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TJ is right. The new "distribution" (ie, export) feature
built into CSI's UA 2.7.8 is very fast.
Here is a quick outline of how to set it up. I will explain
2 methods - I use both.
Method One: Create a Trading Database
1. Open AB and create a NEW database and call it
"csiTRADING". There is no need to specify any plug-in.
2. Open CSI's UA (CSI's Unfair Advantage). Click on the
Preferences menu and then click on "Distribution 3" (the
one for AB). Select the settings you want. For example
check the box for - Export all stocks to Amibroker
set the number of days to export. Usually I00 days is more
than I need, but the export of 300 days is also fast (less
than 15 minutes on my computer) so that is what I tend to
use.
uncheck the box for - "Include Delisted Stocks..." That
will exclude all the inactive stocks. Remember, this fisrt
database is just for trading so inactives or delisted
stocks are not needed.
check the box - "Export history with next download". Be
sure to check this if this is your first export to the AB
database. If you download CSI data daily, this does not
need to be check. However, if you skipped a day, or if you
downloaded the data but did not have AB open at the time,
then it would be best to "check" the box.
Note: this will export "all" active stocks to AB including
stocks from the the 3 US exchanges (NYSE, AMEX, NASDAQ)
plus two Canadian (TORONO and VANCOUVER) and one European
(LONDON). Stocks from the foreign exchanges are identified
by the addition of "-T", "-V", "-L". Also there are some
preferred stocks which are identified by "+A" etc.
I do not know of any way to stop CSI's UA from exporting
these foreign and preferred stocks, but it is no big
problem. I just have use AB's exploration print a list of
stock picks and I ignore the ones with suffixes.
Method Two - Creating a Research Database
1. Open AB and create a new database called "csiRESEARCH"
or whatever name you want.
2. Open CSI's UA and set the number of days to 2,500 (about
10 years worth of data). If you paid CSI for additional
data (about 20$/year) then add about 250 days for each
additional year. Exporting 13 years of data for active and
inactive stocks takes over a hour on my computer, so I only
create a Research database once a month or so.
3. Check the box to "Include Delisted Stocks, add Csinum to
Symbols". This is very important because this will give you
twice as many stocks and thus more trustworth back test
results.
4. Check the box "Export history with next download".
Note: You do not have to wait for the next download to do
this export. You can force UA to do the export at any time
from the Menu: Database/Manual Database Distribute.
Note: The foreign and preferred stocks are a bit of a
problem for back testing. My solution is use some watchlist
creation AFL code to put them into a special group or
watchlist and then just exclude that watchlist or group
when doing AA backtests.
b
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