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Lionel,
I will post it in the files area soon.
I,ll post 2 versions,
1) to compare the last industry sheet downloaded to a newer version.
2) to compare an industry sheet to an AMI report list of tickers.
The macro is setup for an ASX Industry sheet as it deletes
everything except the normal trading stocks.
If you dont trade the ASX then post me an industry sheet of the
market/s you trade.
post what data you dont want in the list. e.g. indexes, delisted
codes, upcoming floats, e.t.c.
email: amiabilityy@xxxxxxxxx
I use this due to my metastock downloads coming in 26 Ato Z
folders, but i can create a custom folder, and when placed in the
data supliers folder will update the stocks in that custom folder
(as well as the A to Z folders) , but it will not add new additions
or delete delisted stocks from the custom folder.
I find it easier (after creating my custom folder of the data i only
need), to run the macro and delete the delisted stocks, and add the
new additions about once a month by downloading a new industry sheet
and run the macro which contains the last industry sheet ticker list,
( it saves this updated tickerlist for the next run).
The way in which the fake data files (i mentioned in my previous
post) weed out the options ,warrants e.t.c.
Is by using windows explorer.
This needs to be in the details view, with the date modified and
date created columns showing in the window.
Pasting all your text data files from (folder B) into the folder
were the fake tickers were placed (folder A) will change the date
modified times in the date modified column, and the date created
times in the date created column, depending if the files were
overwritten, or the files only existed in the text data files folder
(folderB), or if they only existed in the fake data files folder A).
from this imformation it is easy to select the group of overwritten
files and dragging them into a new folder (folder C).
(folder A) now contains the options warrants delisted e.t.c.
ticker data files, as well as any files that excel created from the
industry group sheet that were not overwritten.
Peter.
--- In amibroker@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@xxxx> wrote:
> Peter:
>
> Thanks, I do have Excel. Please do send me your macro
>
> Lionel
>
>
>
> -----Original Message-----
> From: amiabilityy [mailto:amiabilityy@x...]
> Sent: Sunday, March 30, 2003 3:47 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Composite Equity Curves (traps for new
players)
>
>
> Lionel
>
> If you have excel 'i have a macro that creates a list of new
> delisted stocks or new listed stocks by either comparing the last
> industry group sheet that was used, to a new industry sheet.
>
> or compare the tickers in the AMI database by exporting the
> results after running an AA in ami ( buy=cum(1)==1;)to get a list
of
> each ticker in the ami database.
> Then the macro will compare the ami list to the new updated
> industry sheet.(The macro automatically deletes non trading stocks,
> indexes, delisted codes e.t.c. )
> When the macro finishes it has 1 column of the tickers , a
column
> of the new listings and a column of the new delistings.
> This is saved in the workbook to compare this to the next updated
> group sheet.
> It also automatically creates fake text files of the tickers in
> this list, saves these in a folder ,the data in the file is
useless,
> but i use the actual file name to weed out the delisted stocks,
also
> can be used to separate tickers from option warrants e.t.c.
>
>
>
> peter.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@xxxx>
wrote:
> > I should have mentioned that I am using Metastock and at least
once
> a
> > month I run an exploration that identifies stocks that have not
been
> > updated at the end of the current day. The exploration also
> identifies
> > the folder where the ticker is located.This list is always much
> longer
> > than the QP list of unidentified tickers.
> >
> > QP told me that they only identify tickers whose name has changed.
> >
> > Lionel
> >
> >
> >
> > -----Original Message-----
> > From: phsst [mailto:phsst@x...]
> > Sent: Saturday, March 29, 2003 3:30 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Composite Equity Curves (traps for new
> players)
> >
> >
> > Lionel,
> >
> > I'll keep that in mind. But my scans, explores and backtests never
> > click on dead issues. Been using QP for 4 or 5 years and it has
not
> > been a problem.
> >
> > Phsst
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@xxxx>
> wrote:
> > > QP only flags securities whose tickers have changed. During the
> > > downloading it posts a message that AXXXX is not in the QP
> database.
> > A
> > > ticker can be dead for a long time and QP wont notice it.
> > >
> > > Lionel
> > >
> > >
> > >
> > >
> > >
> > > -----Original Message-----
> > > From: phsst [mailto:phsst@x...]
> > > Sent: Saturday, March 29, 2003 11:28 AM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Re: Composite Equity Curves (traps for new
> > players)
> > >
> > >
> > > <As extinct stocks ceased trading, their equity went to zero.
> Where
> > > this really showed up was when the system purchased BVSN for
> $10,000
> > > and sold it for $243,000. A week later, the $243,000 became
> zero.>
> > >
> > > Chuck,
> > >
> > > My QP database shows BVSN with intact data, ie. it doesn't
appear
> to
> > > have ever gone extinct.
> > >
> > > What is your data source?
> > >
> > > Thinking about it, QP does apparently eliminate extinct stocks
> from
> > > their database (since in 1999 there approx. 10,500 and now
there
> is
> > > considerably less than that number in the database). And QP
> adjusts
> > > the data for splits and makes data repairs that are reported by
> users.
> > > The good news is that QP's database is pretty clean relative to
> most
> > > other data sources. The bad news is that historical reference to
> > > actual trading data is lost on extinct stocks.
> > >
> > > My own preference would be to have the clean data rather than
> having
> > > to engage in coding contortions and extensive debugging efforts
to
> > > work around stale data.... JMO.
> > >
> > > Phsst
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
> > > <chuck_rademacher@x> wrote:
> > > > I thought that I would share some of my trials and
tribulations
> > using
> > > > AmiBroker with other members of this group.
> > > >
> > > > In order for you to appreciate the problems that I was
> encountering,
> > > I need
> > > > to describe my environment:
> > > >
> > > > 1. I'm backtesting systems over 14,000 (or so) stocks and 12
> years
> > > of data.
> > > >
> > > > 2. More than half of the stocks are now extinct (no longer
> trade).
> > > >
> > > > 3. I am a "newbie" to AmiBroker, but not system trading.
> > > >
> > > > Last week, I mentioned the first problem that I
encountered.
> My
> > > equity
> > > > curve was climbing during periods when I knew the system
wasn't
> > making
> > > > money. This was caused by new stocks entering into the mix
> > > throughout the
> > > > backtest. Every time a new stock started trading, my equity
> curve
> > > shot up
> > > > by the amount of the initial capital. I cured this problem
by
> > > using the
> > > > following statement:
> > > >
> > > > AddToComposite (Equity()-10000, "~CompositeEquity", "X", 7)
> (where
> > > 10000
> > > > is my initial capital)
> > > >
> > > >
> > > > I have spent just under 50 straight hours trying to find and
> fix the
> > > next
> > > > problem. As extinct stocks ceased trading, their equity
went
> to
> > > zero.
> > > > Where this really showed up was when the system purchased
BVSN
> for
> > > $10,000
> > > > and sold it for $243,000. A week later, the $243,000 became
> zero.
> > > >
> > > > Maybe some of you younger dudes (and dudesses) would have
> realized
> > > quicker
> > > > than I did what was happening. Now that I've found and
fixed
> the
> > > problem,
> > > > I thought that I would share it with you. Of course, I doubt
> that
> > > many of
> > > > you are backtesting extinct stocks... but you should be!!
> > > >
> > > > In order to fix the problem, I had to "manufacture" trailing
> price
> > > data for
> > > > each stock after it ceased trading. I used IBM as my date
> template
> > > and
> > > > created one day of price data for each missing day. I simply
> > > repeated the
> > > > last real close for the open, high, low and close for each
> missing
> > > day. I
> > > > set the volume to zero to make sure that I don't accidentally
> trade
> > it
> > > > again.
> > > >
> > > > This works fine, but was a bit of a challenge.
> > > >
> > > > So, now you have no excuse for not backtesting extinct stocks
in
> > > order to
> > > > see how your systems really would have behaved five, eight or
> ten
> > > years ago.
> > > >
> > > > By the way, I place the "real" closing price in the open
> interest
> > > field in
> > > > order to do filtering based on price. You can't really be
> serious
> > > about
> > > > filtering out stocks trading below (say) $1 when you are using
> > > backadjusted
> > > > data unless you do something similar to what I've done.
> > > >
> > > > Now... I think I can get on with my real work.
> > >
> > >
> > >
> > > Yahoo! Groups Sponsor
> > >
> > > ADVERTISEMENT
> > >
> > >
> >
>
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> a=b31540
> > 113206004000>
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> M=243066.2784921.4151384.1769302/D=egrou
> > pmail/S=:HM/A=1377500/rand=437826986>
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> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
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