> want to build an hourly system, but my provider only gives 3 months >of > intraday data == not many 1 min bars,
Are you sure? Some RT providers work on a 'memory' surrogate i.e. you get more 15 minute bars backfill than you do 1 minute bars. Have a look around at other providers to see the difference. It is normal that we have to make a lot of admin changes - moves to new brokers, data providers - it's a PITA but we can't tell in advance if some feature, at one, is going to block our progess (only experience shows these small things) - locking into 12 month data contracts straight up is not good - I would rather trial or pay by the month, for a while, until I shake the provider out. > idea? Or do you think my system should be flexible enough to go >from EOD to > hourly to 15-minutes to 5-minutes without any major problem? Don't put chains on yourself - any system that works is a good one (relative to % return and hours it takes you to manage it). Herman has written a lot on RT trading - I have commented some on EOD trading - there is a line between - there are subtle differences in all timeframes - more pronounced in intraday - continuity of data runs out at small timeframes (depending on the liquidity of the instrument) - as long as continuity is present then the environment is familiar - a system that goes from 15 min bars to monthly is a good sign of robustness. I have them like that. Now I am moving more into Hermans/Dennis's world - for the education - to expand my boundaries. brian_z --- In [email protected], "Louis Préfontaine" <[EMAIL PROTECTED]> wrote: > > Hi Brian, > > I sure wouldn't rely on free data for actual trading, but for building my > system it looks nice! > > The real deal for me is to be able to find enough intraday data because I > want to build an hourly system, but my provider only gives 3 months of > intraday data, which is not a lot of bar with hourly data. Do you have any > idea? Or do you think my system should be flexible enough to go from EOD to > hourly to 15-minutes to 5-minutes without any major problem? > > Thanks, > > Louis > > 2008/3/20, brian_z111 <[EMAIL PROTECTED]>: > > > > > p.s. So far Yahoo data seems not that bad for EOD... > > > > Yes, I advocate it for learning (trading/AB) and system work > > (conceptual testing/backtesting). > > > > For live trading it is personal choice and on a case by case basis. > > > > The only 'real' test is paper trading with brokers data anyway (refer > > to Hermans work on RealY=Time data at the UKB). > > > > brian_z > > > > --- In [email protected] <amibroker% 40yahoogroups.com>, "Louis > > Préfontaine" > > <rockprog80@> wrote: > > > > > > Hi, > > > > > > It works well now! I simply re-downloaded Amiquote and it works! > > > > > > Thanks, > > > > > > Louis > > > > > > p.s. So far Yahoo data seems not that bad for EOD... > > > > > > 2008/3/15, brian_z111 <brian_z111@>: > > > > > > > > Louis, > > > > > > > > Jim's instructions automatically setup the symbols and the > > structure. > > > > > > > > Then, with Jims database as the current database follow the > > > > instructions I gave to Jim (the poster). > > > > > > > > Do a range download with auto import to AB - it takes hours to > > > > download a backtesting db for 7000 stocks so make a make a new > > > > database with a few symbols and download a little bit of data as a > > > > practice run. > > > > > > > > With auto import selected in AQ the data will go straight to AB. > > > > > > > > Then you can save the list as a .tls file - this is a list, not > > the > > > > data. The downloaded data files are in the AmiQuote download > > folder. > > > > > > > > After you get data into Jims US stocks database you will then > > find a > > > > lot of symbols with no data - don't worry about them - in the UKB > > > > posts there are instructions for finding and deleting no quotes > > stock > > > > = search under that term - Icant say which post - cant remember > > > > myself. > > > > > > > > brian_z > > > > > > > > --- In [email protected] <amibroker% 40yahoogroups.com><amibroker% > > 40yahoogroups.com>, "Louis > > > > Préfontaine" > > > > <rockprog80@> wrote: > > > > > > > > > > Strangely enough, I have the same problem. I thought I could > > > > finally help > > > > > someone but I guess I'm the one who needs help... again! > > > > > > > > > > I used the "magic import" button from Amiquote, imported the > > 7000+ > > > > quotes, > > > > > but for some reason I can't get them back with AmiBroker. I > > saved > > > > the data > > > > > to a .tls file but don't know how to use it to get the data > > into AB. > > > > > > > > > > Well... My lucky day may be tomorrow! ;-) > > > > > > > > > > Thanks to you Jim for asking this question! And thanks to those > > > > who have > > > > > the power of the knowlegde! > > > > > > > > > > > > > > > Louis > > > > > > > > > > > > > > > 2008/3/15, triangle702000 <jkra70@>: > > > > > > > > > > > > Hi Louis.First off,my thanks to you and the others who have > > > > taken the > > > > > > time to reply so quickly.As you probably know,I'm not an > > > > experienced > > > > > > user,so even the basics are a bit of a challenge for me for > > now. > > > > > > > > > > > > In Amibroker,when I click on the preferences icon,and then the > > > > DATA > > > > > > tab,the default database path is listed as " C:\Program > > > > > > Files\AmiBroker\Data ".I'm not sure how to tell which one > > > > Amiquote is > > > > > > saving to.My understanding is the default database path is the > > > > > > database that is automatically loaded at start up,correct? > > > > > > > > > > > > Like I said ,I'm new ,so I don't have a real good > > understanding of > > > > > > how to operate this yet.I guess I just want to build a > > list,load > > > > up > > > > > > some historical data,and then be able to update it > > > > everyday,nothing > > > > > > fancy. > > > > > > > > > > > > Can you let me know how to check if the database that > > Amibroker is > > > > > > using is the same that Amiquote is saving to? Thanks again. - > > jim > > > > > > > > > > > > --- In [email protected] <amibroker% 40yahoogroups.com><amibroker% > > 40yahoogroups.com><amibroker% > > > > 40yahoogroups.com>, "Louis > > > > > > > > > > Préfontaine" > > > > > > <rockprog80@> wrote: > > > > > > > > > > > > > > Hi Jim, > > > > > > > > > > > > > > Are you sure Amibroker uses the database in which Amiquote > > saved > > > > > > the quotes? > > > > > > > > > > > > > > You may try to look at this to solve you problem. > > > > > > > > > > > > > > Louis > > > > > > > > > > > > > > > > > > > > > 2008/3/15, triangle702000 <jkra70@>: > > > > > > > > > > > > > > > > I'm using Yahoo historical,eod with a start date of 1998 > > to > > > > > > > > present.It should give me 10 yrs of data,if I'm doing it > > > > > > correctly. > > > > > > > > > > > > > > > > I click on TOOLS, AUTO UPDATE QUOTES(US AND CANADA),the > > > > Amiquote > > > > > > > > window pops up.It will go through the list > > saying "completed" > > > > and > > > > > > > > Imported" at each symbol.When it's done,I'll click on one > > of > > > > the > > > > > > > > symbols on the list in Amibroker to the left of the chart > > > > > > window.If > > > > > > > > it's a Djia symbol the most recent quote will be > > 4/10/2006.If > > > > > > it's a > > > > > > > > symbol that I added myself,the chart will be blank and > > > > say "not > > > > > > > > enough data available". > > > > > > > > > > > > > > > > -- In [email protected] <amibroker% 40yahoogroups.com><amibroker% > > 40yahoogroups.com><amibroker% > > > > 40yahoogroups.com><amibroker% > > > > > > 40yahoogroups.com>, "Paul Ho" > > > > > > > > <paultsho@> wrote: > > > > > > > > > > > > > > > > > > You havent downloaded enough bars > > > > > > > > > try downloading more bars, using yahoo historical, or > > other > > > > > > > > historial > > > > > > > > > > > > > > > > > > > > > > > > > > > _____ > > > > > > > > > > > > > > > > > > From: [email protected]<amibroker% 40yahoogroups.com><amibroker% > > 40yahoogroups.com><amibroker% > > > > 40yahoogroups.com><amibroker%40yahoogroups.com> > > > > > > [mailto: > > > > > > > > [email protected] <amibroker% 40yahoogroups.com><amibroker% > > 40yahoogroups.com><amibroker% > > > > 40yahoogroups.com><amibroker%40yahoogroups.com>] > > > > > > > > On Behalf > > > > > > > > > Of triangle702000 > > > > > > > > > Sent: Sunday, 16 March 2008 11:51 AM > > > > > > > > > To: [email protected] <amibroker% 40yahoogroups.com><amibroker% > > 40yahoogroups.com><amibroker% > > > > 40yahoogroups.com><amibroker%40yahoogroups.com> > > > > > > > > > > > > > > > Subject: [amibroker] quote download? > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Hello. I'm using version 4.80 which I just downloaded.I > > > > made my > > > > > > own > > > > > > > > > list of symbols which I then tried to download data for > > > > using > > > > > > > > > Amiquote.Everything appeared to be working fine,Amiquote > > > > would > > > > > > go > > > > > > > > > through the list and each symbol would > > > > > > > > > say "completed",then "imported".When the list was done,I > > > > could > > > > > > not > > > > > > > > > get Amibroker to display the data in chart form.When I > > would > > > > > > click > > > > > > > > on > > > > > > > > > a ticker symbol on the list, it would display a blank > > chart > > > > and > > > > > > it > > > > > > > > > would say " not enough data available,at least 3 data > > bars > > > > are > > > > > > > > > needed,but there are 0 bars in 'XYZ' ".I thought that > > after > > > > > > > > Amiquote > > > > > > > > > was finished downloading data it would automatically > > > > display it > > > > > > on > > > > > > > > a > > > > > > > > > chart.Even stocks in Djia that come with the program > > are not > > > > > > > > updated. > > > > > > > > > > > > > > > > > > I tried to download the NYSE list via a link which I > > found > > > > in > > > > > > the > > > > > > > > > tutorial with the same results,Amiquote would appear to > > > > download > > > > > > > > and > > > > > > > > > import the data,but I could not find it in > > Amibroker.I've > > > > read > > > > > > > > > through the tutorial several times regarding updating of > > > > quotes > > > > > > and > > > > > > > > I > > > > > > > > > cannot figure out what I'm doing wrong. > > > > > > > > > > > > > > > > > > I understand this is a really basic question compared to > > > > most of > > > > > > > > > the other ones here,but I'm getting really frustrated > > and > > > > hope > > > > > > that > > > > > > > > > someone can take a few minutes to hopefully help me > > > > > > out.Thanks, -jim > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > >
