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CSI data is a *lot* easier to import into AB today than it
was 12 months ago, or even 6 months ago. But it is not
perfect yet. I am looking forward to CSI's 2.8.1 version of
its program.
For reasons that make sense to me, I have set up 2
databases in AB for CSI data.
One database is just used for trading so it does not need
"inactive" stocks - that reduces the export time from CSI
and it speeds up scans in AB. Speed of export is also
increased by just exporting 250 days of data - I do not
need 10 years of data for trading decisions.
Time required for updating is around 30 minutes/day which
including the download from CSI, CSI's updating of its own
native database, CSI's export to AB and AB's saving of the
update. All these steps are more or less automatic: I
start AB and CSI's UA and start the CSI download and come
back in 30 minutes to close CSI and click on the save
bottom in AB.
My second database includes the full history (10years or
more if one pays for it) for inactive as well as active
stocks. To make one of these databases takes a couple of
hours. I make a new research database once a month since
that is often enough for my backtesting purposes.
Just to be clear: I update the trading database daily but I
never update the testing database - I always make a new
testing database from scratch. Why? Because if a stock's
ticker changes it will end up in any updated database. CSI
exports data to AB, but CSI does not have a way to delete
any ticker from AB. Multiple tickers for the same stock are
not a problem in my trading database because my scans
exclude stocks that have no data for the most recent
trading date. But in my testing database, those duplicates
would muddly the results a bit - probably not all that
much, but I like to work with a pure database and creating
a new database in AB only takes a couple of minutes.
There are still a few additional wrinkles in the CSI
experience. Some have reported that the CSI export to AB
still "drops" a few stocks. I noticed that a lot when CSI
brought out its first version of automatic export to AB,
but CSI has managed to reduce that problem to the point
where I do not notice it all that much - but according to
some other users it is still present to a degree. We are
all waiting for the next release of CSI's UA (2.8.1) which
hopefully will solve this problem entirely.
Also CSI's export to AB exports "everything", so you get
Canadian and British stocks along with US ones. It also
includes preferred shares. But in most cases those foreign
and preferred stocks just get in the way - at least they
get in my way. So I have put them into watchlists. That
saves time by just running tests on US stocks and it gives
more realistic test results (unless one is also planning to
actively trade in Canadian and British stocks as well as
US). I expect one of the future CSI versions will remove
those foregin stocks. CSI charges extra to view them in
CSI's own program so I do not think they will continue to
give them away for free. Most users will likely be glad to
see those stocks go.
For those who are interested in testing strategies on
Canadian stocks, you should run separate tests for stocks
on the Toronto exchange (identified by a "-T" in CSI
ticker) and the Vancouver exchange ("-V"). The former is
much like the NYSE. The latter has a *lot* of speculative
stocks. I do not think there is any US exchange that would
compare to the Vancouver exchange.
b
--- mrdavis9 <mrdavis9@xxxxxxxxxx> wrote:
> I consider TC2k and MSO data to be easy to use. About a
> year ago, I tried
> to use CSI data, and found it impossible to understand
> how to use it.
>
> As I understand it, each new download of CSI data
> includes fixes for splits,
> and also fixes for past errors in the database. This
> way, you should never
> have to put any effort at all into maintaining the
> database, because CSI is
> doing it constantly for you.
>
> Is my understanding of CSI data correct, and is it now as
> easy to use as
> TC2k and MSO? Thanks Ron D
>
> http://www.msodata.com/
>
> http://www.csidata.com/
>
>
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