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Re: [amibroker] Few Newbie Questions re: yahoo data


  • Date: Mon, 8 Mar 2010 16:30:37 -0800
  • From: vernon <ouinbox@xxxxxxxxx>
  • Subject: Re: [amibroker] Few Newbie Questions re: yahoo data

PureBytes Links

Trading Reference Links



 Hi -

Like wise, I am a "newbee" to all this.  I had no intentions of becoming a programer, but I do like Amibroker.  While I'm learning (and losing money <kidding>), I am using yahoo EOD data during my learning process.  It appears to agree with my Scottrade Account (although I haven't done any investigation into the accuracy).  I have no desire to use RT data - EOD is fine for my uses.

Could someone expand or provide more information with regard to the statement below of "yahoo EOD data being inaccurate"?  That worries me a little since I'm investing my hard earned $$$$ using it.  Thanks in advance for any insite/information you might provide.

As to when EOD data can be downloaded, I generally d/l it between 6 and 7 pm ET.  If "historical" d/l doesn't pick it up, "current day" will.

Vernon

--
ENJOY LIFE!! Keep it SIMPLE!!


-----Original Message-----
From: howardbandy@xxxxxxxxx
Sent: Mon, 8 Mar 2010 11:38:39 -0700
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Few Newbie Questions

 

Hi Jchi --

High quality, low cost end-of-day data is available from several vendors.  Two I recommend (I subscribe to them both) are:
Quotes Plus -- http://qp2.com/joomla/index.php
Norgate Premium Data -- http://www.premiumdata.net/

Read the reference materials related to BuyPrice, SellPrice, and TradeDelays.  They work in combination.
The pair of statements
BuyPrice = Open;
SetTradeDelays(0,x,x,x);
uses the price of the open of the bar being processed.

The pair of statements
BuyPrice = Open;
SetTradeDelays(1,x,x,x);
uses the price of the open of the bar following the bar being processed.

Thanks,
Howard




On Fri, Feb 26, 2010 at 3:58 PM, jchi18 <inbox.chi@xxxxxxcom> wrote:
 

1. When is the earliest I can download EOD data from Yahoo? i.e., when will today's data be available for download?

2. In the trades tab when performing automatic analysis, what does buy price mean if I set it to open? i.e., I perform a scan of my trading system and it says that a buy signal was found for 2/26/10. When it is set to buy at the open price, will amibroker get the open price of 2/26 or 2/27?

3. What is the best but reasonably priced way of getting accurate EOD data into amibroker? I understand that Yahoo is inaccurate.

Feel free to contact me at inbox.chi@xxxxxxcom. THanks.



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