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[amibroker] Re: How to import QP Hemscott structure into AB



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Thanks for the suggestions and the tip about turning off the
sector/industry assignment in the QP plug-in configuration...I hadn't
though of that.

Best regards,
Tom
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> > Yes, I think I will make use of the watchlists to cover the third
> > level that AB does not support; however I think I will use the
> > watchlists to hold only the nine symbols representing each of the 
> >nine
> > sectors defined by Hemscott. This way there is less to manage in the
> > watchlists.
> 
> If you are going to go that way you could also put the 9 H sectors in 
> the Index folder .... it might depend on how you want to use them in 
> AFL ... for short lists it is easy enough to manually flag them as 
> indexes from the information window so you could experiment witht 
> that one without too much trouble.
> 
> > I will map the Hemscott Industries to Sectors in AB and the Hemscott
> > Groups to Industries in AB. This will take some work to set up but I
> > think it will work.
> 
> Yes, it will work.... use broker.industries and broker.sectors to map 
> the categories to what you want.
> 
> Thereafter you will need to keep maintaining your symbol assignment 
> to your Industries/Groups categorization..... I think it would be 
> worth your while to make a suggestion to AB to provide the option to 
> select either sector/industry OR industry/group as the retrievable 
> structure (that shouldn't have a lot of techinical difficulties).
> 
> I think you will also need to turn off QP Configuration >> Select 
> Categories to retrieve in the AB database setup or else the plugin 
> will keep over-riding your new categorisation.
> 
> 
> brian_z
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "trb0428" <tombrowne34@> wrote:
> >
> > Yes, I think I will make use of the watchlists to cover the third
> > level that AB does not support; however I think I will use the
> > watchlists to hold only the nine symbols representing each of the 
> nine
> > sectors defined by Hemscott. This way there is less to manage in the
> > watchlists.
> > 
> > Hemscott has Sector --> Industry --> Group
> > AmiBroker only supports Sector --> Industry
> > 
> > I will map the Hemscott Industries to Sectors in AB and the Hemscott
> > Groups to Industries in AB. This will take some work to set up but I
> > think it will work. For, the Hemscott sectors, I will hold these 
> nine
> > symbols in Watchlists.
> > 
> > I have included links to three screenshots that correspond to the
> > Basic Materials sector. As you can see, all three levels provide
> > volume data. For me, this alone is worth going to the trouble of
> > restructuring my AB database. I can take care of associating the
> > Sector symbol that is in my Watchlist with the correct 
> Industry/Group
> > in my AFL formulas.
> > 
> > http://www.webcando.com/demos/!HM1_Basic_Materials_Sector.jpg

> > http://www.webcando.com/demos/!HM11_Chemicals_Industry.jpg

> > http://www.webcando.com/demos/!HM111_Synthetics_Group.jpg

> > 
> > Thanks for your feedback.
> > 
> > Best regards,
> > Tom
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> wrote:
> > >
> > > > Pity I can't see what you are getting from QP.
> > > > Are you getting all layers ?
> > > 
> > > As I understand it you can see Sector --> Industry --> Sub-
> Industry, 
> > > + vols for each, at QP but AB leaves the SubIndustry 
> classification 
> > > behind.
> > > 
> > > IMO export to MS is not so nice ... very distracting to trading 
> to be 
> > > manually moving stuff around on a daily basis..... also QP do 
> some 
> > > work to delete old symbols,or whatever, so best to leave it to 
> them.
> > > 
> > > I would use QP plugin and just manually enter WL's to AB for the 
> sub-
> > > Industry groupings ... you would then only need to maintain your 
> WL's 
> > > yourself.
> > > 
> > > Thanks for letting me know that H has volumes for all levels ... 
> a 
> > > handy piece of info that I didn't have.
> > > 
> > > brian_z
> > > 
> > > 
> > > 
> > > --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> 
> wrote:
> > > >
> > > > > I am looking to use the Hemscott structure because it provides
> > > > > volume for each of the sector and industry index symbols as 
> well 
> > > as
> > > > > the sub-industry index symbols. Volume is critical to my 
> analysis 
> > > > >in AB.
> > > > 
> > > > Pity I can't see what you are getting from QP.
> > > > 
> > > > Are you getting all layers ?
> > > > 
> > > > > I can export the structure from the QuotesPlus charting 
> > > programming
> > > > > and save it in Metastock format. I think I can then import the
> > > > > Metastock format into AB.  
> > > > 
> > > > AFAIK you can read the Metastock format seamlessly, using the 
> MS 
> > > > plugin, but it doesn't recognise the structure ... you can only 
> > > > structure AB via the methods discussed in the help manual/UKB 
> i.e. 
> > > > manually setting categories etc.
> > > > 
> > > > > A significant difference is the Hemscott structure is three 
> layers
> > > > > deep Sector --> Industry --> Sub-Industry --> stock
> > > > > AB databse does not support three levels of definition.
> > > > > I will have to think of a way around this, but I'm sure I can 
> > > come 
> > > > >up
> > > > > with something that will work for me.
> > > > 
> > > > 
> > > > There is no nice way, that I know of, to manage mutiple sector 
> > > > industry layers in AB.
> > > > Some of us are scratching our heads about that one.
> > > > 
> > > > All of the classification systems use multi-layers ... S&P have 
> had 
> > > > them since 1999.
> > > > 
> > > > The only way I can think of is to use the categories that are 
> there 
> > > > in a non-traditional way .... categorise the third level (sub-
> > > > industry) of the structure by using Watchlists..... at least 
> there 
> > > > are plenty of WL's available .... the newer WL structure does 
> allow 
> > > > for a significant break at WL > no 64 .... if I went down that 
> path 
> > > I 
> > > > would think about putting them there and keeping the first 64 
> WL/s 
> > > > for other uses.
> > > > 
> > > > The ODBC plugin is another round about possibility ... perhaps 
> AB 
> > > > support can advice if it is capable of tagging a stock with 3 
> or 
> > > more 
> > > > category identifiers (database fields) that you could then 
> > > > reference ... it might slow you down on large stock lists 
> though.
> > > > 
> > > > brian_z
> > > > 
> > > > 
> > > > 
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "trb0428" <tombrowne34@> 
> wrote:
> > > > >
> > > > > I am looking to use the Hemscott structure because it provides
> > > > > volume for each of the sector and industry index symbols as 
> well 
> > > as
> > > > > the sub-industry index symbols. Volume is critical to my 
> analysis 
> > > > in AB.
> > > > > 
> > > > > I can export the structure from the QuotesPlus charting 
> > > programming
> > > > > and save it in Metastock format. I think I can then import the
> > > > > Metastock format into AB.  
> > > > > 
> > > > > A significant difference is the Hemscott structure is three 
> layers
> > > > > deep Sector --> Industry --> Sub-Industry --> stock
> > > > > AB databse does not support three levels of definition.
> > > > > I will have to think of a way around this, but I'm sure I can 
> > > come 
> > > > up
> > > > > with something that will work for me.
> > > > > 
> > > > > Your information in the KB is very useful. Thank you for 
> > > providing 
> > > > it.
> > > > > 
> > > > > best regards,
> > > > > Tom
> > > > > 
> > > > > 
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> 
> > > wrote:
> > > > > >
> > > > > > I know a little bit about Hemscotts strucure.
> > > > > > 
> > > > > > I don't use QP so I can't help you directly..... of you 
> want to 
> > > > copy 
> > > > > > the structure directly you need to know if it is saved 
> locally 
> > > > i.e. 
> > > > > > in AB Workspace etc.
> > > > > > 
> > > > > > You then have a few choices:
> > > > > > 
> > > > > > - save copy of database & delete what you don't want
> > > > > > - copy/paste key files to duplicate database structure 
> without 
> > > > data
> > > > > > - export symbol lists manually then reimport to a new 
> database
> > > > > > 
> > > > > > 
> > > > > > BUT! 
> > > > > > 
> > > > > > You can start from scratch and make your own H structure 
> > > database 
> > > > (it 
> > > > > > is incredible fun, trust me).
> > > > > > 
> > > > > > It would help if you could be specific about what you want 
> to 
> > > do.
> > > > > > 
> > > > > > To help you decide:
> > > > > > 
> > > > > > - Hemscott is a UK company
> > > > > > - it doesn't make a lot of sense to use H if you are not 
> going 
> > > to 
> > > > use 
> > > > > > QP
> > > > > > - Hemscott have their own structure (similar to ICB)
> > > > > > - it is more fine grained than S&P (most of the sector 
> trading 
> > > in 
> > > > the 
> > > > > > US goes on in the S&P ETF's)
> > > > > > - H has gained some favour in the US (don't know why they 
> have 
> > > > > > forgiven the Pommies, for the Boston Tea Party stuff, so 
> > > easily).
> > > > > > - H is used at YahooUSA 
> > > > > > 
> > > > > > http://biz.yahoo.com/ic/ind_index.html
> > > > > > 
> > > > > > hunt around there and you can get 5day intraday charts for 
> > > > industries 
> > > > > > and component lists (html only).
> > > > > > 
> > > > > > - AFAIK there is no way to trade a Hemscott sector/industry 
> > > > (actually 
> > > > > > there is very little difference in performance between an H 
> > > > sector 
> > > > > > and an ICB sector anyway ... same old companies).
> > > > > > 
> > > > > > - you can get links to the H structure and H site from the 
> UKB 
> > > > > > (scroll down to DatabaseManagement>>Hemscott
> > > > > > 
> > > > > > (I posted files at the UKB to help people use for set up 
> the 
> > > > > > Hstructure ... can't seem to download the XL file but ask 
> > > Tomasz 
> > > > > > about it if you want it).
> > > > > > 
> > > > > > - You can subscribe to H site and get filtered lists for 
> the UK 
> > > > but 
> > > > > > not the US
> > > > > > 
> > > > > > http://www.hemscott.com/companies/company-search.do
> > > > > > 
> > > > > > 
> > > > > > I prefer use Dow ICB classification (I follow international 
> > > > markets a 
> > > > > > little) because while it comes second in the USA it is a 
> more 
> > > > > > universally used classification:
> > > > > > 
> > > > > > - It is very similar to Hemscott.
> > > > > > - It is used mainly in Europe/UK.
> > > > > > - The DownIdexes site recently improved features and you 
> can 
> > > get 
> > > > > > quite good file lists in CSV format from there.
> > > > > > - You can trade ICB sectors via futures and ETF's.
> > > > > > - Used by YahooUK.
> > > > > > - Used by STOXX.
> > > > > > 
> > > > > > http://uk.biz.yahoo.com/sectors/
> > > > > > 
> > > > > > http://uk.finance.yahoo.com/m9.php
> > > > > > 
> > > > > > http://uk.finance.yahoo.com/m7.php
> > > > > > 
> > > > > > 
> > > > > > 
> > > > > > 
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "trb0428" <tombrowne34@> 
> > > wrote:
> > > > > > >
> > > > > > > QuotesPlus has recently added Hemscott structured data to 
> > > their 
> > > > data
> > > > > > > download.
> > > > > > > 
> > > > > > > Their industry monitor index structure is automatically 
> > > > imported and
> > > > > > > setup
> > > > > > > within the AB database providing sector/industry 
> groupings 
> > > > > > organized in
> > > > > > > a folder
> > > > > > > structure.
> > > > > > > 
> > > > > > > Now, with the Hemscott structure available from 
> QuotesPlus, 
> > > is 
> > > > > > their a
> > > > > > > way
> > > > > > > to set up the AB database to directly import this 
> Hemscott 
> > > > > > structure?
> > > > > > > 
> > > > > > > Is anyone using this?
> > > > > > > 
> > > > > > > Here is the Hemscott structure:
> > > > > > > http://www.webcando.com/demos/hemscott_structure.jpg
> > > > > > > 
> > > > > > > Thanks,
> > > > > > > Tom
> > > > > > >
> > > > > >
> > > > >
> > > >
> > >
> >
>



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