Hi Richard - Your upcoming plugin sounds
great, just wondering if it will be 64-bit? With 64-bit computers
and OS's increasingly becoming the norm and 64-bit AmiBroker
waiting in the wings, it would be real nice if
just one maintenance- free data provider could provide a
64-bit API/plugin and remove the 3GB bottleneck for us. And perhaps
get a bunch of new customers... Thank you Sir!
Steve
----- Original Message -----
Sent:
Sunday, January 10, 2010 5:00 AM
Subject:
Re: [amibroker] PremiumData Question
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-PremiumDat a) 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@ yahoo.com>
To:
amibroker@xxxxxxxxx ps.com
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?