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In regards to the original question of this post:
I have followed the steps listed in the help files to setup the AD
Line in AB. It seemed to work right off the batt and I was pleased to
have this indicator available for analysis. However, when I checked
the calculated values on the AD Line on MY database of stocks I found
it did not match the figures published online, for instance the NYSE
and NASDAQ. I assumed this was due to my database not containing all
currently listed stocks. So I am in the process of trying to find a
more accurate source for data.
Reading the reply from Richard at Norgate I can appreciate the
technical hurdles involved in calculating the AD Line accurately. What
I would like to know is has this issue been resolved. Seems to me it
was sort of in the process of being worked out back when this thread
started.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Hello,
>
> For what is worth, CSI for example, uses their own unique
identification number in addition to symbol. The ID never changes even
if ticker symbol changes.
> That may be some sort of solution of ticker-change problem.
> As for component list - the other (probably easier) solution is to
have one component list per year for each index. This should provide
> enough accurracy for most backtests and would be easy to use (would
involve switching watch lists only once per year).
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Richard Dale
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Wednesday, July 11, 2007 2:16 AM
> Subject: RE: [amibroker] Re: AD Line problem?
>
>
> Hi Tomasz,
>
>
>
> We'll be working towards historical component lists - we really
need a "symbol", "start date", "end date" - probably a lot of tedious
research but at least we have the last several years covered in our
databases. Some companies have changed their code and/or exchange
several times in their lifetime so that's also a very tricky factor
too. We'll probably write some sort of plugin to handle historical
index constituents due to the code change issues.
>
>
>
> For example, the stock code 'IC' has been used by:
>
> Inspiration Consolidate Copper Company (delisted 1978)
>
> Intercole Inc (delisted 1985)
>
> Illinois Central Transportation Company (delisted 1989)
>
> Illinois Central Corporation (delisted 1998)
>
> Icici Ltd ADRs (delisted 2000)
>
> Icici Ltd (delisted 2002)
>
>
>
> Best regards,
> Richard Dale.
> Norgate Investor Services
> - Premium quality Stock, Futures and Foreign Exchange Data for
> markets in Australia, Asia, Canada, Europe, UK & USA -
> www.premiumdata.net
>
>
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf Of Tomasz Janeczko
> Sent: Tuesday, 10 July 2007 4:13 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Re: AD Line problem?
>
>
>
> Richard,
>
>
>
> That's great to hear. Would it include historical component
listing for major market indices (like Nasdaq 100, SP&500) ?
>
> As we all know components of indexes change and to remove
survivorship bias from backtest results it is necessary
>
> to have index component lists as they were in the past (for every
year).
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
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