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b, thanks very much for your full and complete answer. This is the kind of
real-world info you don't find in their web materials.
One thing I'm not sure I'm understanding correctly. Once you've exported
from UA, you don't have to do anything further to get the data into AB,
right? It's already in your AB database that's used for CSI data?
FWIW, if that's true, an hour for a download isn't impossibly slow, assuming
it can run unattended. Do I have it right that that would eliminate the
duplicate tickers issue?
Dave
> Dave (and others interested in CSI-UA data):
>
> Here is some more info on how I handle UA data in AB.
>
> TWO DATABASES (HIGHLY RECOMMENED IN MY OPINION):
>
> I create 2 databases of CSI data in AB: one large one for
> "research" and a smaller one for "trading".
>
> Both have the same number of stocks. The difference is the
> number of bars for each stock (about 3,500 bars for the
> research data base, and 250 bars for the trading one).
>
> I use UA's new "direct to AB" export to create and update a
> trading database of CSI data with 250 bars/stock.
> That is more than enough for my trading purposes. It is
> much faster to export 250 bars (1 year) than 3500 (13 years
> or so). Also things go a lot faster in AB when scanning to
> get stock picks. The entire database of just 250 bars/stock
> will easily be cached in RAM (either by AB itself, or if
> ABs cache limit is set low, then Windows will cache the
> files as they come from the hard drive). Either way, any
> repeat scans are very fast and the initial read from the
> hard disk is faster too since the files are far smaller.
>
> WHAT HAPPENS IF THERE IS A STOCK SPLIT?
>
> UA documentation says UA will export the full history for
> that stock. I assume "full" history is defined by the
> number of bars in the Distribution3, "Export history..."
> option in the Perferences/Account menu.
>
> WHAT HAPPENS IF CSI CORRECTS A PRICE THREE MONTHS AGO?
>
> The documentation is silent. So I would not assume that
> such corrections are exported to AB with a daily download.
> But there is a simple way to be sure one gets all the
> corrections: Check the "Export history..." option before
> doing a download. This will force UA to export the entire
> history (however many bars are specified) for all stocks.
> With "Export history.." unchecked, the distribution to AB
> takes about 1 minute and with "Export history..." checked,
> the distribution takes 5 to 8 minutes - not a big deal to
> if one wants to be sure of getting all corrections.
>
> SYMBOL CHANGES: WHAT HAPPENS WHEN A STOCK'S TICKER CHANGES?
>
> UAs documentation does not say, here is what I expect
> happens.
>
> If XXX gets changed to YYY, the XXX ticker would stay in
> ABs database and YYY would get added. XXX will not get any
> new data (it will look like a stock that has gone
> inactive). YYY will get all the new daily data, but I do
> not know if UA will send AB back fill data to match what is
> in the XXX ticker. If one is using the forced export of all
> data (ie, re-checking the "Export history..." option each
> day before starting the CSI download), then YYY will have
> its full history.
>
> Thus, daily updates to an EXISTING database in AB will be
> fine for trading purposes. XXXs continued presence is no
> problem because I add a filter like:
>
> Active = DateNum() == 1040226;// ie the date of the most
> recent data an active stock would have.
>
> IMPORTANT NOTE: this re-checking of the "Export history..."
> option must be done before each download because UA will
> un-check that option after the export.
>
> Of course, the forced history export will not remove XXX
> from Amibrokers database. (At least, this is my
> assumption). Over time, such duplications will increase and
> create a significant issue for back testing.
>
> Fixing this would likely be a major headache for UA
> programmers. I suppose, the UA programmers could write a
> DLL for AB that would go in and hunt down duplicate tickers
> like XXX. But that would be very complex for UA to do. UA
> would have to keep a list of such tickers not just for
> today, but for however many days since a user updated their
> AB database. Right now one can download UA daily data
> without updating AB (if one forgets to have AB open before
> the download starts). It would get complex for the UA
> programmers. A simpler fix would be to change all the
> existing XXX data to 0.00001 values which would put it
> under the radar screens of any conceivable price filter.
> That would avoid the need to create a special DLL, but UA
> will still have to hold a running list of changed tickers
> to handle situations when users are out of town and then do
> several days updates all at once. It seems like a real
> nightmare of what ifs for UA programmers. But, hey, if
> they want to do it, that would be great.
>
> All I am saying is I do not expect UA to provide such a fix
> - nor do I need it, because there is an alternative
> solution - if one uses the 2 database approach (research
> and trading).
>
> To avoid duplicates, my "research" database is never
> updated. It is always created from scratch whenever I want
> a new one (once a week, or once a month, or whenever). That
> is the way I have had to do it with my CSV imports from CSI
> for the past year create a new AB database each time to
> avoid the duplicate problem arising from changes in ticker
> names.
>
> Creatomg a new research database means setting the "Export
> history..." to as many bars as one has paid for: at least
> 3,250 (13 years) in my case. Such an export takes over a
> hour on my computer so I would not do it every day.
>
> Currently my research database of CSI data was created in
> another fashion (using a method developed before UA's
> direct export was available). So my experience in creating
> a "research" database by the direct UA export method is
> limited to one experiment. During that long export, I
> detected a possible bug. So on to that topic.
>
> POSSIBLE BUG
>
> UA 2.7.8 did not come out today, so I am still waiting to
> see if it removes a possible bug I noticed. For those who
> care, a ticker may get missed in the export from UA to CSI
> on a random basis. In my case, QQQ did not appear in the AB
> database when I exported 3,500 bars of data. When I redid
> the UA export (with the forced "Export history..." option
> checked and the number of bars reduced to 250), QQQ
> appeared the second time. So the bug is at least partially
> inconsistent - a tough type for programmers to find and
> fix. But I hope UA 2.7.8 will remove it.
>
> b
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