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b said>>What CSI currently provides in its export
to Amibroker is no more precise than what you can get for
free from Yahoo. I found this out by checking the CSCO
split adjusted prices for early 1990 as you suggested.
==============================
B, thanks for taking the time to investigate this. I find Yahoo EOD data
to be very adequate for TRADING ONLY purposes.
My TRADING indicators compute the averages of a lot of previous data, with
the result that data errors here and there have very little effect. Ron D
----- Original Message -----
From: "b" <b519b@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, December 07, 2005 3:20 AM
Subject: [amibroker] Re: CSI data - precision - CORRECTION (for Terry)
> --- Terry Hulseberg <MagicTH@xxxxxxxxxxx> wrote:
>> Adj. Close on the historical data is
>> only supplied to two decimal places, which
>> makes it very crude. For example, CSCO in early
>> 1990 ... while the Adj. Close = $0.08 for all
>> prices from $23.00 to 24.00.
>> ... CSIData tell me if the database you pay for
>> has the same limitation?
>
> Terry:
>
> Sadly, I must correct my earlier answer to your question.
>
> Although my contact with the hedge firm appears to be
> correct in reporting that CSI stores its data with the
> precision of 5 (or perhaps 6) significant digits, CSI's
> built-in exporter to Amibroker rounds things off to 2
> decimal points. What CSI currently provides in its export
> to Amibroker is no more precise than what you can get for
> free from Yahoo. I found this out by checking the CSCO
> split adjusted prices for early 1990 as you suggested.
>
> But if CSI were to upgrade its exporter to Amibroker, it's
> 5 or 6 significant digit database has the ability to
> provide impressive data precision when exporting split
> adjusted prices. Five significant digits would enable
> results to be accurate within 1/1000 of a percent, which
> would be more than sufficient accuracy for my back testing
> purposes.
>
> What can be done to get CSI to upgrade its exporter to
> Amibroker so sufficient precision is provided for split
> adjusted prices of stocks like CSCO?
>
> Terry, it certainly would help if you, as a potential new
> subscriber, were to contact CSI directly and let them know
> that you are looking for a data provider that can deliver
> sufficient precision.
>
> As for me, I am very disappointed by this discovery. I had
> assumed that CSI's export to Amibroker would be of the
> level reported by the fellow in the hedge fund. Although I
> will sleep on it for a few nights, I am seriously
> considering writing CSI to let them know that I will not
> renew my annual subscription when it runs out in seven
> months. Seven months would be sufficient time for CSI to
> recode their exporter to Amibroker, if they decide to do.
>
> The only thing that might keep me as a CSI subscriber is
> their inactive stock data, which I can not get from any
> other source.
>
> However, I certainly am no longer considering buying those
> 2 extra years of data (for the late 1980s). Although that
> sale is not lost forever, it is deferred until CSI's
> exports to AB gets sufficient precision.
>
> b
>
>
>
>
> __________________________________________
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>
>
>
>
> Please note that this group is for discussion between users only.
>
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>
>
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