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Hello "b"
Thanks for the copious reply.
I expect if more users register their criticims perhaps amibroker
will eventually become more CSI friendly. Thats my hope anyway
because I would be loathe to migrate from the most accurate data
supplier around.
You mentioned you were using version 2.81 of CSI but I thought it
be best to use version 2.80 because apparently 2.81 does not install
correctly with windows XP. Have you found that to be the case? Until
I hear otherwise I shall stick with 2.80 of CSI.
Thanks in advance,
regards,
Andrew
--- In amibroker@xxxxxxxxxxxxxxx, b <b519b@xxxx> wrote:
> Andrew:
>
> I have been using CSI stock data in AB for a couple years.
> After one gets it set up, it work fairly well. Although
> there are still "issues" to work around, it is now 10 times
> easier than it was a year ago.
>
> First the things I like about the current CSI/UA 2.81
> version and Amibroker (AB):
>
> 1. Updating AB's database is now automatically done during
> the daily download and distribution from CSI. One sets this
> up in the Preferences section of UA.
>
> 2. Pre-split prices get put into the OI field of the AB
> database. So one can back test using realistic price
> filters to remove penny stocks, etc.
>
> 3. De-listed stocks can be included in export to AB, if you
> select this option in UA's preferences section. I
> personally use this. To keep stocks with the same ticker
> (tickers get reused after a stock is delisted), CSI will
> export a distinctiv ticker for each stock: I use "Ticker" +
> "CSI number". There are other naming options.
>
> However some issues remain.
>
> 1. CSI sector classification for stocks does not yet get
> automatically transferred to AB's database - at least I
> have not figured out how to do it. I have no use for the
> classifications so I have not look too hard for a way to
> transfer them.
>
> 2. CSI currently exports British and Canadian stocks with
> the US ones and appends letters to designate the foreign
> exchanges: for example, TD-T would be TD on the Toronto
> exchange. I have written some AFL code the will
> automatically assign stocks to various watchlists. That way
> I can use the watchlist filter in backtesting to exclude
> foreign stocks. I handle the US preferred stocks in the
> same way. Citigroup has over 6 preferred stocks in the CSI
> database.
>
> 3. I am not completely sure about this next issue, but it
> appears that if I am out of town for a few days and do a
> catch up download of CSI covering several days, that CSI
> only exports the most recent two days of data. That creates
> data holes in AB. There is a work around - one can tell UA
> to do a full history export to AB (in the UA preferrences
> section). This fixes the data gap issues, but see the next
> issue.
>
> 4. When UA does a full history export, it first deletes all
> the current stocks in the AB database. I assume this is on
> purpose since it ensures that a stock that has changed
> tickers is not duplicated in the AB database. That fixes
> one problem but causes others - First, the watchlists I
> mentioned above have to be recreated (not a big deal since
> my AFL code does it automatically in 5 minutes). What is a
> bigger deal for me is that any of my custom "composite"
> tickers made with AB's composite function get deleted -
> recreating them from AFL is possible, but it takes time. In
> addition, I think the deletion of the current stock files
> also removes any studies and chart lines one has added
> including notes etc. - That might be a big deal for some
> although it is not for me.
>
> A couple of additional points:
>
> 1. So based on issues 3 and 4, it is best to download CSI
> data regularly - ie, take as few vacations as possible. Oh,
> since UA always downloads the previous day's data to
> include any corrections, I think UA automatically exports 2
> days of data to AB. If so, then one can safely skip one
> daily download and not end up with data holes in AB's
> database. I am not completely sure about this - the idea
> just came to me.
>
> 2. I maintain 2 separate databases of CSI data in AB. One
> database is for trading and only needs a year's worth of
> history and does not need inactive stocks - I update this
> one daily. The other database is for research which
> includes inactives and 14 years of data history. I only
> update the research database every 3 to 6 months.
>
> 3. There may be other issues that I am not yet aware of.
> However, dispite all the issues, I still view CSI as my
> preferred data provider, mainly because it includes
> delisted stocks with pre-split prices.
>
> b
>
> --- rak000000 <rak000000@xxxx> wrote:
>
> >
> > Hello all,
> >
> >
> > Are there many people here who use CSI data with
> > amibroker. I use
> > CSI unfair advantage and was wondering how compatible
> > CSI is with
> > amibroker. (I am deinitely sticking with CSI because I
> > need that
> > level of accuracy).
> >
> >
> > So to restate are there many CSI users and how compatible
> > is it with
> > amibroker?
> >
> >
> > Many thanks in advance,
> >
> >
> >
> > Andrew
> >
> >
> >
> >
> >
> >
>
>
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