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Hi-
You might look at TBSP. They provide end of day stocks, options, futures,
etc. and maintian historical data on their site. Their price is reasonable.
I have not studied the quality of their data.
Good luck,
-Tom McDaniel
b519b@xxxx wrote:
Does any one know of an inexpensive research databasefor US stocks? A research database includes "dead" stocksthat are no longer listed for active trading. All thecommercial databases I know of only contain "survivor"stocks. I would prefer to do my backtesting using a database containing both dead and survivor stocks.Zacks has informed me they have such a "research" database which is priced for institutional buyerswho do not mind the $15,000US/year subscriptionfee. That is out of my price range, so I was wonderingif anyone knows of another option.b--- In amibroker@xxxx..., b519b@xxxx... wrote:
Tomasz,Thank you for the insight into future upgrades. Although I am disappointed to learn the plans for 4.0 do not include adding more data arrays to be stored by AB, I do appreciate learning about
this
now. It will help me plan how I will approach importing and
storing
my extra fundamental data.I would like to explain why I had hoped 4.0 would store extra data in addition to O,H,L,C,V,OI in the AB database. It has to do with the "survivor" bias in most commercial databases. One of the best things about AB is that it gives the user control over the AB database. My commerical data provider follows industry practice of purging any delisted stock from its database. Yahoo also does the same. This is fine for stock picking, but it makes backtesting results less reliable. For example, data on GOTO can not be found
on
Yahoo since mid-October, but all its historical data is still in AB's database on my harddisk. So far the only commerical data provider that includes "research" stocks (that is the stardard way to refer to what I call "dead" or "delisted" stocks) is ZACKS' premium (15,000$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 importwizard which will allow 10 new data arrays to be imported?Ideally these would allow the importing of positive andnegative decimalized numbers. I really hope it might be included even if it is just an interim step to 4.0 sincethese would make life soooooooo much easier. Thanks foryour consideration.
Things will be implemented differently:AmiBroker 4 will support data feed DLLs that will enable youto connect with any data source.There will be 6 standard arrays (as it is now) O, H, L, C, V, OIthat will have to be implemented by any data feed DLL.In addition to that every data feed DLL will be able to exposeany 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 fromeach other. The result is that you can not currently callanother formula... but (probably in 3.9) I will add #include directive that will allow to share code snipletsbetween various formulas.For the time being the only way to share the functionsbetween various formulas is to use external COM objector 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 PMSubject: [am
ibroker] 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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