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[amibroker] Re: PremiumData Question


  • Date: Sun, 10 Jan 2010 11:11:55 -0000
  • From: "Mike" <sfclimbers@xxxxxxxxx>
  • Subject: [amibroker] Re: PremiumData Question

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Richard, 

Thanks for the detailed description. I do have a couple of questions though:

"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."

1. The above is not clear to me. What is "the second setting"? Are you referring to Local Storage Enabled/Local Database here?

I am familiar with running Tools->US-PremiumData to clean up the database. Are you saying that after having run a scan to populate database 2, that we should again run Tools-US-PremiumData to clean the local copy?

2. Any scheduling estimates for the native plugin?

Mike
 
--- In amibroker@xxxxxxxxxxxxxxx, Richard Dale <richard@xxx> wrote:
>
> 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@xxx>
> 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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