Re: [amibroker] PremiumData Question

[Richard Dale <richard@xxxxxxxxxxxxxxx>]

I'll try and explain how this works.  It's all a bit complicated.

There's three "databases" at work:
1.  Premium Data's MetaStock format database
2.  AmiBroker's native price database
3.  AmiBroker's security details database

There are two settings available:
Use Local Data Storage - either Enabled or Disabled
Data Source - either MetaStock Plug-in or Local Database.

The default setting is when you set "Use Local data storage" to false and Data source: MetaStock Plugin.  This uses databases 1 and 3.  Database 1 is updated using the Premium Data program.  Database 3 is maintained using the Tools->US-PremiumData command.  Normally Database 2 isn't used, except for composite symbols you might create.

Why would we want to change this?

Some people have commented that accessing AmiBroker's native price database is quicker for large backtests.  So how do we copy data from database1 into database 2?  Set "Local data storage" to Enable and Data source - MetaStock Plugin, then any time you access a security in database 1, a COPY of the data is placed into database 2.  Some people run a scan across all data to popuulate this (eg. with an entry condition that is always true).

How do we then use that copied data? Set ""Local data storage" to Enabled and Data source to Local Database.  Note that any updates to database 1 will no longer be reflected in database 2.

Now, should there be any maintenance required, you should either change back to the default setting or to the second setting.  Ensure you run Tools->US-PremiumData in this mode too.

If you decide that maintaining a duplicate of the price data in Amibroker's natvie price database is too cumbersome, then return the settings to default as described above.    Then shut down AmiBroker.  Make a backup of the entire C:\Program files\Amibroker\US-PremiumData folder.  Delete the A-Z folders inside the folder C:\Program Files\AmiBroker\US-PremiumData folder.  Start AmiBroker.  Click Tools->US-PremiumData.

What we are doing to improve this
We are developing a native plugin to AmiBroker and also getting rid of the MetaStock file format.  This should provide significant performance increases (so there is no need to utilise a native price database), automatically the database on-the-fly as code/symbol changes occur (i.e. no need to run Tools-US-PremiumData) plus also give us extra flexibility to offer new features (such as historical index constituents - eg. you will be able to specify in your entry conditions during backtesting "S&P 500 constituent" = true and this will use the historical set of S&P500 constituents on each relevant day to determine whether the entry condition is true.  This is the ultimate survivorship-bias-free form of testing. 

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

-------- Original Message  --------
Subject: [amibroker] PremiumData Question
From: patsgreatdeals <patsgreatdeals@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Date: Sun, 10 Jan 2010 05:14:24 -0000

 

I was wondering when using PremiumData.net feed and switching checking "Use Local Data" so that AMIBroker will run faster with the data in the AMIBroker Database....

what happens when the PremiumData downloader renames symbols? I saw a bunch being renamed, will the AMIBroker DB then have two symbols one with the old name, and one with the renamed symbol?

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