|
PureBytes Links
Trading Reference Links
|
I totally agree with everything you said. The problem is I'm not
going to use AB for option trading - just for backtesting. If you
know option soft with backtesting ability at least with half
functionality of that of AB, please, name it. The problem I described
earlier (which can prevent usage of AB for my backtesting needs) is
the only I could see at the moment.
With kind regards, Dmitri
--- In amibroker@xxxxxxxxxxxxxxx, "Lesmond V" <ebsn247@xxxx> wrote:
>
> Updating symbols of US options is probably a full time job for
people
> who manage databases at night at companies like eSignal. US
exchanges
> use old and outdated coding system that was developed years back
when
> there were realatively few optionable stocks.
>
> I'm not sure if you realize that there are no strict rules for
> creating root symbols. Only month call/put identifiers follow strict
> rules. The strike price identifiers and the root symbols are all
> arbitrarily created by option exchanges. You have to get all this
> data first from your data provider or straight from the exchange
> (CBOE, ISEX, AMEX, etc.).
>
> I don't see how you could efficiently use AmiBroker alone for
options
> trading. AB is an excellent chart analysis software but for options
> you need multiple real time quote sheets where you could enter and
> then save all the strike symbols in the order of your choice. You
> need a separate quote sheet for every stock that you monitor and
> there is a hundred or more symbols on each quote sheet.
>
> I don't have eSignal but I assume it has automatic "option chain
> import" feature, so does QCharts. I used QC a few years ago: option
> chains were all messed up and there were lots of missing quotes.
> Esignal's data quality should be ok but the feed is pricey.
>
> Until AB improves its quote sheets and offers "option chain import"
> feature I would recommend SierraChart software with MyTrack feed for
> monitoring your option chains (you can create hundreds of quote
> sheets and it won't cost a fortune). Or, if you don't mind paying a
few times as much to get the same thing, you can use eSignal
software. Then you can use AmiBroker for all the other tasks like,
chart analysis, explorations and trading systems, the areas where AB
excels.
>
>
> Lesmond
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "dkourganov" <kourganov@xxxx>
wrote:
> >
> >
> > Could someone share his experience how to handle following
problem:
> > I've got option and stock EOD database (mixed), but I can't link
> them
> > to each other. For example, I need to buy the option and my
buying
> > decision depends on stock's behavior. How can I do that for all
the
> > stocks? The problem is actually I don't know how option roots came
> from
> > stock's name - so I can't link them together in trading rules.
> > Does anybody battle this problem?
> >
> > With kind regards, Dmitri
------------------------ Yahoo! Groups Sponsor --------------------~-->
In low income neighborhoods, 84% do not own computers.
At Network for Good, help bridge the Digital Divide!
http://us.click.yahoo.com/EpW3eD/3MnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
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:
http://docs.yahoo.com/info/terms/
|