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[amibroker] CSI data (was Re: TJ- QP2 or TC2000)



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---"mrdavis9" <mrdavis9@xxxx> wrote:
> How fast does Amibroker run with CSI data, 
> and also the free yahoo data?  I did not see any 
> mention of either of them regarding speed 
> in the performance notes.   

Yahoo data will run very quickly because AmiQuote transforms it into 
AB's native data format.

CSI data will run just as fast as Yahoo's if one imports CSI data 
via AB's import wizard or ASCII importer. Both put the data into 
AB's native format for top speed.

Alternatively you can access CSI data via AB's MetaStock plug-in. In 
that case it will run backtests and scans a bit slower. Not all that 
much slower, but it is noticable and makes a significant difference 
if one is doing long optimizations on 12,000 stocks.

However, you should be aware of several issues in using CSI data. 
Here are the pros and cons as I see them:

PROS

1. CSI has a reputation for very clean data.

2. CSI has inactive stock data.

3. CSI has pre and post split prices for stocks.

CONS

1. CSI does NOT let one export pre and post prices in a single file. 
They have to be exported separately and then merged by an external 
program. That external program has to be supplied by the user!!!

2. CSI's inactive stocks may have ticker symbols that have been 
reasigned to newer stocks. This is not a mistake on CSI's part since 
the inactive stocks really did have those tickers in the past, but 
the user must make sure the inactive stocks get a different ticker 
before they are imported into AB, or confusion will arise. CSI has a 
solution for this: inactives exports can be given a number rather 
than a ticker. However, if one is going to write a special program 
to merge pre and post split prices for the inactive stocks, that 
program might as well give the inactives a nicer looking ticker 
symbol. One method would be to add "_x" to the ticker symbol they 
once had. There are other good methods for renaming such tickers.

3. Very long update times (measured in hours not minutes.

As you can imagine, all this extra processing takes time - lots of 
time. Consider the following:

QP2 or TC2000 or Reuters/MetaStock
15 minutes or less is needed to do a daily update which AB can read.

CSI
An update will take from 2 to 6 hours depending on the speed of your 
computer. I am assuming one would want the inactive and pre-split 
prices. If one just wanted post split prices for active stocks the 
time would be somewhat less using CSI's own export to MetaStock 
feature, but it still would be several times longer than QP2, 
TC2000, etc.

10 minutes = daily download of CSI data.
40 - 60 minutes = exporting pre and post split price data
90 - 150 mintues = merging data and putting into MetaStock format

Total = 150 - 220 mintues to get a daily update into a form AB can 
read.

Add an extra 45 minutes if one wants to use the CSV import method 
into AB to get AB's faster optimization run times.

b



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