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<SPAN
class=437013117-23032004>For those of us timid mice what's the status? Have all
of the issues been resolved?
<SPAN
class=437013117-23032004>
<SPAN
class=437013117-23032004>TIA
<SPAN
class=437013117-23032004>
<SPAN
class=437013117-23032004>d
From: Gary A. Serkhoshian
[mailto:serkhoshian777@xxxxxxxxx] Sent: Monday, March 22, 2004 8:41
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
CSI/UA data to AB (2 methods)
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:
<BLOCKQUOTE class=replbq
>
<FONT face=Arial color=#0000ff
size=2>b,
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Thanks for taking the time to document how this all
works. I'm glad that someone has the
patience!
<FONT face=Arial color=#0000ff
size=2>
One
note though....
<FONT face=Arial color=#0000ff
size=2>
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.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
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!
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>
<BLOCKQUOTE
>
<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
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