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Since it seems the jury is still out on exactly how much intraday
data you can get from eSignal, might QCharts/Quote.com be a better
bet? The following is taken from the supported data providers portion
at the AB website:
US stocks, futures, options
QCharts/Quote.com
(theoretically) unlimited symbols, 1 year of intraday backfill
$79/month (QCharts basic)
Automatic Automatic Dedicated RT plug-in available on request
Dan
--- In amibroker@xxxxxxxxxxxxxxx, "danielwardadams"
<danielwardadams@xxxx> wrote:
> Thanks Jayson. I hadn't been able to find eSignal options like 50
> symbols but I'll look some more.
>
> Regarding some of my other questions, I went back and found when
this
> was being discussed earlier. Here is a good place to see what was
> being discussed:
http://groups.yahoo.com/group/amibroker/message/60474
>
> It appears Hermen was trying to solve exactly the same problem as
me
> (buying on EOD signals and getting taken out on intraday stops).
>
> I'm wondering if using compressed data versus trying to synchronize
> RT and EOD data was an acceptable solution for backtesting
purpposes
> (aside from the 6 month timeframe perhaps being too short) (??). I
> agree with one of Hermen's early suggestions that being able to
> access both RT and EOD eSignal data from the same AFL would be
> the "ideal" solution. That way (per your suggestion Jayson), I'd
only
> have to download intraday data for the universe of stocks that have
> passed my buying criteria. [On second thought, maybe this gets
messy
> since it would imply downloading intraday data "on demand" from
AFL).
>
> Again, any thoughts appreciated.
>
> Dan
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> > Daniel,
> > it depends on the subscription you buy. If you pay for 50 symbols
> then
> > updating 150 is a pain and not very accurate. Even with wait to
> backfill
> > checked it will require several passes to get all the data. You
may
> want to
> > consider designing a filter that chooses stocks based on EOD data
> then draw
> > your interday data from a more manageable universe....
> >
> > Regards,
> > Jayson
> > -----Original Message-----
> > From: danielwardadams [mailto:danielwardadams@x...]
> > Sent: Monday, March 29, 2004 9:27 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] More questions ...
> >
> >
> > Assuming I subscribe to eSignal so I can have access to their 6
> > months of 1 minute data, I have the following questions:
> >
> > (1) I would want to import the entire 6 months for all the stocks
> I'm
> > interested in. I've seen some references to backfilling databases
> > taking all night. If I'm only interested in, say, < 150 stocks,
any
> > idea how long this might take?
> > (2) Once I've imported data for the full 6 months, any ideas how
> long
> > it might take to do daily updates?
> > (3) I assume I could compress the intraday data into daily data
and
> > backtest based on both intraday and EOD signals, right? I saw some
> > messages from a week or two ago about this but I think they were
> > concerned about resolving EOD and intraday data differences --
yet
> if
> > I'm "creating" my daily data from my intraday (compressed) data,
> need
> > this be a concern (??) (Per the earlier messages, I should also
> > filter out data outside of normal market hours).
> > (4) My buy signals are based on EOD data but all my sells are done
> > with intraday trailing stops. Are there any (obvious) reasons why
> > such a system couldn't be accurately backtested over the 6 month
> > range with this type of compressed data?
> >
> > Any thoughts on the above would be appreciated.
> >
> > Dan
> >
> >
> >
> >
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