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QP has some fundamental data which might be important to
some traders.
--- john gibb <jgibb1@xxxxxxxxxxxxx> wrote:
> and, if so, is there any reason, assuming the pricing is
> comparable, for me to stay with QuotesPlus?
>
> -john
> ----- Original Message -----
> From: dingo
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Tuesday, March 23, 2004 9:32 AM
> Subject: [amibroker] Where do we stand with the CSI
> data? Was CSI/UA data to AB (2 methods)
>
>
> For those of us timid mice what's the status? Have all
> of the issues been resolved?
>
> TIA
>
> d
>
>
>
>
----------------------------------------------------------------------------
> From: Gary A. Serkhoshian
> [mailto:serkhoshian777@xxxxxxxxx]
> Sent: Monday, March 22, 2004 8:41 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: 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:
> 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 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] CSI/UA data to AB (2
> methods)
>
>
> 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.
>
>
=== message truncated ===
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