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b, thanks for the indepth report on the current status of CSI's data . Much
appreciated. Ron D
----- Original Message -----
From: "b" <b519b@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, July 24, 2004 9:08 AM
Subject: Re: [amibroker] Latest on CSI EOD data?
> 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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