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Andrew:
I do not think this is a problem AB can solve because I
think the problem comes from the CSI side - due in large
part to how they have chosen to manage their data on a
user's hard disk. All their data is present but a user's
access is restricted to only what they have paid for. Thus
AB can not be give direct access to the CSI data. AB has to
depend on the CSI to supply the data. On top of this, CSI
must be using a very compact compression formula for its
data given how little space it takes on the hard drive.
Just compare the size of the CSI/UA folder to that of the
resulting data folder in AB. AB's is much larger (optimized
for speed of use I expect) and CSI is more compact
(optimized for data transmission and hard disk space).
Decompressing that data appears to be a time consuming
task, so the current CSI approach is to manage the export
into the AB database.
In short, any improvements likely depend on CSI's
programmers rather than AB's programmer.
b
--- rak000000 <rak000000@xxxxxxxxx> wrote:
>
> 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
> > >
> > >
> > >
> > >
> > >
> > >
> >
>
=== message truncated ===
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