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Hello,
I've been working with Steven for some time in an
effort to get 2.8 to work with AB. No luck yet.
Regards,
Gary
--- croyciel <croyciel@xxxxxxxxx> wrote:
> Hello to Amibroker group:
>
> This is my first posting, so a little background:
>
> I subscribed to CSI almost a year ago because of
> their reputation for
> accuracy.
>
> I purchased Amibroker just after 4.5 was released.
> My decision to
> purchase Amibroker (instead of the many other
> similar programs) was
> based in part on what I could tell from my newbie
> perspective
> regarding its value per dollar spent. But the
> larger reason to choose
> Amibroker was the quality of the discussions
> archived on purebytes and
> the enthusiasm of the Amibroker group for Amibroker
> and for Tomasz.
>
> I've never traded a single stock share, yet. I've
> been learning how
> to do technical analysis and developing a trading
> system. I've been
> more than a little frustrated by the difficulties
> involved in getting
> CSI data out of Unfair Advantage software and into
> Amibroker. I
> wanted to use the ten years of historical data
> available to me as per
> my subscription to CSI. Back when I started, the UA
> to Ami option
> didn't exist. So I had to write the CSI database
> out to ascii and
> import to Ami.
>
> Problem 1: UA portfolio limit
> Unfortunately as any of you know who use CSI, they
> have a 7500 stock
> limit for what you can put into a portfolio. So to
> write out the
> historical data base you have to construct a
> portfolio, write it out,
> copy it to a new location, delete it from UA and
> start over. This is
> time-consuming on my 1 Gigahertz computer.
>
> Problem 2: Amibroker database limitation
> As you know, Amibroker has a limit on how many
> stocks will fit in any
> given database folder, and as the CSI ascii names
> for the historical
> stocks all start with the letter S, only a very
> small fraction will
> get transferred unless you rename the files. I
> found a bulk rename
> utility for that task and split the stocks into ten
> "pots" of stocks
> starting with numbers 0 through 9. I think that met
> the Amibroker
> database limits, but I'm not sure, looking back.
> Oh, well.
>
> The ideal answer would be for CSI to provide the CSI
> number as an
> additional field for output to ascii, and then
> Amibroker could append
> the field during import. If anyone else would like
> this option (you
> have a lot more control with ascii than with the UA
> to Ami import),
> PLEASE contact CSI customer service and/or Steve,
> the programmer at CSI.
>
>
> To my relief, recently I discovered that CSI now
> provides the
> functionality to export directly to Amibroker. I
> downloaded 2.7.8 and
> set to work:
>
> PROBLEM 1: RUN AS ADMINITRATOR
> It took me quite a while to figure out that I needed
> to be signed on
> as an administrator in order to get CSI to recognize
> Amibroker.
> Nowhere in the documentation is that little tidbit
> mentioned, but
> Steve at CSI confirmed that in fact CSI writes to
> the registry so you
> need to be signed on as an administrator to make the
> transfer work.
> This is annoying as for security reasons normally I
> don't use my
> administrator account.
>
> PROBLEM 2: DROPPED STOCKS
> This problem I discovered only when I started doing
> some very careful
> comparison of what was getting transferred to
> Amibroker compared to
> what was in the UA database. If you check, you may
> find that you are
> missing a lot of stocks. I noticed AINN and NVDA as
> missing from
> Amibroker. I am referring to when you transfer over
> the historical
> database - I'm not sure if a transfer of only the
> active stocks
> results in missing stocks. The trading system I am
> developing uses
> custom indexes and so I need the historical
> database, not just the
> active stocks.
>
> I talked to Steve and he said one other Amibroker
> member had contacted
> him with the same problem and the same missing
> stocks. Steve said
> only the two of us had reported any problems with
> stocks not
> transferring over. Steve said the problem was that
> UA transfers over
> 50 stocks at a time and some of the last few stocks
> were getting
> dropped from each transfer.
>
> Somewhere in the back of my mind it seemed to me
> that UA was at least
> in part a 16-bit application. So I googled around
> and found that
> there is this file on windows 2000 (and XP) called
> config.nt (was
> config.sys on older OSs). The default settings on
> config.nt call for
> only 40 files to be used at a time by a 16-bit
> application. I changed
> the number to 255. I have no idea at all whether
> that makes a
> difference or not. What I do know is that Steve's
> explation doesn't
> fit with what is happening on my computer. For the
> record, I run a
> "harder than normal" (in terms of security measures)
> windows 2000pro,
> sp3, 1gigahertz, 512mb ram, with 1.5gig pagesys
> file.
>
> Experiment I ran: I transferred successively into
> fresh databases
> (renaming the previous database each time) from UA
> to Amibroker,
> always historical with symbol followed by csinumber
> as the stock name,
> using the database updated 20040618 early in the AM
> (so as to
> eliminate variables from updating the UA database),
> using UA278,
> databases requesting 25 days, 30 days, 100 days, 300
> days, 2750 days,
> and 3000 days worth of UA data. (if you don't
> rename and start with a
> fresh database, UA 078 imports on top of the
> existing stocks from the
> last go-round, so you can't tell what gets dropped
> in the longer
> imports - not a workaround! as the stocks that do
> get dropped, don't
> get the longer range of days - sorry that sounds
> really confusing)
>
> ALL stocks transferred successfully for 25 and 30
> days worth of data.
>
> Four stocks failed to transfer when I asked for 100
> days of data, with
> the following csi numbers dropped:
> 3627,49172,49173,49189,49202.
>
> 107 stocks failed to transfer when I asked for 300
> days of data, with
> the bulk of the stocks falling in the 40,000 to
> 50,000 csinumber
> range, plus 3600,3601,3602,3605 outside the 40,000
> to 50,000 range.
>
> 142 stocks failed to transfer when I asked for 2750
> days of data, and
> 133 failed to transfer when I asked for 3000 days of
> data. In these
> cases the stocks fell in clumps scattered through
> the range of csi
> numbers but NOT in any pattern that supports a
> dropping of the last
> few in each transfer of 50, as per what Steve said.
> The list of
> stocks that don't transfer doesn't just get longer,
> it also changes.
> For example, AINN transfers when I ask for 3000
> days, but not when I
> ask for 2750 days.
>
> I watched my windows task manager as the transfers
> happened. The
> transfers use memory up to the physical limit of the
> ram, doesn't use
> the pagesys file at all. Perhaps there is a memory
> limit problem? If
> so, it's inconsistent, as there are a few more
> missing stocks from the
> 2750-day tranfer than from the 3000-day transfer. I
> ran the 3000-day
> tranfer multiple times with different config.nt
> settings regarding
> memory limits and the settings made no difference at
> all - the same
> 133 stocks got dropped each time.
>
> If anyone wants to repeat my experiment on their own
> computer, I
> created the list of theoretical stocks that should
> tranfer by running
> UA 280, which gives the option of creating a csv
> file of the
> factsheet. A lot of the stocks that are on the
> factsheet won't
> transfer because they never really traded - look for
> missing "start
> date" information on the fact sheet. Plus there are
> a few stocks
> listed as index stocks that won't transfer because
> they are special
> indexes CSI creates - nasdaq unchanging and that
> kind of thing - the
> complete? list is csinumbers:
> 4000,5493,5500,5798,5800,5960.
>
> I used AFL code and exploration mode to create a
> list of stocks that
> transferred to Amibroker for each CSI import, as
> follows:
> numberbars=BarCount;
> AddColumn(numberbars,"number bars");
> firstdate=BeginValue(DateNum());
> lastdate=LastValue(DateNum());
> Buy=DateNum()==Lastdate;
> Filter=Buy;
> AddColumn(lastdate,"lastdate");
> AddColumn(firstdate,"firstdate");
>
> A note of caution - you have to be careful copying
> the Exploration
> results to Excel - if you don't format the first
> column of Excel as
> "text" you will find that some stocks - for example
> MAY-5572 - will
> transfer as a date, May-72, and if you then reformat
> the column as
> text, you will have a string of numbers and your
> stock-symbol-csinumber information will be gone.
> The same thing will
> happen if you save as a csv file and reopen into
> Excel.
>
>
> PROBLEM 3: UA 280 DOESN'T WORK
> Well, Steve says that UA280 solves the problems of
> dropped stocks.
> Unfortunately, the UA transfer doesn't work AT ALL
> on my computer when
> I run UA 280. Does anyone out there in Amibroker
> land have the UA to
> Amibroker transfer working with UA280? Anyone else
> try it and have it
> not work at all? Please let Steve know and the
> Amibroker group might
> like to know and I would really like to know because
> I want this
> transfer thing to work well.
>
> A side-note: apparently CSI can EASILY make it an
> option to flag the
> OTC stocks that are on the nasdaq national market, a
> bit of
> functrionality that has been added and removed in
> the past. Steve
> says - contact customer service if you want it back.
> Keeping track of
> NASD NM stocks is a PIA. So, contact customer
> service!!!
>
> Sorry to be such a long-winded newbie here! And
> many, many, many
> thanks to all the Amibroker users who have made such
> fantastic
> contributions to the group knowlege base. Many
> questions that I have
> had along the way had answers waiting in the
> purebytes archives.
>
> CC
>
>
>
>
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