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Tomasz,
Thank you for explanding on the implications of the new ASCII import
wizard planned for the 4.0 upgrade. I had not realized its
significance and that is why I omitted the paragraph.
I do have a question for further clarification: As I understand it,
there is currently no plans for the 4.0 upgrade to store in the AB
database any of the extra imported data. The extra fundamental data
would cease to reside in AB once AB is shut down. The extra data
would thus only reside permanently in one place -- in my ASCII file.
(For reasons explained in my previous post I need to store this
fundamental data separately from the database maintained by my data
provider since the provider purges data from "dead" stocks.) If this
is so, I would need to re-import the ASCI file everytime I restart
AB. Is that correct?
Best regards,
b
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> 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@xxxx>
> 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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