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Hello Ted,
I'm OK with your question list.
It allows for a better quality answer.
1. Yahoo
Search this archive for recent posts by jrswindle (filehandle[jim]),
whitney* and maybe a couple of mine in the last fortnight.
Issues with deleting obsolete symbols(Yahoo problem) are dicussed in
those posts (cleanup script linked for you in this topic is probably
best for you).
I downloaded 10years Yahoo for JRS symbols, no sweat.
Search this archive for Yahoo posts for a lot of discussion re
quality and uses.
JRS setup is the best yahoo setup we have; more current and user easy
than Ami version (Tomasz is focussed on top-end stuff and the back
end is up to us).
2. Richard Dale is Norgate provider - follow the link in the help
manual data providers list.
3. It is all user preference.
Some long term traders use Yahoo with success others do not like it.
Either way, Yahoo has some uses.
At least keep an open mind about what Yahoo can be handy for.
If you are not an experienced trader it is definitely good enough for
training.
I use it for answering questions in this forum as we all have acess
to the same data if we are discussing a code example etc.
It might take up to 1-2 years for new traders to learn their craft so
free yahoo is the best for that purpose.
Experienced traders know exactly what they want and why.
4. I agree in general with the point; *why spend all day every day
writing script and managing data when you really want to be a trader.
Spend all your time trading and outsource data management.
This especially applies to categorising symbols.
5. Not all data providers are created equal.
Some throw in current fundamental data.
6. Historical fdata providers are another area altogether (list of
possibles in files list in fdata folder under my name).
7. Advanced traders consider issues like survival bias, IPO's, name
changes, fdata timeliness, custom classificaions etc.
The list goes on and on.
How the heck would an individual manage all of that, especially if
you eventually want to cross supplier borders e.g. Worden data with
Hemscott industry classification?
brian
--- In amibroker@xxxxxxxxxxxxxxx, "avitar312" <avitar312@xxx> wrote:
>
>
> I just purchased AmiBroker today after evaluating it for the
last 3+
> weeks. It appears to me that it will do everything, without
exception,
> that I want it to do. Having said that, I think there are a three
> challenges that face me that others may be able to help with.
>
>
>
> My first challenge is to develop a structure plan for the
database.
> The second is to populate it, and the third is to maintain it.
Since I
> am new to the program, I am hoping that some of you might respond
with
> any "lessons learned". I have detailed my approach below so that
folks
> can help me avoid potential pitfalls, if they are willing.
>
>
>
> Objective
>
> Obviously, the first question is "What do you want it to do?" My
> primary goals are to use Amibroker for back-testing systems and then
> implementing them. Additional details, in order of priority are:
>
>
>
> 1. To develop trading systems associated with stocks on AMEX,
> NASDAQ and NYSE;
>
> 2. To implement those systems on a daily and sometimes
> intra-daily basis via AmiBroker;
>
> 3. Eliminate unnecessary cost associated with data
collection;
> and,
>
> 4. Automate data collection as much as possible.
>
>
>
> Background
>
> Often, it is difficult to answer someone's questions without
> knowing their capabilities, so here's another list:
>
>
>
> 1. Moderate familiarity with programming (Jscript, Pascal, VB);
> 2. Reasonably up-to-date hardware ? multiple monitors, decent
> storage capability and processor;
> 3. Up-to-date software (XP, Office);
> 4. Trading software (Amibroker, QCollector, and trial versions
of
> AmiQuote, PowerScan);
> 5. Subscription to eSignal for data feed; and,
> 6. Cable connectivity ? up to T1.
>
>
>
> Data Structure Approach:
>
> I used the template developed by Rik Rasmussen in message #
107348.
> Many thanks to you Rik for saving me time! I will continue to
customize
> the structure with additional categories, groups,
sectors/industries. My
> thought is that it will be a requirement to run back-testing against
> collections of stock, as well as entire exchanges, so it is best to
get
> it organized to the nth degree. From what I can tell, creating the
> structure isn't particularly time consuming ? associating
> 1000's of stocks with that structure may be.
>
>
>
> Again, Rik's help saved me a lot of work, but I still have a
> considerable number of stocks to add as well. It would seem that
since
> stock classifications are part of data you can pull from Yahoo,
there
> should be a way to automate this. If there is, I haven't found it.
> Ideas anyone?
>
>
>
> Rik seems to imply that he developed a script to do this.
> Unfortunately he can't distribute because he did it for a customer.
> Has anyone seen similar scripts out there? As you can tell, I am
not a
> big fan of re-inventing the wheel.
>
>
>
> Data Acquisition & Storage Strategy:
>
> This is a tricky part for me. I have already gathered historical
data
> on approximately 8000 stocks going back on some as far as 1990. I
pulled
> this data (ASCII format) from eSignal using QCollector. The list of
> stocks came from the AmiBroker website. All information is on the
local
> hard-drive.
>
>
>
> I can import this information into AmiBroker using the Import
Wizard,
> but of course then I would have to associate any stocks from my list
> with the various groups. I am hoping that someone has a solution for
> automatically doing this.
>
>
>
> I wish that AmiBroker had these kind of lists compiled although
I can
> understand the initial manpower required. Still, it would be a great
> jumpstart for folks and would allow them to get to work with the
> software much faster.
>
>
>
> Once the two lists are merged, and all stocks are up to date,
the next
> phase is maintenance.
>
>
>
> Database Maintenance:
>
> From what I read, it seems to me that I can use AmiQuote to keep
> everything updated. Is this true? My understanding is that it will
pull
> EOD information from Yahoo. That of course raises a few questions.
>
>
>
> 1. Since there seems to be a symbol difference (index symbols)
> between Yahoo and eSignal, will there be problems that I need to
address
> now? Yahoo seems to be considerably less expensive as a data feed;
and,
> while eSignal seems to have some great products, I'm really not sure
> it is worth the expense for my needs right now.
> 2. If I decide on Yahoo as a data feed, using AmiQuote as a
> go-between, will that support my objectives? Since historical data
has
> been gathered I anticipate my future need as EOD data and intra-day
> data. (No I don't want intra-day data on all stocks, just those on a
> watch list.) Am I missing anything here?
> 3. It seems as if Yahoo has some limits on downloading of data.
I
> can't recall exactly what I read, but it seems to me that 200
> symbols at one time was a limit. If I want to automatically
download EOD
> for 8000 stocks, will I have to do it in 200 symbol groups; or,
perish
> the thought, individually?
> 4. If for some reason I need to stay with eSignal to avoid
problems
> from question #3, will I have to manually import the updated data
each
> day to keep the database in AmiBroker current?
>
>
>
> The bottom line here is that I want to spend the majority of my
time
> working and systems and trading ? not doing administrative tasks. If
> folks have a suggestion for the best "lash-up" that will support
> my goals, I'd really love to hear it.
>
>
>
> Conclusion:
>
> If you've read this far, I appreciate your determination ? I
> know it was a novel! I felt it was important to lay it all out
though so
> that you didn't waste time trying to guess what I might need. My
> hope is that your responses may answer some of the practical
application
> questions that face others as they get started with AmiBroker.
>
>
>
> Finally, if you're sitting on the fence about answering because
of
> the number of questions, just pick one and go for it. Sooner or
later
> I'll get suggestions on all. I wouldn't expect anyone to go
> through this piece by piece. Time is too valuable.
>
>
>
> Thanks to all, I look forward to working with you on this forum in
the
> future.
>
> Ted
>
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