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



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<FONT face=Arial color=#0000ff 
size=2>Thanks, William, for both the script and the link. I'm no 
programmer, so it is always fascinating (and often frustrating) to 
see how much can be done with a few simple "turns of phrase"...ifonly 
they are known! :^)
 
<FONT face=Arial color=#0000ff 
size=2>Mark
 
<BLOCKQUOTE 
>
<FONT face=Tahoma 
size=2>-----Original Message-----From: William Peters 
[mailto:williampeters1@xxxx]Sent: Sunday, 6 October 2002 
12:22 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: 
[amibroker] importing ASX data: Stocks vs 
Options/Warrants

<FONT face=Arial color=black 
size=2><SPAN 
>Your 
welcome,
<FONT face=Arial color=black 
size=2><SPAN 
> 
<FONT face=Arial color=black 
size=2><SPAN 
>I&#8217;ve 
attached a modified script which you can play with. And your certainly not 
getting carried away, many things are possible in 
Amibroker.
<FONT face=Arial color=black 
size=2><SPAN 
> 
<FONT face=Arial color=black 
size=2><SPAN 
>Regards,
<FONT face=Arial color=black 
size=2><SPAN 
>William
<FONT face=Arial color=black 
size=2><SPAN 
> 
<FONT face=Arial color=black 
size=2><SPAN 
>ps. 
This link might also be of some assistance <SPAN 
class=EmailStyle21><SPAN 
><A 
href="">http://www.javacommerce.com/tutorial/notes/_javascript_/index.html
<FONT face=Arial color=#993366 
size=2><SPAN 
> 
<FONT face=Arial color=#993366 
size=2><SPAN 
> 
<FONT face=Arial color=#993366 
size=2><SPAN 
> 
<SPAN 
>-----Original 
Message-----From: Mark Allen 
[mailto:mpa@xxxx]Sent: 
Friday 4, October 2002 9:42 PM<SPAN 
>To: amibroker@xxxxxxxxxxxxxxx<SPAN 
>Subject: RE: [amibroker] importingASX 
data: Stocks vs Options/Warrants
<SPAN 
> 
<SPAN 
>Thanks heaps William! 
That's just the sort of thing I was looking for<FONT 
color=black><SPAN 
>
<SPAN 
> <FONT 
color=black><SPAN 
>
<SPAN 
>The compositesissue 
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)?<FONT 
color=black><SPAN 
>
<SPAN 
> <FONT 
color=black><SPAN 
>
<SPAN 
>Eg (I know thefirst 
character identification is wrong, and strongly suspect the nesting is 
incorrect too),
<SPAN 
> <FONT 
color=black><SPAN 
>
<SPAN 
>// ---------------- 
mod script start ------------------------------------<FONT 
color=black><SPAN 
>
<SPAN 
>{ oStock = 
oStocks( i ); oTicker = oStock.Ticker;<FONT 
color=black><SPAN 
>
<SPAN 
> <FONT 
color=black><SPAN 
>
<SPAN 
> 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 
color=black><SPAN 
>
<SPAN 
>{<FONT 
color=black><SPAN 
>
<SPAN 
> oStock.GroupID 
= 253; /*Change the GroupID here */<SPAN 
><FONT face=Arial color=blue 
size=2><SPAN 
>}<FONT 
color=black><SPAN 
>
<SPAN 
>}
<SPAN 
>// ---------------- 
mod script end 
------------------------------------
<SPAN 
> <FONT 
color=black><SPAN 
>
<FONT face=Arial color=blue 
size=2><SPAN 
>Regards,        
Mark<SPAN 
>
<DIV 
>
<P class=MsoNormal 
><FONT 
face=Tahoma color=black size=2><SPAN 
>-----Original 
Message-----From: William 
Peters [mailto:williampeters1@xxxx]<SPAN 
>Sent: Saturday, 5 October 2002 3:39 
PMTo: 
amibroker@xxxxxxxxxxxxxxx<SPAN 
>Subject: RE: [amibroker] importingASX 
data: Stocks vs Options/Warrants<SPAN 
>
<P class=MsoNormal 
><SPAN 
class=EmailStyle19><SPAN 
>Hi 
Mark,
<P class=MsoNormal 
><SPAN 
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> 
<P class=MsoNormal 
><SPAN 
class=EmailStyle19><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.)
<P class=MsoNormal 
><SPAN 
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> 
<P class=MsoNormal 
><SPAN 
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>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.
<P class=MsoNormal 
><SPAN 
class=EmailStyle19><SPAN 
> 
<P class=MsoNormal 
><SPAN 
class=EmailStyle19><SPAN 
>Regards,
<P class=MsoNormal 
><SPAN 
class=EmailStyle19><SPAN 
>William
<P class=MsoNormal 
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class=EmailStyle19><SPAN 
> 
<P class=MsoNormal 
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>ps. To 
modify the script just open it in Notepad and make changes, then save and 
run.
<P class=MsoNormal 
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class=EmailStyle19><SPAN 
> 
<P class=MsoNormal 
><SPAN 
class=EmailStyle19><SPAN 
> 
<P class=MsoNormal 
><SPAN 
class=EmailStyle19><SPAN 
> 
<P class=MsoNormal 
><FONT 
face=Tahoma color=black size=2><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 
>
<P class=MsoNormal 
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> <FONT 
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>
<P class=MsoNormal 
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>Graham,<FONT 
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>
<P class=MsoNormal 
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> <FONT 
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>
<P class=MsoNormal 
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>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 
>
<P class=MsoNormal 
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> <FONT 
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>
<P class=MsoNormal 
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>(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 
>
<P class=MsoNormal 
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face="Times New Roman" color=black size=3><SPAN 
> <FONT 
color=black><SPAN 
>
<P class=MsoNormal 
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face="Times New Roman" color=black size=2><SPAN 
>Mark<FONT 
color=black><SPAN 
>
<P class=MsoNormal 
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> <FONT 
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>
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> <FONT 
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>
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>> 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 
>
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> <FONT 
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>
<DIV 
>
<P class=MsoNormal 
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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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