|
PureBytes Links
Trading Reference Links
|
lionel,
the ASX is the australian stock exchange.
I dont like the 26 A to Z folders, this is the way my folders are
set up from my data supplier.
I prefer all the files in 1 data folder.
Are the quotes plus data files in text files or do they get placed
directly into AMI's database ?
What market are you trading ?
as i would need a industry group sheet of the market you trade, so i
create the macro, that will modify this sheet to create the ticker
list.
The industry sheet i am refering to contains ,the ticker codes the
name of the company, the sectors, delistings, e.t.c.
peter.
--- In amibroker@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@xxxx> wrote:
> Peter:
>
> WOW! Thanks for your detailed description of how you set up your
folders
> and handle. It has many good ideas for me.
>
> What is ASX Industry sheet? I guess that it should not be a problem
for
> me to use it.
>
> I haven't set up my folders in A to Z form as I am using Quotes
Plus as
> my data provider. They can only put 255 symbols in each folder,
which
> means I'd have around 30 folders.
>
> Thanks for the detailed description
>
> Regards
>
> Lionel
>
> -----Original Message-----
> From: amiabilityy [mailto:amiabilityy@x...]
> Sent: Monday, March 31, 2003 7:16 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Composite Equity Curves (traps for new
players)
>
>
> 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@xxxx
>
> 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
> > > >
> > > >
> > >
> >
>
<http://rd.yahoo.com/M=243066.2784921.4151384.1769302/D=egroupweb/S=17
> > 05
> > > >
> > > 632198:HM/A=1377502/R=0/*http://www.verisign.com/cgi-bin/go.cgi?
> > a=b31550
> > > > 113206004000>
> > > >
> > > >
> > > <http://us.adserver.yahoo.com/l?
> > M=243066.2784921.4151384.1769302/D=egrou
> > > > pmail/S=:HM/A=1377502/rand=255754348>
> > > >
> > > > Send BUG REPORTS to bugs@xxxx
> > > > Send SUGGESTIONS to suggest@xxxx
> > > > -----------------------------------------
> > > > Post AmiQuote-related messages ONLY to:
> amiquote@xxxxxxxxxxxxxxx
> > > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > > --------------------------------------------
> > > > Check group FAQ at:
> > > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > >
> > > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> > Service
> > > > <http://docs.yahoo.com/info/terms/> .
> > >
> > >
> > >
> > > Yahoo! Groups Sponsor
> > >
> > > ADVERTISEMENT
> > >
> > >
> >
>
<http://rd.yahoo.com/M=243066.2784921.4151384.1769302/D=egroupweb/S=17
> > 05
> > > 632198:HM/A=1377500/R=0/*http://www.verisign.com/cgi-bin/go.cgi?
> > a=b31540
> > > 113206004000>
> > >
> > > <http://us.adserver.yahoo.com/l?
> > M=243066.2784921.4151384.1769302/D=egrou
> > > pmail/S=:HM/A=1377500/rand=437826986>
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
> > > Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
> > > Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> Service
> > > <http://docs.yahoo.com/info/terms/> .
> >
> >
> >
> > Yahoo! Groups Sponsor
> >
> > ADVERTISEMENT
> >
> >
>
<http://rd.yahoo.com/M=243066.2784921.4151384.1769302/D=egroupweb/S=17
> 05
> > 632198:HM/A=1377500/R=0/*http://www.verisign.com/cgi-bin/go.cgi?
> a=b31540
> > 113206004000>
> >
> > <http://us.adserver.yahoo.com/l?
> M=243066.2784921.4151384.1769302/D=egrou
> > pmail/S=:HM/A=1377500/rand=542245685>
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service
> > <http://docs.yahoo.com/info/terms/> .
>
>
>
> Yahoo! Groups Sponsor
>
> ADVERTISEMENT
>
>
<http://rd.yahoo.com/M=243066.2784921.4151384.1769302/D=egroupweb/S=17
05
> 632198:HM/A=1377501/R=0/*http://www.verisign.com/cgi-bin/go.cgi?
a=b30890
> 113200616000>
>
> <http://us.adserver.yahoo.com/l?
M=243066.2784921.4151384.1769302/D=egrou
> pmail/S=:HM/A=1377501/rand=328587073>
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service
> <http://docs.yahoo.com/info/terms/> .
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Make Money Online Auctions! Make $500.00 or We Will Give You Thirty Dollars for Trying!
http://us.click.yahoo.com/yMx78A/fNtFAA/i5gGAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|