptObject();
> > > > >
> > > > >
> > > > >
> > > > > script = GetScriptObject();
> > > > > Buy = MyFormula.afl(Buy);
> > > > >
> > > > > stephane
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > Your use of Yahoo! Groups is subject to
> > > http://docs.yahoo.com/info/terms/
> > > > >
> > > > >
> > > > >
> > >
> > >
> > >
> > >
> > >
> > > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
> > >
> > >
> > >
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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