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PureBytes Links
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As a side
note, eSignal have changed the minimum of 50 viewable symbols to 100 for
their basic package. You dont have to do anything it is automatic
upgrade.
Regards,William Peters<A
href=""><FONT
size=2>www.amitools.com
<FONT face=Tahoma
size=2>-----Original Message-----From: Jayson
[mailto:jcasavant@xxxxxxxxxxx]Sent: March Tuesday 30, 2004 9:37
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
More questions ...
<FONT face=Arial color=#0000ff
size=2>Daniel,
it
depends on the subscription you buy. If you pay for 50 symbols then updating 150
is a pain and not very accurate. Even with wait to backfill checked it will
require several passes to get all the data. You may want to consider designing a
filter that chooses stocks based on EOD data then draw your interday data from a
more manageable universe....
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: danielwardadams
[mailto:danielwardadams@xxxxxxxxx]Sent: Monday, March 29, 2004 9:27
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] More
questions ...Assuming I subscribe to eSignal so I can
have access to their 6 months of 1 minute data, I have the following
questions:(1) I would want to import the entire 6 months for all the
stocks I'm interested in. I've seen some references to backfilling databases
taking all night. If I'm only interested in, say, < 150 stocks, any
idea how long this might take?(2) Once I've imported data for the full 6
months, any ideas how long it might take to do daily updates?(3) I
assume I could compress the intraday data into daily data and backtest based
on both intraday and EOD signals, right? I saw some messages from a week or
two ago about this but I think they were concerned about resolving EOD and
intraday data differences -- yet if I'm "creating" my daily data from my
intraday (compressed) data, need this be a concern (??) (Per the earlier
messages, I should also filter out data outside of normal market
hours).(4) My buy signals are based on EOD data but all my sells are done
with intraday trailing stops. Are there any (obvious) reasons why such a
system couldn't be accurately backtested over the 6 month range with this
type of compressed data?Any thoughts on the above would be
appreciated.DanSend BUG REPORTS to
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