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Being a long-time artificial ticker-er myself (and an absolute non-
programmer) I think one disadvantage of this method is that, assuming
a daily data base, we are creating arrays with many, many duplicate
values. For example an array containing EPS (in one of the OHLCVI
fields) would only change about 4 times a year; during 3 consecutive
months we are stuffing this array with the same value.
I can imagine this simply puts a lot of strain on the AB database.
And for example 30 fundamentals divided among 5 arti-tickers for each
stock increases a 2,000 stock database to 10,000 "stocks".
I am just assuming this because if not, then why would TJ not have
implemented the new fundamentals as arrays, in this case not with 6
OHLCVI datafields but with one single datafield, so indeed daily (or
bulk ASCII) imported (funda) values would build a historical database
completely within AB similar to price data.
I remember though having read requests for "custom arrays" in deep
historical depths of the message board archives, so there must be a
good reason why these were never implemented.
But just as dbirru I'd be very interested to know if SQL will have a
serious advantage over artificial tickers. I am absolutely ignorant
about SQL so will this be worth digging into?
Thanks very much for advice from TJ or other experts.
-treliff
--- In amibroker@xxxxxxxxxxxxxxx, "Michael.S.G." <OzFalconAB@xxx>
wrote:
>
> If you import your fundamental data into artificial tickers (eg
> Code-FndData) to create a historical database of Fnd Data,
> Then it appears as though these new additions have little benefit
to us.
> I do the same thing, And reference with Foreign.
>
> I find it quite convenient to access historical fundamental data
> "within" amibroker, As opposed to accessing some external DB.
> I mean, AmiBroker itself is a DB. So why make things more
complicated
> by accessing external db's. (Just my thoughts).
> Im not sure it would be any quicker using external database as
opposed
> to AB inbuilt Foreign function.
>
> The only gripe I have, And I dare say it would be the same if the
data
> was stored in an external DB - Is the inability of the
> shiftx or ref() functions to access Future Foreign data (As in
reference
> to the Selected ticker).
>
> Here is example of charting historical fundamental data accesed via
an
> artificial (foriegn) ticker.
>
>
> dbirru wrote:
> >
> > Is the new fundamental import faster compared to doing it via the
old
> > way of the ascii importer?
> >
> > I used to import fundamental data using artifical ticker and the
ascii
> > importer (using the 9 or so available fields). In AFL, this
requires
> > using the foreign function. I find that this method slows down
> > exploration considerably since for every ticker a corresponding
> > ticker need to be read. The values are also stored in an array.
> >
> > The latest ascii importer contains additional fields to ease
improting
> > of fundamental data. Does this new way of improting fundamental
data
> > make exploration considerably faster? If the dat astructure is
> > different, then I expect it may be faster. But, I don't know the
data
> > structure. Thus, I asked before I try it and 'corrupt' my
database if
> > it does not offer an advantage.
> >
> > Thanks.
> >
> > __
>
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