|
PureBytes Links
Trading Reference Links
|
Hi b,
It's nice to see you back on the board : )
I found a few other symbol designators that you may want to filter out in addition to the ones you've outlined below.
// Symbols with "+" are preferred stocks// Symbols with "-I" are Domestic Indicies// Symbols with "-F" are Int'l Indicies// Symbols with "-L" are London Stock Exchange// Symbols with "-C" are Montreal Stock Exchange// Symbols with "-T" are Toronto Stock Exchange// Symbols with "-V" are Vancover Stock Exchange
Kind Regards,
Garyb <b519b@xxxxxxxxx> wrote:
CSI data is a *lot* easier to import into AB today than itwas 12 months ago, or even 6 months ago. But it is notperfect yet. I am looking forward to CSI's 2.8.1 version ofits program.For reasons that make sense to me, I have set up 2databases 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 CSIand it speeds up scans in AB. Speed of export is alsoincreased by just exporting 250 days of data - I do notneed 10 years of data for trading decisions. Time required for updating is around 30 minutes/day whichincluding the download from CSI, CSI's updating of its ownnative database, CSI's export to AB and AB's saving of theupdate. All these steps are more or less automatic: I start AB and CSI's UA and start the CSI download and
comeback in 30 minutes to close CSI and click on the savebottom in AB. My second database includes the full history (10years ormore if one pays for it) for inactive as well as activestocks. To make one of these databases takes a couple ofhours. I make a new research database once a month sincethat is often enough for my backtesting purposes. Just to be clear: I update the trading database daily but Inever update the testing database - I always make a newtesting database from scratch. Why? Because if a stock'sticker changes it will end up in any updated database. CSIexports data to AB, but CSI does not have a way to deleteany ticker from AB. Multiple tickers for the same stock arenot a problem in my trading database because my scansexclude stocks that have no data for the most recenttrading date. But in my testing database, those duplicateswould muddly the results a bit - probably not all thatmuch, but I
like to work with a pure database and creatinga new database in AB only takes a couple of minutes.There are still a few additional wrinkles in the CSIexperience. Some have reported that the CSI export to ABstill "drops" a few stocks. I noticed that a lot when CSIbrought out its first version of automatic export to AB,but CSI has managed to reduce that problem to the pointwhere I do not notice it all that much - but according tosome other users it is still present to a degree. We areall waiting for the next release of CSI's UA (2.8.1) whichhopefully will solve this problem entirely.Also CSI's export to AB exports "everything", so you getCanadian and British stocks along with US ones. It alsoincludes preferred shares. But in most cases those foreignand preferred stocks just get in the way - at least theyget in my way. So I have put them into watchlists. Thatsaves time by just running tests on US stocks and it
givesmore realistic test results (unless one is also planning toactively trade in Canadian and British stocks as well asUS). I expect one of the future CSI versions will removethose foregin stocks. CSI charges extra to view them inCSI's own program so I do not think they will continue togive them away for free. Most users will likely be glad tosee those stocks go. For those who are interested in testing strategies onCanadian stocks, you should run separate tests for stockson the Toronto exchange (identified by a "-T" in CSIticker) and the Vancouver exchange ("-V"). The former ismuch like the NYSE. The latter has a *lot* of speculativestocks. I do not think there is any US exchange that wouldcompare 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/> > __________________________________Do you Yahoo!?New and Improved Yahoo! Mail - Send 10MB messages!http://promotions.yahoo.com/new_mail
Check AmiBroker web page at:http://www.amibroker.com/Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Do you Yahoo!?
Yahoo! Mail - 50x more storage than other providers!
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|