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Re: [amibroker] Share Price Data Management



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TO: Tomasz Janeczko, Donald Dalley and Mark Allen

First of all, most sincere 'thanks' for your useful comments and suggestions
.. and, of course, to Tomasz for the program. I'll make my own comments
between lines of ************ in the body of your replies.


From/To Tomasz
--------------------
Hello,

>Q1] Is there a way with the registered version of Amibroker of
>outputting an updated history file for each stock in the workspace ?

Yes of course.
AmiBroker (registered) saves updated stock data into its own database files.
The files are in proprietary binary format which is at least 5 times smaller
than plain ASCII files holding the same information.

>Q2] If Amibroker cannot write an updated history file what is a
>reasonable way to manage the large number of files that will
>accumulate (2000+ *5 per week !! - even 500 * 5 per week is a lot -
>which 500 ?? ) ?

That's why AmiBroker uses its own format. Storing data in ASCII files
is not efficient.

*********************************
Understand, and totally agree.
Why I asked. I often like to 'muck about' with data (any data) in Excel and
Dbase (DOS Dbase!!! :-) ) . Windows does a lot of marvellous things but I
retired just before it was 'compulsory' for one to program in that
environment. I'm as happy as a duck in water mucking about in DOS (my next
machine will have Lunix on board though). I was asking if the updated files
that Amibroker maintains in its proprietary binary format were able to be
exported for other programs (like Excel) to use.
************************************
>Q3] I would think that I will purchase V3.4 when it is released
>(despite the $aus/$usa :-( ); What is an efficient way of getting
>the initial lot of 2000+ history files into the workspace ?

Use stockmarketupdates site - download whole history in ASCII file format
and import it using AmiBroker's built in importer (PRN w/Ticker name
format).
Otherwise you can download Metastock database and import it using Metastock
importer.
****************************************

Did do that. See comment to Mark below.
****************************************
Best regards,
Tomasz Janeczko
amibroker.com


From/To Donald
--------------------

Hello, Fred:

On 01-Nov-00, fred rye wrote:

> Q1] Is there a way with the registered version of Amibroker of
> outputting an updated history file for each stock in the workspace ?

AmiBroker does not have a way of directly exporting data.
In the file section of my web site, I have an ARexx program which will do
this. Maybe you can rewrite it in a PC scripting language.

**********************
Maybe! We'll see later, thanks :-)
**********************

> Q2] If Amibroker cannot write an updated history file what is a
> reasonable way to manage the large number of files that will
> accumulate (2000+ *5 per week !! - even 500 * 5 per week is a lot -
> which 500 ?? ) ?

You did say "write". AB writes its own updated data files. You want to
archive
thousands of text history files? I am not sure how you want to apply this.

Remember that the main reason >I< found for exporting data is to merge data
of
two tickers.

***************************
See comments to Tomasz above
***************************

> What is an efficient way of getting
> the initial lot of 2000+ history files into the workspace ?

You have at least two choices: enter the data manually, file by file; write
a
script to import all available files.

*******************************
Better than that :-) See note to Mark, below
*******************************

> Q4] Is there an Australian list that classifies {1} each company by
> its [group] [sector][industry] as 'required' at Stocks -> > Categories ?

I have not seen one yet, but, if Yahoo! has an Aussie site, that would be
one
place to start.

>Also, at that same menu, what codes do we (in Australia)
> enter under the heading [settings] ?

By "codes", do you mean tickers or a classification?
I have to ask because I don't see "Categories" or "Settings" in the Amiga
version.

ASX tickers have 6, or less, letters. The main ticker has the least, with
the
longer tickers representing secondary listings. You have to determine if you
want to track all tickers or not, because, if I remember correctly, the
secondaries don't trade often, past their initial offering.

> {1} I've got the security name/code/classification file off the ASX
> website).

That's a start. ;^) (Does your Q4 relate?)

**********************
Yes .. it was a htm file of course but the 'output to text' file is proving
quite a job to parse into an anything like useful file !
************************


---===///||| Donald Dalley |||\\\===---
The World of AmiBroker Support
http://webhome.idirect.com/~ddalley
UIN/ICQ#: 65203020

From/To Mark
-----------------

Hi Fred,

> Q3] I would think that I will purchase V3.4 when it is released
> (despite the $aus/$usa :-( ); What is an efficient way of getting
> the initial lot of 2000+ history files into the workspace ?

I would imagine that if you are starting out with individual files for each
stock, the best method would be to combine them into one file (using one of
Amibroker's supported import formats) using a good spreadsheet program like
Excel (on the PC, or whatever your program of choice is on the Amiga. Even
some Amiga text editors can manipulate columns very well).

This new format would mean making the stock code the first item of each line
followed by the usual date, price and volume data. The StockWatch format is
probably fine for this.

As long as the data will fit into one file, Amibroker should then be able to
import the entire history in one pass.

Just one idea...

Mark
*************************************************
That was a terrific idea, Mark. It was even more simple to implement than
you suggested. Jump out to DOS and use "copy *.txt thelot.txt " !! I
finished up with a 99 Meg file that Amibroker read in in under two minutes.
This data was 'up to date ?' at 27 Oct. The 5 daily update files brought it
up to 03 Nov.
*************************************************

A few concluding observations.

1] Would is be possible to enable Amibroker to output csv ascii files for
use in other programs ?

2] When I was installing Amibroker I installed it into the directory
C:\AMIBROKER .. all went well except the .\Data subdirectory got created in
C:\Broker! I manually moved it across to C:\AMIBROKER and put the data into
the \a \b \c directories etc

3] It seems to me that it is very important to have each of all the files in
its proper [Market][Groups][Sectors][Industries] set .. otherwise Scanning
and Back Testing could be quite misleading. It is going to take some time to
plan and implement this I would think.

4] I have put the entire ASX+ database in (I think Donald is in agreement
with this?) .. but I would expect to drastically reduce this within a
resonable time when I have got some feel and experience ( yep .. a newbe !!
at my age one should have more sense. In retirement I discovered gardening
and 'food-drink' .. I grow our vegetables, fruits and flowers and use them
to make our sauses, jams, wines and bread. I'm even catching up on History
and Mathematics reading .. next to no computer programing, although that may
have to change eh ? )

Thanks again Tomasz, Donald and Mark

Fred