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The data has an odbc to it, so you can generate a file in many formats. My
conceptual thoughts are to merge the data into an ELA syntax and then
include it in a system where the transactions become the buy/sell/exit
conditions, however that seems clumsy or too un-automated and I'm looking
for a "better" way.
-----Original Message-----
From: Carl Shannon [mailto:ca_shannon@xxxxxxxxxxx]
Sent: Tuesday, September 18, 2001 4:47 PM
To: omega-list@xxxxxxxxxx
Subject: Re: system suggestions
Is the file you get formatted for thousands of possible symbols so that it
can be imported into Excel, Access etc... or would you have to manually
create the file (if it does come in an electronic form do you mind
mentioning on the source)? Also, does it account for various subtelties in
insider action (open market versus exercise etc..) Some
refinement/transformation of the data might be useful. Seems like it would
be easier outside of TS Pro especially as you wont be able to use txt file
in chart as data 2 or the like, and will have to reference dll or something
similar externally to get data. Thank You.
>From: cwest@xxxxxxxxxxxx
>To: "Omegalist" <omega-list@xxxxxxxxxx>
>Subject: system suggestions
>Date: Tue, 18 Sep 2001 14:26:15 -0600
>
>I'm seeking advice for the development a system that mimics insider filings
>and analysts ratings. From experience, I know that it's a profitable
>system,
>but I'd like to show some back testing results using TS Pro.
>
>I have and/or receive data on the 11th of each month for insider filings
>for
>the previous month, and ratings changes from Analysts. I can produce a file
>for a given symbol with transactions in pretty much any format, but I'm
>unsure as to the best way to include the file in an ELA where the
>transactions become the buy/sell and exit conditions of a system.
>
>For example, a file might look like this: "sym, trantype, date, #shares,
>price" (MO, s, 08/02/01, 150000, 45.24)
>
>Thanks in advance.
>
>Colin West
>cwest@xxxxxxxxxxxx
>303-785-1700
>
>
>
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