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Thanks Chuck for pointing this out. To your point in previous posts, you'd mentioned handling this via watchlists. I've been doing this thanks to b's help, and it's working splendidly.
In terms of a follow-up on CSI's support, Rudi did contact me, and sent me a fix for the EAccess error. Now that everything is working, it is pretty sweet having the data locally stored in AB.
Kudos to Chuck who has always preached, and validated with stats, the importance of comprehensive historical data. I'm certain these efforts I'm making are certainly worth it.
Regards,
Gary
Chuck Rademacher <chuck_rademacher@xxxxxxxxxx> wrote:
b,
Thanks for taking the time to document how this all works. I'm glad that someone has the patience!
One note though....
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.
Just my thoughts on the subject. I'm sure enjoying the new CSI export to AB. It saves me about three hours a day!
-----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 Yahoo!?Yahoo! Finance Tax Center - File online. File on time.http://taxes.yahoo.com/filing.htmlSend BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to suggest@xxxxxxxxxxxxx-----------------------------------------Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
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