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b,
I note on the CSIData site they claim release 2.8.1 is going to fix all Amibroker export problems, but it has no release date shown.
Does the CSI export you are using populate the GetExtraData() fields support in QP2? (Or is this a feature of the plug-in that reads the QP2 data? I think that must be the case.)
CSI includes some fundamental data as well as historical prices, yes?
If TJ is reading, here’s my vote for supporting CSIData with a plug-in so we can access the aforementioned fields.
Terry
--
Dave:
Here are a couple of ideas for data to be used in back
testing. I have used the first in the past and currently
use the second. Neither is perfect.
First, one could use Yahoo's free historical data which has
both adjusted and non adjusted prices. And AmiQuote handles
the import of both (the non-adjusted price is found in the
OI field). From experience, I know that trying to download
the full set of US stocks from Yahoo is a long process -
not one that could reasonably be done every day. But for
backtesting purposes, one can usually do fine with data
that is 1 week or even 1 or 2 months out of date. Of
course, for actual trading one would be using a paid data
service that is easy to keep uptodate.
Second, one could use CSI's data. The advantage of CSI's
data is that it is faster to import into AB than Yahoo's.
Another advantage - and a very important one for me - is
that CSI data includes delisted stocks. As other posts have
noted, the export of CSI data to AB appears to still have a
few bugs. In particular, users have reported that in some
random way a few stocks do not get exported by CSI. That
concerns me, but as long as the data that does get exported
is accurate, I personally consider that to be less of a
problem than not having delisted stocks. I personally put
more trust in a backtest on data that may be missing a few
stocks ON A RANDOM BASIS than on data that is missing
several thousand stocks on a non random basis (ie, delisted
because they went bust or got bought out).
b
I assume actSince actual historical prices are only needed
for backtesting,
--- Dave Merrill <dmerrill@xxxxxxx> wrote:
> After years of requests from VectorVest users, they've
> finally made both
> adjusted and non-adjusted prices available
> simultaneously. Non-adjusted
> price shows in a separate field, so you can use the
> appropriate one.
>
> For example, if you want a backtest to buy only stocks
> above $5, that filter
> should act on the actual price you would have gotten at
> that time, the
> unadjusted price. For signals that work off relative
> price action (MAs etc),
> you have to use split-adjusted prices.
>
> The simple mechanism of making both sets of price data
> available
> simultaneously is a huge advance IMO, and I hope AB will
> have direct support
> for these two sets of prices per ticker at some point.
>
> Of course it also depends on having both sets of data
> available, which in
> turn depends on your provider (VV does both their
> software and data). Few
> providers offer both at all, and as far as I know, no
> provider makes it easy
> to use both sets at once. I'd hope that direct support
> for this in AB would
> point up how essential this is, and encourage providers
> to make it possible.
>
> Please let me know if there is in fact a good way to do
> this already, with
> any practical data provider.
>
> Dave Merrill
>
>
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