Being a long-time artificial ticker-er myself (and an absolute non- programmer) I think one disadvantage of this method is that, assuming a daily data base, we are creating arrays with many, many duplicate values. For example an array containing EPS (in one of the OHLCVI fields) would only change about 4 times a year; during 3 consecutive months we are stuffing this array with the same value.
I can imagine this simply puts a lot of strain on the AB database. And for example 30 fundamentals divided among 5 arti-tickers for each stock increases a 2,000 stock database to 10,000 "stocks". I am just assuming this because if not, then why would TJ not have implemented the new fundamentals as arrays, in this case not with 6 OHLCVI datafields but with one single datafield, so indeed daily (or bulk ASCII) imported (funda) values would build a historical database completely within AB similar to price data. I remember though having read requests for "custom arrays" in deep historical depths of the message board archives, so there must be a good reason why these were never implemented. But just as dbirru I'd be very interested to know if SQL will have a serious advantage over artificial tickers. I am absolutely ignorant about SQL so will this be worth digging into? Thanks very much for advice from TJ or other experts. -treliff --- In [email protected], "Michael.S.G." <[EMAIL PROTECTED]> wrote: > > If you import your fundamental data into artificial tickers (eg > Code-FndData) to create a historical database of Fnd Data, > Then it appears as though these new additions have little benefit to us. > I do the same thing, And reference with Foreign. > > I find it quite convenient to access historical fundamental data > "within" amibroker, As opposed to accessing some external DB. > I mean, AmiBroker itself is a DB. So why make things more complicated > by accessing external db's. (Just my thoughts). > Im not sure it would be any quicker using external database as opposed > to AB inbuilt Foreign function. > > The only gripe I have, And I dare say it would be the same if the data > was stored in an external DB - Is the inability of the > shiftx or ref() functions to access Future Foreign data (As in reference > to the Selected ticker). > > Here is example of charting historical fundamental data accesed via an > artificial (foriegn) ticker. > > > dbirru wrote: > > > > Is the new fundamental import faster compared to doing it via the old > > way of the ascii importer? > > > > I used to import fundamental data using artifical ticker and the ascii > > importer (using the 9 or so available fields). In AFL, this requires > > using the foreign function. I find that this method slows down > > exploration considerably since for every ticker a corresponding > > ticker need to be read. The values are also stored in an array. > > > > The latest ascii importer contains additional fields to ease improting > > of fundamental data. Does this new way of improting fundamental data > > make exploration considerably faster? If the dat astructure is > > different, then I expect it may be faster. But, I don't know the data > > structure. Thus, I asked before I try it and 'corrupt' my database if > > it does not offer an advantage. > > > > Thanks. > > > > __ > Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
