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PureBytes Links
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<SPAN
class=323404617-24072004>Thanks for the update b, good to know about the state
of that art. Couple quick questions:
<SPAN
class=323404617-24072004>
<SPAN
class=323404617-24072004>- Does CSI categorize stocks by sector at all, like QP2
does?
<SPAN
class=323404617-24072004>
<SPAN
class=323404617-24072004>- Are any fundamentals available? If so, do they have
history for them?
<SPAN
class=323404617-24072004>
<SPAN
class=323404617-24072004>- They don't carry mutual funds,
right?
<SPAN
class=323404617-24072004>
<SPAN
class=323404617-24072004>- I assume they carry a healthy selection of indices,
yes?
<SPAN
class=323404617-24072004>
<SPAN
class=323404617-24072004>Thanks,
<SPAN
class=323404617-24072004>
<SPAN
class=323404617-24072004>Dave
<BLOCKQUOTE
>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
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