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> As for Yahoo, I really don't know from where to take the historical
>quotes
> and download them. Anyone know?
http://www.amibroker.com/guide/h_amiquote.html
http://www.amibroker.com/guide/h_amiquote2.html
My posts at the UKB under Data >> Yahoo and DatabaseManagement are a
supplement to the above material from the Users Guide (I try to give
some examples and warn about the little traps that you can fall into).
If you want to learn about the basic data issues, that affect
traders, the UKB definitely helps (the quality isn't perfect but at
least it is all in one place - there is more to come - I am still
collecting material and writing more tips).
Also the links from the UKB lead to more good material e.g. Premium
data (Norgate) has some useful KnowledgeBase articles at their site
(a lot of providers have good tips on data management at their sites).
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine"
<rockprog80@xxx> wrote:
>
> 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@xxx>:
> >
> > 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@xxx>
> > 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@xxx>:
> > >
> > > > 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@xxx> 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@xxx>:
> > > > >
> > > > > > > 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 <amibroker%
40yahoogroups.com>,
> > > > > > "Louis Préfontaine"
> > > > > > <rockprog80@> 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@>:
> > > > > > > >
> > > > > > > > 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><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><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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