Hello, For what is worth, CSI for example, uses their own unique identification number in addition to symbol. The ID never changes even if ticker symbol changes. That may be some sort of solution of ticker-change problem. As for component list - the other (probably easier) solution is to have one component list per year for each index. This should provide enough accurracy for most backtests and would be easy to use (would involve switching watch lists only once per year).
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: Richard Dale To: [email protected] Sent: Wednesday, July 11, 2007 2:16 AM Subject: RE: [amibroker] Re: AD Line problem? Hi Tomasz, We'll be working towards historical component lists - we really need a "symbol", "start date", "end date" - probably a lot of tedious research but at least we have the last several years covered in our databases. Some companies have changed their code and/or exchange several times in their lifetime so that's also a very tricky factor too. We'll probably write some sort of plugin to handle historical index constituents due to the code change issues. For example, the stock code 'IC' has been used by: Inspiration Consolidate Copper Company (delisted 1978) Intercole Inc (delisted 1985) Illinois Central Transportation Company (delisted 1989) Illinois Central Corporation (delisted 1998) Icici Ltd ADRs (delisted 2000) Icici Ltd (delisted 2002) Best regards, Richard Dale. Norgate Investor Services - Premium quality Stock, Futures and Foreign Exchange Data for markets in Australia, Asia, Canada, Europe, UK & USA - www.premiumdata.net From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Tomasz Janeczko Sent: Tuesday, 10 July 2007 4:13 PM To: [email protected] Subject: Re: [amibroker] Re: AD Line problem? Richard, That's great to hear. Would it include historical component listing for major market indices (like Nasdaq 100, SP&500) ? As we all know components of indexes change and to remove survivorship bias from backtest results it is necessary to have index component lists as they were in the past (for every year). Best regards, Tomasz Janeczko amibroker.com
