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<FONT face=Arial color=#0000ff
size=2>b,
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Thanks
for taking the time to document how this all works. I'm glad that
someone has the patience!
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One
note though....
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I see a
problem with the technique you are using. You are letting the
foreign and preferred stocks into your trading logic. It's all well and
good to ignore them, but they are using up position numbers. Let's
say you want to trade ten stocks, but two of them are Canadian
stocks. You will only be trading eight stocks. It's a
minor point, but I prefer to filter them out BEFORE they get into my trading
logic rather than ignore them from my "orders list". It's certainly
easy enough to do.
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size=2>
Just my
thoughts on the subject. I'm sure enjoying the new CSI export to
AB. It saves me about three hours a day!
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<BLOCKQUOTE
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<FONT face="Times New Roman"
size=2>-----Original Message-----From: b
[mailto:b519b@xxxxxxxxx]Sent: Monday, March 22, 2004 3:16
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
CSI/UA data to AB (2 methods)TJ is right. The new
"distribution" (ie, export) featurebuilt into CSI's UA 2.7.8 is very
fast.Here is a quick outline of how to set it up. I will explain2
methods - I use both.Method One: Create a Trading Database1.
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 thePreferences menu and then click on "Distribution 3"
(theone for AB). Select the settings you want. For examplecheck
the box for - Export all stocks to Amibrokerset the number of days to
export. Usually I00 days is morethan I need, but the export of 300 days is
also fast (lessthan 15 minutes on my computer) so that is what I tend
touse. uncheck the box for - "Include Delisted Stocks..."
Thatwill exclude all the inactive stocks. Remember, this fisrtdatabase
is just for trading so inactives or delistedstocks are not needed.
check the box - "Export history with next download". Besure to
check this if this is your first export to the ABdatabase. If you download
CSI data daily, this does notneed to be check. However, if you skipped a
day, or if youdownloaded 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 includingstocks 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
identifiedby the addition of "-T", "-V", "-L". Also there are
somepreferred stocks which are identified by "+A" etc. I do not
know of any way to stop CSI's UA from exportingthese foreign and preferred
stocks, but it is no bigproblem. I just have use AB's exploration print a
list ofstock picks and I ignore the ones with suffixes.Method Two
- Creating a Research Database1. 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 (about10 years worth of data). If you paid
CSI for additionaldata (about 20$/year) then add about 250 days for
eachadditional year. Exporting 13 years of data for active andinactive
stocks takes over a hour on my computer, so I onlycreate a Research
database once a month or so.3. Check the box to "Include Delisted
Stocks, add Csinum toSymbols". This is very important because this will
give youtwice as many stocks and thus more trustworth back
testresults.4. Check the box "Export history with next download".
Note: You do not have to wait for the next download to dothis
export. You can force UA to do the export at any timefrom the Menu:
Database/Manual Database Distribute.Note: The foreign and preferred
stocks are a bit of aproblem for back testing. My solution is use some
watchlistcreation AFL code to put them into a special group
orwatchlist and then just exclude that watchlist or groupwhen doing AA
backtests.b__________________________________Do you
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