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For general information, here is a copy of my email to rudi at
csidata dot com.
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Dear Rudi:
As a subscriber (about a year now) I would like to suggest an
improvement for how stock data is exported. In addition to helping
me, this would make CSI more attractive to new subscribers.
Could the UA program be modified so that it can export stock data
with both split-adjusted prices and non-adjusted prices into a
single csv file? The following format is an example of one way to
set it up.
Ticker*, Date, Open, High, Low, Close, ActualVolume, ActualClose
*Ticker would be the current ticker for all active stocks.
*For inactive stocks, the ticker could be the stock's old ticker
plus its CSI number to keep it from overwriting active ticker data.
For example, STER (active) and STER_S11929 (inactive).
Currently it is very time consuming to get the great data in UA/CSI
into a format that I can use to test trading systems. My testing
requires non-adjusted close price (for realistic price filters) and
both inactive and active stocks (to avoid survivorship bias).
Here is an outline of what a user like myself would need to do with
the current UA/CSI program.
1. Do an export of split-adjusted price and volume.
2. Do an export of non-adjusted price and volume.
3. Run an external program to merge the split and non split data.
4. Import the merged data into my analysis program (Amibroker).
5. Redo steps 1-4 for inactive stocks.
6. Run a second external program to handle ticker names for the
inactives as well as merge their two csv files.
7. Import the inactives into Amibroker.
Here is what I would love to be able to do:
1. Do a single export that would include active and inactive stocks
(with distinctive ticker names) containing adjusted data for O,H,L,C
and non-adjusted data for Volume and ActualClose.
2. Do a single import into Amibroker.
I would expect that CSI could attract new subscribers if it was
easier to access split and non split price data for both active and
inactive stocks.
Thank you for considering this suggestion.
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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