Australian (ASX) Stock Market Forum

Unholy Grails - Amibroker

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The "alpha" part of the database described above means "alpha test" which means it is not yet unreleased as a service to the general public.

In a nutshell it offers the ability to backtest on historical index constituents, plus adds support for the new AmiBroker features like GICS and ICB classifications. We area also looking to populate some of the additional metadata fields available in AmiBroker too.

Regarding historical index constituents on the ASX, we cover S&P/ASX 20/50/100/200/300, Small Ordinaries and All Ordinaries back to June 1992.

We still have a way to go before it's released but welcome new alpha testers to join us.

We are opening up positions on the alpha testing team to anybody who is a current subscriber to our data update services and who uses AmiBroker. Please contact Support if you are a subscriber who wants to assist.
 
richard,

If I go to your site and order the 'Complete ASX Data History' ($90 1 time fee), will I end up with exactly the same data Nick Radge used for the book?

If not, what hoops do i jump through to become the owner of the default Delisted database and current XAO constituents as per the standard PremiumData subscription

thanks
 
Hi,

The short answer is "no". You need to have both an ongoing data update subscription and a subscription to the ASX data history subscription to be invited to become an alpha tester which will then give you access to the database as used by Nick Radge.
 
Nicks reply to my email

For the book I used the default Delisted database and current XAO constituents as per the standard PremiumData subscription.

Now they have a new database, the Alpha PDU, which was not available at the time. This enables me to test the historical universes accurately. As an example, I can test the Small Ordinaries all the way back to 1991 using only those stocks which were ever in that universe at that exact time.

Nick Radge
AFSL 288200
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thanks for your reply, but in the post above, it says for the book he was not using the Alpha database. Since I want to recreate what he was testing in the book, i dont want the alpha database either right? I just want to buy the same data he was using for the book.

thanks
 
In that case, the answer is "you can just purchase the ASX historical database" from our site.

Due to the way the complex way the AmiBroker scripts work, we also recommend you take out a three week free trial to the update servies to ensure this database is kept up-to-date and such updates flow through to Amibroker correctly.
 
Hey folks,

I am also just testing out a system from the book and I'm having some trouble with the index filter.

What I have read elsewhere suggests using something like Foreign ( XAOA, C and then adding in => a 75 MA and adding this additional rule to the buy signal and the reverse to exit on a downtrend.
Any guidance would be much appreciated.
Thanks
Wilkens
 
WilkensOne said:
What I have read elsewhere suggests using something like Foreign ( XAOA, C and then adding in => a 75 MA and adding this additional rule to the buy signal and the reverse to exit on a downtrend.
Click to expand...

This is what I had

Code: 
SetForeign("XAO");

IndexFilterMovingAverage = 75;

movavg = MA( C, IndexFilterMovingAverage ); 

RestorePriceArrays();



Then add the condition to your buy/sell code.
 
jet328 said:
This is what I had

Code: 
SetForeign("XAO");

IndexFilterMovingAverage = 75;

movavg = MA( C, IndexFilterMovingAverage ); 

RestorePriceArrays();



Then add the condition to your buy/sell code.
Click to expand...

Awesome thanks Jet, I will give it a whirl
 
Sorry to go off topic, but I can't seem to find an answer to this questions: How do I download an entire list of a markets stocks and have them devided in to their respective sectors? Any feedback would be much appreciated.
 
Kylie9090 said:
Sorry to go off topic, but I can't seem to find an answer to this questions: How do I download an entire list of a markets stocks and have them devided in to their respective sectors? Any feedback would be much appreciated.
Click to expand...

You can either pay for data, the best option if you can afford it...from guys like Premium Data

OR

Take your chances with Yahoo data

CanOz
 
Greetings --

Please permit me to raise a caution. This thread mentions both random selection and TradeSim. I do not have Nick's book or the code being discussed, so my comments may not be needed -- in which case ignore them or modify them as is appropriate.

Use of random numbers and Monte Carlo simulation is valuable under some circumstances. [One of my recent books (and forty-plus years of my professional experience) is devoted to that.] But that analysis usually begins with a set of trades that were chosen deterministically.

Before testing a system that has a random entry or random issue selection, ask yourself whether you would use a random process -- whether you would throw some dice -- to decide whether to trade or to choose among alternative trades. If you would, then continue. If you would have some preference, as I do and most people I work with do, that ranks those alternatives, include the code that describes that ranking -- perhaps as a positionscore -- and form a deterministic system. Then, following the validation process and walk forward runs, use the out-of-sample trades to work through the risk analysis, safe position size in keeping with your personal risk tolerance, and analyze profit potential. These are the steps where Monte Carlo analysis is most appropriately used.

Regards,
Howard
 
Kylie9090 said:
Sorry to go off topic, but I can't seem to find an answer to this questions: How do I download an entire list of a markets stocks and have them devided in to their respective sectors? Any feedback would be much appreciated.
Click to expand...

I can thoroughly recommend Bullcharts and their Weblink data service (EOD approx $350 pa). It's a home grown Aussie product, been around for about 10 years. Customer service excellent. I much prefer it to Metatstock. 100's of inbuilt indicators and scans, and of course you can create your own.Compatible with Tradesim too.

3 things I especially like are:

1. The convenience of importing and exporting data and scan results into Excel which is my main live trading tool.

2. The database includes 100s of delisted/changed codes..I'm just testing my indicators on WMC in 1986 prior to the crash of 87.

3. It includes heaps of fundamental data too which you can use for filtering preformance. I use it to update an Excel sheet I keep of div paying stocks, with which I can approximate when it's 47 days prior to ex div date for div stripping/collection. Includes market sectors to answer your query.

.all scanable and exportable too......

Market Cap.
Gross Div Amount.
Annual Dividend/Share.
Dividend Cover.
Ex Date.
Dividend Payable Date.
% Franked.
Dividend Yield.
Earnings Yield.
PE Ratio.
Net Tangible Assets.
GICS Code
Sector.
Industry Group.
Industry.
Sub Industry..
 
Cudderbean, Are you work for Bullcharts...the title of the thread..'Unholy Grails - Amibroker'.. Dont confuse the issue with this ..Bullcharts cant be used with the systems in the Book..Nick uses AB.. and its off topic.
 
wombat40 said:
Cudderbean, Are you work for Bullcharts... ..Bullcharts cant be used with the systems in the Book..Nick uses AB...
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No I don’t work for Bullcharts...very happy with it though. The Bollinger System above looks simpler to code in BC.
>> Bullcharts can’t be used with the systems in the Book.

... of course it can.

I was replying to Kylie9090 ....
“I can't seem to find an answer to this question: How do I download an entire list of a market’s stocks and have them divided in to their respective sectors? Any feedback would be much appreciated.”

... I thought that was the idea of this forum: to help each other.
 
Hi I'm new to Amibroker

How do I plot the Bollinger Bands with the different parameters as per UG? I can't seem to change the deviations so the upper bar is 3 and lower bar 1.
 
ICdeadppl said:
Hi I'm new to Amibroker

How do I plot the Bollinger Bands with the different parameters as per UG? I can't seem to change the deviations so the upper bar is 3 and lower bar 1.
Click to expand...


Once ur in the analysis window, click onto the 'parameters' and then u can change the 'Parameters- BBO' to any numbers u like.. ..Its easy, even a dumbass like me can do it m8..!
 
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