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Hi Howard,
I will look at this... As for the two watches, my educated guess is that the guy with only one watch has statistically more chance to be late at work than the guy with two watches; even though the guy with two watches does not know the EXACT time of the day, he will have a higher chance of been approximately right about it than the guy with one watch. I think that a system who perform relatively well with 2 different quote-providers should be very good! ;-)
As for Yahoo, I really don't know from where to take the historical quotes and download them. Anyone know?
Thanks,
Louis
2008/3/13, Howard B <howardbandy@xxxxxxxxx>:
Hi Louis --
Here is the link to Quotes Plus. It lists prices for real time and for EOD data. (I wish they would drop the Dan Zanger commercial -- it does not do the reputation of their data business any good, IMO.)
http://quotes-plus.com/joomla/index.php
Why do you want EOD data from two different vendors? There will be differences between them. And those differences will worry you -- your backtests will have different results -- which will you believe? How will you correct the differences? Remember, the purpose of your backtests is to increase your confidence that when you trade your system with real money, it is likely to be profitable. Why test using data that is known to be different than that that you will be using to trade?
The data from all vendors has errors. Yahoo data is free, but has a higher error count than most of the vendors who charge for their service. The higher the error rate, the more time you will be spending fixing data errors.
From an ancient proverb (shortly after watches were invented): "A man with one watch knows the time, a man with two is not sure."
Thanks,
Howard
On Thu, Mar 13, 2008 at 9:26 AM, Louis Préfontaine < rockprog80@xxxxxxxxx> wrote:
Hi Howard,
I tried QuotePlus and really like the interface with all the sectors clearly defined, etc. Is it affordable?
Do you think my idea to keep independant DTN EOD and Yahoo EOD would be good? I also have a backup on my laptop...
Thanks,
Louis
2008/3/13, Howard B <howardbandy@xxxxxxxxx>:
Hi Louis --
Although it might be possible to have a single database that has both intraday and end-of-day data, I recommend keeping the intraday and EOD data in separate databases.
I use Quotes Plus for both EOD and IntraDay. I not only keep them in separate databases, I have them on separate computers and run a copy of AmiBroker on each computer -- one shows EOD data, the other Intraday data.
My experience in trying to combine them has been spotty. Other members of the group may have better experience.
Thanks,
Howard
On Thu, Mar 13, 2008 at 9:17 AM, Louis Préfontaine < rockprog80@xxxxxxxxx> wrote:
Hi,
I fear I may ask a dumb question, but I don't really understand how to get the historical quotes from Yahoo for all the quotes on NYSE and NASDAQ... I looked at http://www.amibroker.org/userkb/2007/11/09/setup-a-custom-database-nasdaq/ but it is still not too clear for me...
To Howard: at long term I will use DTN, but DTN is 100$+/month with canadian quotes, so it is somewhow expensive for now... And I think that the EOD data should be quite the same... I'm still figuring how I can integrate intraday-EOD data in the same interface, so right now I have an EOD database with DTN and an intraday database with DTN. I would only add a Yahoo EOD database to the whole thing.
Thanks!
Louis
2008/3/13, brian_z111 <brian_z111@xxxxxxxxx>:
> Are the yahoo history quotes free and reliable for backtesting?
Yes, it is free, and deep histories too.
This is a contentious subject (AB users disagree on this point).
Some of use it for backtesting and some do use it for trading.
Personal choice.
I have posted on the pros and cons at the UKB >> data >> Yahoo
The best thing is to be informed from there and make your own
decision.
It is definitely good enough to start out (for EOD trading) - when
you start to get a couple of good systems then you can repeat the
tests on other data (purchased?) and see if you get any difference.
The main point is that Yahoo can be raw or dividend adjusted (it
makes a difference) - I also have tried to discuss this at the UKB
(not finished yet).
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine"
<rockprog80@xxx> wrote:
>
> Hi Brian,
>
> Are the yahoo history quotes free and reliable for backtesting?
>
> You are right: for NASDAQ and NYSE the tickers are the same for
DTN. So I
> guess your way could work?
>
> I will try to work with this tomorrow or this week-end and will get
back to
> you with this.
>
> Thanks!
>
> Louis
>
> 2008/3/13, brian_z111 <brian_z111@xxx>:
> >
> > Sorry,
> >
> > An incorrect assumption on my part.
> > I don't know anything about DTN.
> > Usually the tickers are the same except for indices.
> >
> > Someone else can probably help with DTN - apologies for wasting
your
> > time.
> >
> > Yes, Yahoo definitely works - simple import and also with the
setup
> > methods I use there.
> >
> > A lot of people don't like Yahoo data though.
> > I use it for backtesting but not live.
> >
> > brian_z
> >
> > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>, "Louis
> > Préfontaine"
> > <rockprog80@> wrote:
> > >
> > > Hi Brian,
> > >
> > > Thanks for your reply.
> > >
> > > I see that the quotes used come from yahoo... However I use data
> > from DTN,
> > > so the ticker name should be different. So even if I can
download
> > every
> > > tickers from yahoo, I would have to manually change the ticker
name
> > so it
> > > can upload automatically. Is there a way to avoid this?
> > >
> > > Also, are you sure it is possible to get the quotes from yahoo?
I
> > remember
> > > I tried some times ago and wasn't able to do it.
> > >
> > > Thanks,
> > >
> > > Louis
> > >
> > > 2008/3/13, brian_z111 <brian_z111@>:
> > > >
> > > > Hello Louis,
> > > >
> > > >
> > > > > Is there a way to download a LOT of tickers,e.g. every
tickers
> > on
> > > > >the
> > > > > NASDAQ, or DJI? Do I have to manually enter each tickers
after
> > the
> > > > >other or
> > > >
> > > > > is there a faster and simplier way?
> > > >
> > > > Yes, there is.
> > > >
> > > > There are some posts at the UKB that walk you through the
basics.
> > > >
> > > > Setup A Custom Database is the main one.
> > > >
> > > > It shows you how to get ticker lists and how to use them in
AB.
> > > >
> > > > http://www.amibroker.org/userkb/
> > > >
> > > > Look under DataBase Management.
> > > >
> > > > brian_z
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com><amibroker%
> > 40yahoogroups.com>, "Louis
> > > > Préfontaine"
> > > > <rockprog80@> wrote:
> > > > >
> > > > > Hi,
> > > > >
> > > > > Is there a way to download a LOT of tickers,e.g. every
tickers
> > on
> > > > the
> > > > > NASDAQ, or DJI? Do I have to manually enter each tickers
after
> > the
> > > > other or
> > > > > is there a faster and simplier way?
> > > > >
> > > > > Thanks,
> > > > >
> > > > > Louis
> > > > >
> > > >
> > > >
> > > >
> > >
> >
> >
> >
>
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