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RE: [amibroker] importing ASX data: Stocks vs Options/Warrants



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Thanks 
heaps William! That's just the sort of thing I was looking 
for
<FONT face=Arial color=#0000ff 
size=2> 
The 
composites issue gives rise to another thought...the composites here seem to all 
start with "~". Is it possible to perform one scan that moves such symbols to 
one group, then (in the same script) another that moves remaining stocks over 6 
characters to the Options/Warrants group (or would you do it the other way 
around...or am I simply getting carried away)?
 
Eg 
<FONT face=Arial color=#0000ff 
size=2>(I 
know the first character identification is wrong, and strongly suspect the 
nesting is incorrect too),
<FONT face=Arial color=#0000ff 
size=2> 
// 
---------------- mod script start 
------------------------------------
<FONT face=Arial color=#0000ff 
size=2>{ oStock = oStocks( i ); oTicker = 
oStock.Ticker;
 
<FONT face=Arial color=#0000ff 
size=2> if( oTicker.length == 6 ) /* Change the ticker length here 
*/ { oStock.GroupID = 254; /*Change the GroupID here 
*/ }if(oTicker.left(1)=="~");   /* My pathetic 
approximation of identifying the first character :^)
<FONT face=Arial color=#0000ff 
size=2>{
<FONT face=Arial color=#0000ff 
size=2> oStock.GroupID = 253; /*Change the GroupID here 
*/<FONT face=Arial 
color=#0000ff size=2>}
}
// 
---------------- mod script end 
------------------------------------
<FONT face=Arial color=#0000ff 
size=2> 
<FONT 
size=2>Regards,        
Mark
<BLOCKQUOTE 
>
<FONT face=Tahoma 
size=2>-----Original Message-----From: William Peters 
[mailto:williampeters1@xxxx]Sent: Saturday, 5 October 2002 
3:39 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: 
[amibroker] importing ASX data: Stocks vs 
Options/Warrants

<FONT face=Arial color=navy 
size=2><SPAN 
>Hi 
Mark,
<FONT face=Arial color=navy 
size=2><SPAN 
> 
<FONT face=Arial color=navy 
size=2><SPAN 
>If you 
decide to go down this road, inside the attached zip file is a modified 
version of the script Tomasz wrote which moves all the tickers with 6 
characters to GroupID 254 (which you can change to whatever you want, the 
GroupID that is.)
<FONT face=Arial color=navy 
size=2><SPAN 
> 
<FONT face=Arial color=navy 
size=2><SPAN 
>Keep 
in mind that it will also move any &#8216;composites&#8217; with 6 characters. Also it 
takes a little while for the script to complete once its 
started.
<FONT face=Arial color=navy 
size=2><SPAN 
> 
<FONT face=Arial color=navy 
size=2><SPAN 
>Regards,
<FONT face=Arial color=navy 
size=2><SPAN 
>William
<FONT face=Arial color=navy 
size=2><SPAN 
> 
<FONT face=Arial color=navy 
size=2><SPAN 
>ps. To 
modify the script just open it in Notepad and make changes, then save and 
run.
<FONT face=Arial color=navy 
size=2><SPAN 
> 
<FONT face=Arial color=navy 
size=2><SPAN 
> 
<FONT face=Arial color=navy 
size=2><SPAN 
> 
<SPAN 
>-----Original 
Message-----From: Mark Allen 
[mailto:mpa@xxxx]Sent: 
Friday 4, October 2002 6:48 PM<SPAN 
>To: amibroker@xxxxxxxxxxxxxxx<SPAN 
>Subject: RE: [amibroker] importingASX 
data: Stocks vs Options/Warrants
<SPAN 
> 
<SPAN 
>Graham,<FONT 
color=black><SPAN 
>
<SPAN 
> <FONT 
color=black><SPAN 
>
<SPAN 
>Thanks for that suggestion, it 
sounds like an interesting alternative to what I was thinking of 
doing. Are you able to fill me in on how you go about "filter(ing) 
my incoming data download" to achieve this end?<FONT 
color=black><SPAN 
>
<SPAN 
> <FONT 
color=black><SPAN 
>
<SPAN 
>(One of the reasons I started looking 
for alternatives was that Tomasz' delete script also deletes existing 
composites, which I would prefer to keep with their descriptive names, making 
pre-filtering more desirable)<SPAN 
>
<SPAN 
> <FONT 
color=black><SPAN 
>
<SPAN 
>Mark<FONT 
color=black><SPAN 
>
<SPAN 
> <FONT 
color=black><SPAN 
>
<SPAN 
> <FONT 
color=black><SPAN 
>
<SPAN 
>> Mark> 
What I have done is filter my incoming data download into separate> 
databases as I only trade shares and warrants. The options do not> 
download at all.> I then have separated databases in Amibroker for 
shares/indices, and> another for warrants.> 
Graham<SPAN 
>
<SPAN 
> <FONT 
color=black><SPAN 
>
<DIV 
>
<P class=MsoNormal 
><FONT 
face=Tahoma color=black size=2><SPAN 
>-----Original 
Message-----From: kaveman 
[mailto:kavemanperth@xxxx]<SPAN 
>Sent: Saturday, 5 October 2002 11:34 
AMTo: 
amibroker@xxxxxxxxxxxxxxx<SPAN 
>Subject: Re: [amibroker] importingASX 
data: Stocks vs Options/Warrants<SPAN 
>
<P class=MsoNormal 
><FONT 
face="Courier New" color=black size=2><SPAN 
>Hi 
All,<SPAN 
>For 
some time I've been deleting ASX options and warrants after 
theirimport into AB's database, since I felt there was little 
need tohandle them if I didn't intend to trade them. For one 
reason oranother I've decided to start keeping them, but am 
finding the manualjob of sorting them into separate groups from 
Stocks extremely tedious(Symbol/Organize assignments). This 
raises two questions:1) Is it acceptable practice to sort 
both Options and Warrants intoone group and Stocks into another, 
or is it more desirable to alsosplit Options and Warrants into 
their own separate groups (forscanning as distinct entities due 
to predictable differences inbehaviour or handling 
etc)?2) Tomasz provided a script (attached) some time ago 
with which todelete ASX warrants and options, since it filters 
based on the numberof characters in the symbols name (ASX stocks 
have 3 character codes,options and warrants have 6 characters) 
before deleting the latter. Ipresume this script could be 
modified to perform a groupID change(rather then DELETE) if the 
first scenario above was deemedacceptable. I also presume it 
could even be modified to separateoptions and warrants giventhat 
warrants (as far as I know) contain"W" as the fourth character in 
their codes, if the second scenarioabove was deemed preferrable. 
Unfortunately, after looking at theattached script and the 
documentation, I can see I'm a long way offfrom learning the 
solution that way. I thought there had been previousdiscussion on 
this issue quite some time ago, but Yahoo searches havecome up 
empty. I'm very curious to know what other ASX users are doingthe 
handle this issue, what solutions you may have in place, and 
whatcomments you care to make about this issue in 
general.Any and all feedback greatly 
appreciated.Regards,      
Mark<SPAN 
><FONT face="Courier New" 
color=black size=2><SPAN 
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