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RE: [amibroker] Ticker Symbol Length Issues

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Joe,

 

Thanks.  I was thinking about using Batman at least as an intermediate step.  At this point, I have so much to do that I’ll take a short cut until I feel it’s useful to recode something.  I.e., I don’t like to reinvent the wheel.

 

Regards,

 

Dan.

 

p.s., As a programmer, I DO like to reinvent the wheel.  As a SENIOR programmer, I know that many times it’s simply not cost-effective.  (Life is short.)

 

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Joe Landry
Sent: Sunday, August 14, 2005 3:44 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Ticker Symbol Length Issues

 

Dan

When someone gets into creating composites, it's usually means you've taken on a daily chore if you're running EOD systems.

 

Looks like you're very skilled in scripts and probably don't need this, but if you do need an end of

day batch processing utility - look up Fred's tool called Batman.  

 

JOE  

----- Original Message -----

From: Dan Clark

Sent: Sunday, August 14, 2005 1:11 AM

Subject: [amibroker] Ticker Symbol Length Issues

 

Hi,

 

I’ve discovered the joys of Composite symbols.  However…

 

I ran into what appears to be a serious issue when creating Composite symbols – ticker symbol length.  It appears that the maximum length for a ticker symbol is 25 characters.

 

When creating Composite symbols, you append or prepend a character string to differentiate types of Composite symbols.  If the first 25 characters of a Composite symbol are exactly the same, the excess characters are truncated and values are merged to one symbol.  The symbol is then corrupt.

 

For example, I create QP Industry Composite indexes of my stock list, and then create an “Indicator” Composite symbol of each Industry Index symbol.  Here’s how the error occurs:

 

·         QP has two Industries:

Aerospace-Defense

Aerospace-Defense Eqp

 

·         Composite Industry indexes are created by prepending “~iInd_” to the industry name:

~iInd_Aerospace-Defense

~iInd_Aerospace-Defense E

 

Notice that “qp” is truncated from the second industry.

 

·         Then Composite Indicator symbols are created by prepending “Rk” to the Industry Index symbols:

“Rk~iInd_Aerospace-Defense”

 

However, instead of two Composite Indicator symbols, only ONE is created!  Since the left 25 characters of the Indicator Composite symbol (“Rk” + Industry Index symbol name) are same for both Industries, values from the two Industry Index symbols are merged to one Indicator Symbol!

 

Composite Indexes and Indicator symbols are a HUGE benefit.  Composite Indicator symbols allow me to preprocess and save Indicators like RSI, and then use them like a normal ticker.    Before, my scans and charts computed Sector and Industry Rank on the fly, which was SLOW!  Now, with Sector and Industry Composite Rank symbols, scans and charts are at least 3 times faster!  

 

How can I get around this character length limitation?    Tweaking symbol names might work for a while, but at some point the symbol names will become meaningless.   Can I increase the Symbol length?  Tomasz, can you increase Symbol length?

 

Thanks and regards,

 

Dan.

 

 



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