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William,
I have tried to create sector indexes using addtocomposite with esignal RT
data during the day. That process is similar to running an explore in that
it clicks through each ticker , presumably waiting to backfill if that
option is checked. I have not had success. When I posed the question to
Tomasz he indicated that it would not likely work if I am scanning 500
tickers with a 50 ticker limit. Perhaps he has a solution now or perhaps it
would work after market hours but in my experience it does not work during
market hours.
QP2 setup is a snap. For speed you may wish to choose the save database
option. All the sector and industry assignments happen automatically if you
choose the option in database setup. It is also a simple matter to save QP
scan lists and import them as a watchlist into AB. I experimented a bit with
TC2000 only because they allow interday updates (delayed) but the QP plugin
is far more efficient
Regards,
Jayson
-----Original Message-----
From: William Peters [mailto:williampeters@xxxxxxxxxxxx]
Sent: Friday, November 21, 2003 11:42 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] eSignal Backfills
Thanks Jayson,
I was under the impression that the eSignal plugin is smart enough to
manipulate the tickers so that at any one you maximum is never reached
provided you are not viewing them in the Realtime quote window.
So if I just perform an exploration on the tickers that I want filled then
they will be filled one by one even if the exploration is over 300 tickers
and my viewing limit is 50. Is this how you see it?
The hope is to just let the explore work it way through the list overnight.
thanks for the other tips thats great.
I notice your EOD supplier is QP2, i'm getting them to send me the trial
QP3. Do you have any tips for setting up the EOD database.
Regards,
William Peters
www.amitools.com
-----Original Message-----
From: Jayson [mailto:jcasavant@xxxxxxxxxxx]
Sent: Friday November 21, 2003 11:05 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] eSignal Backfills
William,
It will likely take a few passes even with wait to back fill enabled to get
all your data if your ticker count exceeds the subscription limit. Not sure
why ....it just does....
Pre/after hours I believe is just for plotting purposes. I will generally
keep it open to allow these trades to show before/after the market is opened
then turn it off during the day to avoid the clutter. 3 and 4 adjust apply
to users NOT on EST and I think are just cosmetic but perhaps someone else
can chime in
Regards,
Jayson
-----Original Message-----
From: William Peters [mailto:williampeters@xxxxxxxxxxxx]
Sent: Friday, November 21, 2003 1:41 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] eSignal Backfills
Hello,
I would like to backfill a bunch of tickers with 1 min data (approx 60 day),
if possible I'd like to do this overnight and just let it run. Is this just
a matter of performing an exploration over that data i.e. Filter = C > 0;
and setting the 'Wait for backfill' option ?
There was a post here a while ago about this but I cant locate it.
Also if anyone has grasped the significance of Database Settings -->
Intraday Settings:
1) Pre and after hour trading
2) Filter weekends
3) Time shift
4) Use local time for daily compression
could you please give a short explanation for these concepts. I'm not sure
if they effect the data that is STORED in the database or not etc.. I've
read all the readme's and help on the subject but an still a little unsure.
Any other eSignal tips appreciated.
Many Thanks,
William Peters
www.amitools.com
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