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PureBytes Links
Trading Reference Links
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Search Yahoo for value >> tab indexes >> scroll through the list to
find ^VLIC
go to ^vlic quotes page >> historical data >> last
you will see that ^vlic historical goes back to 1985
shouldn't be any need to worry about adjustment with indexes.... you
can see that close and adj close are the same on the first and last
historical quote so it is non adjusted ... a good chance it is good
data (if you can get a cross check from another source then that is
even better).
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> If you want to use Worden and get the odd index from Yahoo then
jsut
> try the reverse of what I suggested i.e. make a spare database and
> ASCII import your Yahoo index into it.
>
> You can easily get an ASCII file for a single Yahoo index or
symbol -
> just use AQ to download but do not check auto import .... look in
the
> AmiQuote folder for the file of the symbol you just downloaded ...
it
> is already in ASCII compliant format.... then import that data into
> your Worden/AB database.
>
> Trust me.
>
> AB is very forgiving (thanks Tomasz).
>
> I have tried things like, changing a RT database, compiled using a
> plugin, into a static local database by changing the database
> settings to local.
>
> I am pretty certain you could change from, say Worden EOD to
> Metastock plugin as the source as long as your database is EOD and
> locally enabled (as I said - just experiment to find out).
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> wrote:
> >
> > Hello John,
> >
> > I don't use Worden so I can't run a test but theoretically I
think
> you
> > can do it.
> >
> > AB can be treated as any database and it is robust, especially
for
> EOD
> > databases (mixing EOD and intraday is not such a great idea IMO).
> > Often experiment is the best answer.... as long as you backup
your
> good
> > database and play around with a spare.
> >
> > AmiQuote/Yahoo
> >
> > Yes the history is deep ...it varies with symbol ... I have 10
> > years ... some went a lot further.
> >
> > The problem might be matching the data type.
> > Worden has subjectively adjusted data?
> > Yahoo has either div and event adjusted OR raw data (your choice).
> >
> > Yahoo does contain some errors so it will not deliver pin point
> > accuracy for algorithmic trading e.g. I have seen a 50 cent div
> entered
> > into Yahoo as 50 dollars.
> >
> > Yahoo Raw is more likely to be accurate since Yahoo do the
> adjusting
> > themselves while the raw data comes straight from CSI.
> >
> > IF you are going to use Yahoo then you do need to learn the
tricks
> of
> > the trade (price adj and volume adj).
> >
> >
> > There might be more than one way to do it.
> >
> > Try this to start.
> >
> > Export your Valueline index ASCII file.
> > Start a new local EOD database.
> > ASCII import your Valueline index to the new database.
> > Get a list of Yahoo symbols for the stocks you are interested in,
> enter
> > them to your new database and AmiQuote/Yahoo data for them.
> >
> > Pretty certain you could also append Yahoo data to a Worden
sourced
> AB
> > database as long as it is EOD ... the only prob would be any
> symbols
> > that don't correspond, which is usually only the indexes.
> >
> > brian_z
> >
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "john10987654321"
> > <john10987654321@> wrote:
> > >
> > > I am using Amibroker with the Telechart plugin. Recently Worden
> > > stopped including the Value Line Geometric Index symbol in its
> list of
> > > items. I want to backtest a strategy based on the performance
of
> this
> > > index. Is there a way to import historical prices going back,
> say, 15
> > > years, into Amibroker from Yahoo while still using the Telechart
> > > plugin for all my stock symbols. I see that Amiquote can be
used
> for
> > > EOD data, but is that just for the most recent past or just
> today's
> > > data? Any suggestions much appreciated.
> > >
> >
>
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