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Gary,
My workaround soluntions to the two problems you state may
or may not work for you. These workarounds also eliminate
an additional potetntial problem, namely duplicate tickers
for the same stock.
First, as I think you know, I store CSI data in 2 AB
databases - one for "trading" and one for "research".
The trading database has about 300 bars of data. As you
point out as each day goes by the first bars (those more
than 300 bars ago) have the potential to get out of sync
whenever there is a split or dividend adjustment. That is
because when UA detects a split or dividend adjustment, it
will resend the number of bars specified in the preferences
for distribution #3 (300 days in my case). One solution
would be for me to increment that number for each download,
but I am too lazy to do that. I am willing to live with the
first bars of my trading database being out of sync with
newly adjusted data for some ticker - because I do not use
the earliest bars for any trading decision. In fact, I only
use the most recent 50 bars of data out of the 300 bars
that I have UA update in my trading database. I realize
that my EMA formulas could be off a tiny bit if bars 301
plus are not adjusted for a split, but my (untested)
assumption is that the difference would be so small as to
be insignificant for formulas like EMA(Close,50).
If I were using the most recent 100 bars for trading, I
would probably increase the number of export bars from
CSI/UA to 600. Again, I should emphasize that these numbers
have not been tested to prove there is no distortion. If
someone has such test numbers I would be interested.
As for my "research" database, there is no danger of
updates causing earlier bars to be out of sync with those
that CSI/UA updates. The reason is I never update my
research database.
When I want more data, I create a new, blank database in AB
and have CSI/UA fill it. That eliminates the danger than
the earliest bars may be out of sync. That also eliminates
the possbility of duplicate tickers for the same stock.
Duplicates could arise whenever a stock's ticker changes as
it may happen during during bankruptcy reorganization.
b
--- "Gary A. Serkhoshian" <serkhoshian777@xxxxxxxxx> wrote:
> Howdy b,
>
> I really wish the problems were of my own creation
> because then I could know how to fix them. Everything is
> working fine now as tech support sent me a fix, but
> here's my list of probs/issue as copied from my post a
> couple of weeks ago:
>
> 1. After my initial download of 10 yrs of data via UA
> into AB what happens to the data that is locally stored
> in AB, and is beyond the 10 year window in terms of
> adjustments for dividends/splits/distributions, etc.
> This is an issue for all AB/CSI users since the day after
> your subscription you'll have 10yrs + 1 day worth of
> data. If that "extra" data isn't auto adjusted this will
> be big problem.
>
> Responses from tech support via phone (as they never
> responded to my e-mails) ranged from yes it will adjust,
> to no it only adjusts the 10 years, to finally "I'll get
> back to you". So I have no idea how this issue is being
> addressed, if at all.
>
> 2. Related to question#1, how does the days of history
> field in UA/Preferences/Distribution3 affect my daily
> update. What number should this be? What does this
> number mean on daily updates-- that corrections are
> applied on up to x number of bars as specified in
> preferences. Or worse, does this number have to change
> dynamically to account for a new bar added to the
> database each day?
>
> I tried setting the number to 10yrs 7 mos worth of data
> which is what I have now, and received an EAccess error.
> Again, tech support has not gotten back to me on this.
> What concerns me is the EAccess error goes away if change
> days of history to 10yrs worth of data which implies that
> the moving 10 year window is indeed in effect and older
> data is not adjusted. Again, I'm only speculating, but
> what else can I do when I can't get a clear response from
> CSI?
>
>
> b <b519b@xxxxxxxxx> wrote:
> Gary,
>
> What type of problems do you have with CSI's UA?
>
> I have had my share of problems installing CSI's UA. In
> fact, I have managed to repeatedly shoot myself in the
> foot.
>
> Sometimes it has clearly been my mistake. About 3 weeks
> ago
> I installed the most recent UA version (2.7.8) but I must
> have selected the Futures and Stocks install option
> (instead of the Stocks only option). The result UA only
> gave me access to data from the date of the install on. I
> had UA doing automatic exports to AB for over 2 weeks
> before I clued in.
>
> Other times, it is my faulty memory. Quite a while ago I
> learned that I need to have UA install the optional
> Position Manager (which I do not use). If I do not select
> the the PM option, then the install program assumes I do
> not need the BDE (Borland Database Engine) that PM uses.
> So
> it appears that the install program disables the BDE
> version I already have on my computer. Then other
> programs
> that do BDE no longer have access to it.
>
> Well when I reinstalled UA to correct my mistake of
> installing both Futures and Stocks (when I only have a
> subscription for Stocks), I forgot to install the PM as
> well. So I had to uninstall UA and reinstall it with the
> PM
> option on.
>
> Another wrinkle is that having UA install PM seems to
> cause
> the BDE to forget all the aliases I have set up for other
> databases. So I then have to re-create those aliases.
>
> b
>
>
> --- dingo <dingo@xxxxxxxxxxxx> wrote:
> > ok. thanks duude!
> >
> > you still having those probs?
> >
> > d
> >
> >
> > _____
> >
> > From: Gary A. Serkhoshian
> > [mailto:serkhoshian777@xxxxxxxxx]
> > Sent: Tuesday, March 23, 2004 2:56 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] Where do we stand with the CSI
> > data? Was CSI/UA
> > data to AB (2 methods)
> >
> >
> > Howdy Dale,
> >
> > I'll let you know once the next version of CSI's UA
> comes
> > out. Since
> > neither b nor Chuck have had the problems I have,
> perhaps
> > it was a fluke.
> >
> > Regards,
> > Gary
> >
>
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