Re: [amibroker] Re: quote download?, AmiBroker Email List Archive

2008/3/21, brian_z111 <brian_z111@xxxxxxxxx>:

> want to build an hourly system, but my provider only gives 3 months
>of
> intraday data == not many 1 min bars,

Are you sure?

Some RT providers work on a 'memory' surrogate i.e. you get more 15
minute bars backfill than you do 1 minute bars.

Have a look around at other providers to see the difference.

It is normal that we have to make a lot of admin changes - moves to
new brokers, data providers - it's a PITA but we can't tell in
advance if some feature, at one, is going to block our progess (only
experience shows these small things) - locking into 12 month data
contracts straight up is not good - I would rather trial or pay by
the month, for a while, until I shake the provider out.

> idea? Or do you think my system should be flexible enough to go
>from EOD to
> hourly to 15-minutes to 5-minutes without any major problem?

Don't put chains on yourself - any system that works is a good one
(relative to % return and hours it takes you to manage it).

Herman has written a lot on RT trading - I have commented some on EOD
trading - there is a line between - there are subtle differences in
all timeframes - more pronounced in intraday - continuity of data
runs out at small timeframes (depending on the liquidity of the
instrument) - as long as continuity is present then the environment
is familiar - a system that goes from 15 min bars to monthly is a
good sign of robustness. I have them like that.

Now I am moving more into Hermans/Dennis's world - for the education -
to expand my boundaries.

brian_z

--- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine"
<rockprog80@xxx> wrote:
>
> Hi Brian,
>
> I sure wouldn't rely on free data for actual trading, but for
building my
> system it looks nice!
>
> The real deal for me is to be able to find enough intraday data
because I
> want to build an hourly system, but my provider only gives 3 months
of
> intraday data, which is not a lot of bar with hourly data. Do you
have any
> idea? Or do you think my system should be flexible enough to go
from EOD to
> hourly to 15-minutes to 5-minutes without any major problem?
>
> Thanks,
>
> Louis
>
> 2008/3/20, brian_z111 <brian_z111@xxx>:
> >
> > > p.s. So far Yahoo data seems not that bad for EOD...
> >
> > Yes, I advocate it for learning (trading/AB) and system work
> > (conceptual testing/backtesting).
> >
> > For live trading it is personal choice and on a case by case
basis.
> >
> > The only 'real' test is paper trading with brokers data anyway
(refer
> > to Hermans work on RealY=Time data at the UKB).
> >
> > brian_z
> >
> > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>, "Louis
> > Préfontaine"
> > <rockprog80@> wrote:
> > >
> > > Hi,
> > >
> > > It works well now! I simply re-downloaded Amiquote and it works!
> > >
> > > Thanks,
> > >
> > > Louis
> > >
> > > p.s. So far Yahoo data seems not that bad for EOD...
> > >
> > > 2008/3/15, brian_z111 <brian_z111@>:
> > > >
> > > > Louis,
> > > >
> > > > Jim's instructions automatically setup the symbols and the
> > structure.
> > > >
> > > > Then, with Jims database as the current database follow the
> > > > instructions I gave to Jim (the poster).
> > > >
> > > > Do a range download with auto import to AB - it takes hours to
> > > > download a backtesting db for 7000 stocks so make a make a new
> > > > database with a few symbols and download a little bit of data
as a
> > > > practice run.
> > > >
> > > > With auto import selected in AQ the data will go straight to
AB.
> > > >
> > > > Then you can save the list as a .tls file - this is a list,
not
> > the
> > > > data. The downloaded data files are in the AmiQuote download
> > folder.
> > > >
> > > > After you get data into Jims US stocks database you will then
> > find a
> > > > lot of symbols with no data - don't worry about them - in the
UKB
> > > > posts there are instructions for finding and deleting no
quotes
> > stock
> > > > = search under that term - Icant say which post - cant
remember
> > > > myself.
> > > >
> > > > brian_z
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%

40yahoogroups.com><amibroker%

> > 40yahoogroups.com>, "Louis
> > > > Préfontaine"
> > > > <rockprog80@> wrote:
> > > > >
> > > > > Strangely enough, I have the same problem. I thought I could
> > > > finally help
> > > > > someone but I guess I'm the one who needs help... again!
> > > > >
> > > > > I used the "magic import" button from Amiquote, imported the
> > 7000+
> > > > quotes,
> > > > > but for some reason I can't get them back with AmiBroker. I
> > saved
> > > > the data
> > > > > to a .tls file but don't know how to use it to get the data
> > into AB.
> > > > >
> > > > > Well... My lucky day may be tomorrow! ;-)
> > > > >
> > > > > Thanks to you Jim for asking this question! And thanks to
those
> > > > who have
> > > > > the power of the knowlegde!
> > > > >
> > > > >
> > > > > Louis
> > > > >
> > > > >
> > > > > 2008/3/15, triangle702000 <jkra70@>:
> > > > > >
> > > > > > Hi Louis.First off,my thanks to you and the others who
have
> > > > taken the
> > > > > > time to reply so quickly.As you probably know,I'm not an
> > > > experienced
> > > > > > user,so even the basics are a bit of a challenge for me
for
> > now.
> > > > > >
> > > > > > In Amibroker,when I click on the preferences icon,and
then the
> > > > DATA
> > > > > > tab,the default database path is listed as " C:\Program
> > > > > > Files\AmiBroker\Data ".I'm not sure how to tell which one
> > > > Amiquote is
> > > > > > saving to.My understanding is the default database path
is the
> > > > > > database that is automatically loaded at start up,correct?
> > > > > >
> > > > > > Like I said ,I'm new ,so I don't have a real good
> > understanding of
> > > > > > how to operate this yet.I guess I just want to build a
> > list,load
> > > > up
> > > > > > some historical data,and then be able to update it
> > > > everyday,nothing
> > > > > > fancy.
> > > > > >
> > > > > > Can you let me know how to check if the database that
> > Amibroker is
> > > > > > using is the same that Amiquote is saving to? Thanks
again. -
> > jim
> > > > > >
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com><amibroker%
> > 40yahoogroups.com><amibroker%
> > > > 40yahoogroups.com>, "Louis
> > > >
> > > > > > Préfontaine"
> > > > > > <rockprog80@> wrote:
> > > > > > >
> > > > > > > Hi Jim,
> > > > > > >
> > > > > > > Are you sure Amibroker uses the database in which
Amiquote
> > saved
> > > > > > the quotes?
> > > > > > >
> > > > > > > You may try to look at this to solve you problem.
> > > > > > >
> > > > > > > Louis
> > > > > > >
> > > > > > >
> > > > > > > 2008/3/15, triangle702000 <jkra70@>:
> > > > > > > >
> > > > > > > > I'm using Yahoo historical,eod with a start date of
1998
> > to
> > > > > > > > present.It should give me 10 yrs of data,if I'm doing
it
> > > > > > correctly.
> > > > > > > >
> > > > > > > > I click on TOOLS, AUTO UPDATE QUOTES(US AND
CANADA),the
> > > > Amiquote
> > > > > > > > window pops up.It will go through the list
> > saying "completed"
> > > > and
> > > > > > > > Imported" at each symbol.When it's done,I'll click on
one
> > of
> > > > the
> > > > > > > > symbols on the list in Amibroker to the left of the
chart
> > > > > > window.If
> > > > > > > > it's a Djia symbol the most recent quote will be
> > 4/10/2006.If
> > > > > > it's a
> > > > > > > > symbol that I added myself,the chart will be blank and
> > > > say "not
> > > > > > > > enough data available".
> > > > > > > >
> > > > > > > > -- In amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com><amibroker%
> > 40yahoogroups.com><amibroker%
> > > > 40yahoogroups.com><amibroker%
> > > > > > 40yahoogroups.com>, "Paul Ho"
> > > > > > > > <paultsho@> wrote:
> > > > > > > > >
> > > > > > > > > You havent downloaded enough bars
> > > > > > > > > try downloading more bars, using yahoo historical,
or
> > other
> > > > > > > > historial
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > _____
> > > > > > > > >
> > > > > > > > > From: amibroker@xxxxxxxxxxxxxxx<amibroker%
40yahoogroups.com><amibroker%
> > 40yahoogroups.com><amibroker%
> > > > 40yahoogroups.com><amibroker%40yahoogroups.com>
> > > > > > [mailto:
> > > > > > > > amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com><amibroker%
> > 40yahoogroups.com><amibroker%
> > > > 40yahoogroups.com><amibroker%40yahoogroups.com>]
> > > > > > > > On Behalf
> > > > > > > > > Of triangle702000
> > > > > > > > > Sent: Sunday, 16 March 2008 11:51 AM
> > > > > > > > > To: amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com><amibroker%
> > 40yahoogroups.com><amibroker%
> > > > 40yahoogroups.com><amibroker%40yahoogroups.com>
> > > > > >
> > > > > > > > > Subject: [amibroker] quote download?
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > Hello. I'm using version 4.80 which I just
downloaded.I
> > > > made my
> > > > > > own
> > > > > > > > > list of symbols which I then tried to download data
for
> > > > using
> > > > > > > > > Amiquote.Everything appeared to be working
fine,Amiquote
> > > > would
> > > > > > go
> > > > > > > > > through the list and each symbol would
> > > > > > > > > say "completed",then "imported".When the list was
done,I
> > > > could
> > > > > > not
> > > > > > > > > get Amibroker to display the data in chart
form.When I
> > would
> > > > > > click
> > > > > > > > on
> > > > > > > > > a ticker symbol on the list, it would display a
blank
> > chart
> > > > and
> > > > > > it
> > > > > > > > > would say " not enough data available,at least 3
data
> > bars
> > > > are
> > > > > > > > > needed,but there are 0 bars in 'XYZ' ".I thought
that
> > after
> > > > > > > > Amiquote
> > > > > > > > > was finished downloading data it would automatically
> > > > display it
> > > > > > on
> > > > > > > > a
> > > > > > > > > chart.Even stocks in Djia that come with the program
> > are not
> > > > > > > > updated.
> > > > > > > > >
> > > > > > > > > I tried to download the NYSE list via a link which I
> > found
> > > > in
> > > > > > the
> > > > > > > > > tutorial with the same results,Amiquote would
appear to
> > > > download
> > > > > > > > and
> > > > > > > > > import the data,but I could not find it in
> > Amibroker.I've
> > > > read
> > > > > > > > > through the tutorial several times regarding
updating of
> > > > quotes
> > > > > > and
> > > > > > > > I
> > > > > > > > > cannot figure out what I'm doing wrong.
> > > > > > > > >
> > > > > > > > > I understand this is a really basic question
compared to
> > > > most of
> > > > > > > > > the other ones here,but I'm getting really
frustrated
> > and
> > > > hope
> > > > > > that
> > > > > > > > > someone can take a few minutes to hopefully help me
> > > > > > out.Thanks, -jim
> > > > > > > > >
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