John,

I have an old computer with a database tha thas not been updated for a few 
months that has some data still on it.  So I will try to integrate these with 
the active database. Some companies like RBAK, HCA, CMVT, TARO etc that 
generated signals in the past I should be able to recover.

If you use Amibroker you can do a scan for inactice or dead symbols. I 
currently use this code but it is actually adjusted for my personal interest 
ofcourse:

mi = MarketID(); 

// nasdaq and dow list 
Filter = (mi == 3 OR mi == 1) AND 
Cum(C) != 0 AND 
BarCount > 100 AND 
Ref(MA(C*V,20),-100) > 1e5 AND 
Sum(O-L+H-C,5) == 0 AND 
Sum(C - Ref(C,-1),5) == 0; 

AddColumn(mi,"mi"); 
AddColumn(C,"c"); 
AddColumn(Cum(C),"cum(c)") 

This scan will look for inactivity during the last 5 bars. If dead symbols are 
not removed instantly and will show an O=H=L=C price for at least 5 bars then 
this code will spot these symbols. There is also some constraints on C*V since 
I will not need to recover any company. Only those exceeding some threshold for 
V * C.

Today it finds 5. Of interest for me is SNSA although the V*C for this stock 
had been too low for it to generate signals using my system. It also finds CEA 
but it appears that trading has been suspended so it may not be dead yet.

Inside Amibroker you need to go to Symbols | Information. In the information 
window for SNSA you click on "Use Local Database" and change it to "Yes". Now 
this data will not be overwritten (or that's the promise anyway..).

Ed




  ----- Original Message ----- 
  From: John 
  To: [email protected] 
  Sent: Wednesday, May 30, 2007 12:24 PM
  Subject: [quotes-plus] Re: changes in the database


  Ed,

  Care to throw the rest of us a bone and tell us what you did? I take 
  it your "fix" will only work from now on? What do you do about the 
  past? Anyone have an idea on keeping past delisted symbols in our 
  database?

  Thanks,

  John
  --- In [email protected], "Edward Pottasch" 
  <[EMAIL PROTECTED]> wrote:
  >
  > Dale,
  > 
  > yes I think I found a solution within Amibroker that I can use. 
  From now I will have to save dead symbols from getting erased myself, 
  manually. So I hope this will work,
  > 
  > rgds, Ed
  > 
  > 
  > 
  > 
  > ----- Original Message ----- 
  > From: optiontrader3290 
  > To: [email protected] 
  > Sent: Tuesday, May 29, 2007 5:04 PM
  > Subject: [quotes-plus] Re: changes in the database
  > 
  > 
  > Ed:
  > I am sorry that you are displeased with Gary's efforts to clean 
  up 
  > the dead symbols in the database. In my case I am very pleased 
  that 
  > this is finally happening. I and many others have had to program 
  > workarounds for quite a while. It would appear that now you will 
  have 
  > to do the same.
  > Dale
  > 
  > --- In [email protected], "Edward Pottasch" 
  > <empottasch@> wrote:
  > >
  > > have to say it is getting horrible. I did a download of the 
  data 
  > saturday on 2 computers. This morning I do a download on 1 of the 
  > computers not sure if I already did a download. Calculating the 
  > signals on both computers I get a different backtest result. Now 
  a do 
  > a dowload on the other computer again and now the backtest is the 
  > same again. 
  > > 
  > > Obviously again this weekend a bunch of dead symbols have 
  > disappeared or who knows what but something changed. Just 
  horrible,
  > > 
  > > Ed
  >



   

Reply via email to