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Tomasz,
Thank you for the insight into future upgrades. Although I am
disappointed to learn the plans for 4.0 do not include adding more
data arrays to be stored by AB, I do appreciate learning about this
now. It will help me plan how I will approach importing and storing
my extra fundamental data.
I would like to explain why I had hoped 4.0 would store extra data
in addition to O,H,L,C,V,OI in the AB database. It has to do with
the "survivor" bias in most commercial databases. One of the best
things about AB is that it gives the user control over the AB
database. My commerical data provider follows industry practice of
purging any delisted stock from its database. Yahoo also does the
same. This is fine for stock picking, but it makes backtesting
results less reliable. For example, data on GOTO can not be found on
Yahoo since mid-October, but all its historical data is still in
AB's database on my harddisk. So far the only commerical data
provider that includes "research" stocks (that is the stardard way
to refer to what I call "dead" or "delisted" stocks) is ZACKS'
premium (15,000$US/year) backtesting software but it is out of my
price range.
So,
1. I hope AB will always have the option of storing the basic 6
price and volume data arrays in its own database where it will not
get purged by a download from data providers.
2. I am disappointed 4.0 will not provide the same type of
protection for fundamental data. That data will get purged by data
provider's automatic downloads as soon as a stock is delisted.
3. It looks like I may go back to my original plan of "stacking" key
fundamental data into some of the existing 6 data arrays stored in
the AB database. To store the 9 items of fundamental data I need 19
digits of space so OI will give 5 (an integer), and H and L will
give 8 digits each. Testing shows this makes the charts unuseable,
but I don't use charts for backtesting. I have yet to figure out how
I might implement a stop loss feature since the automatic one will
almost certainly not work given what will be in the H and L arrays.
But I am starting to ramble on.
Tomasz, thanks for listening.
Best regards,
b
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Hello,
> > Tomasz, dare I hope that 3.9 will have an expanded import
> > wizard which will allow 10 new data arrays to be imported?
> > Ideally these would allow the importing of positive and
> > negative decimalized numbers. I really hope it might be
> > included even if it is just an interim step to 4.0 since
> > these would make life soooooooo much easier. Thanks for
> > your consideration.
> Things will be implemented differently:
> AmiBroker 4 will support data feed DLLs that will enable you
> to connect with any data source.
> There will be 6 standard arrays (as it is now) O, H, L, C, V, OI
> that will have to be implemented by any data feed DLL.
>
> In addition to that every data feed DLL will be able to expose
> any number of extra data fields that could be arrays, numbers or
strings.
> In that way QP2 feed for example will expose fundamental data to
AFL.
>
> There will be also an ASCII "feed" that you will be able to
configure so
> extra arrays are available.
>
> But.. AmiBroker database will not store this "extra" fields.
>
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
>
>
>
> > --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> > > Hello,
> > >
> > > Currently the formulas are executed independently from
> > > each other. The result is that you can not currently call
> > > another formula... but (probably in 3.9) I will add
> > > #include directive that will allow to share code sniplets
> > > between various formulas.
> > >
> > > For the time being the only way to share the functions
> > > between various formulas is to use external COM object
> > > or plugin DLL.
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > ===============
> > > AmiBroker - the comprehensive share manager.
> > > http://www.amibroker.com
> > >
> > >
> > > ----- Original Message -----
> > > From: "Stephane Carrasset" <nenapacwanfr@xxxx>
> > > To: <amibroker@xxxx>
> > > Sent: Friday, November 23, 2001 5:20 PM
> > > Subject: [amibroker] script = GetScriptObject();
> > >
> > >
> > > > Tomacz,
> > > >
> > > > is there a possibility to call in a formula or in a guru
formula
> > > > commentary, a code of an other afl formula with
> > > > GetScriptObject();
> > > >
> > > >
> > > >
> > > > script = GetScriptObject();
> > > > Buy = MyFormula.afl(Buy);
> > > >
> > > > stephane
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > Your use of Yahoo! Groups is subject to
> > http://docs.yahoo.com/info/terms/
> > > >
> > > >
> > > >
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
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