How to Organise Data In Amibroker

[P.SUHAS T&I]

Dear Prashanth & Freiends

How One should organise data in Amibroker.
My question regarding commodity & f&o

A am absolutely New to commodity
Commodity = Ncdex & Mcx should be two differnt Database or How ? because tickers are almost same for both ?

In Ncdex file dated 30th june 2010 just a example some data shows Vol & Open Interest as Zero But OHLC Prices are available what are these Prices. ?

Same question about Future & Option How these two file integrate in Amibroker same one database Or separate

Dear Prashanth could you please elaborate How you are maintaning in Comm & F&O

Suhas

[Prashanth]

A am absolutely New to commodity
Commodity = Ncdex & Mcx should be two differnt Database or How ? because tickers are almost same for both ?


Yes. Its better to keep separate databases for MCX & NCDEX since a few tickers have common symbols.

In Ncdex file dated 30th june 2010 just a example some data shows Vol & Open Interest as Zero But OHLC Prices are available what are these Prices. ?


These are tickers where there were no trades. The rate is same for OHLC. Its just the closing price of that particular contract - a reference rate. In MCX data, tickers with no transactions have OHL as Zero with closing price being the reference rate.


Same question about Future & Option How these two file integrate in Amibroker same one database Or separate

Dear Prashanth could you please elaborate How you are maintaning in Comm & F&O



Personally am having seperate databases for Comm - MCX and NCDEX.

For EOD, I import everything into a single database. If you are more into stocks and not much into F&O, I would advise you to have different databases for Cash and F&O.

[P.SUHAS T&I]

First Thanks a Lot for Prompt reply

regarding your answer to F&O you import all in one. Then how you Organise between them say future, option. do you done Manually organisation betweeen 2 Market future & Option in Amibroker = symbol - Organise Assignment.

I have seperate database for cash & F&o. for cash stock NSE & BSE distribution is quite easy as NOs are ticker in BSe.

But I get confuse about F&O how should I seperate Future & Option in two different Market Other than Manually. And yes we dont have option while Import data in Amibroker to ask it to go in particular Market say Future So for this Problem also we need to keep seperate database for Future & Option.

suhas

[Prashanth]

regarding your answer to F&O you import all in one. Then how you Organise between them say future, option. do you done Manually organisation betweeen 2 Market future & Option in Amibroker = symbol - Organise Assignment.


Thats a bit of a problem. I have done that by exporting all symbols to Excel, using filter in excel, selecting only Options and importing the list of symbols into specific watch-lists.

This is bit difficult for a novice but actually pretty simple to achieve.


I have seperate database for cash & F&o. for cash stock NSE & BSE distribution is quite easy as NOs are ticker in BSe.

But I get confuse about F&O how should I seperate Future & Option in two different Market Other than Manually. And yes we dont have option while Import data in Amibroker to ask it to go in particular Market say Future So for this Problem also we need to keep seperate database for Future & Option.


Keeping multiple databases is a hassle when it comes to importing the right file into them and also adjusting for corporate actions. As I said, while I have everything in one, another option that could be pursued is to have 2 databases - one for cash and one for futures.

To have a list of futures is still simpler. Just import list of future tickers into a watch-list.

[P.SUHAS T&I]

I think you done your reserach on the basis of Watchlist You have keep seperate watchlist for each market I Have done this in future & option database watchlist for f& O.

I need market wise distribution in F&O because from market we can calculate market breadth say future total advancing & declining issues & volume.

thanks for Reply

[Prashanth]

I think you done your reserach on the basis of Watchlist You have keep seperate watchlist for each market I Have done this in future & option database watchlist for f& O.

I need market wise distribution in F&O because from market we can calculate market breadth say future total advancing & declining issues & volume.

thanks for Reply

By Market wise, are you saying you want Separate watch-list for futures and options or do you require separate watch-lists for each Ticker?

If all you want is a separate watchlist - one for future and one for options, its as I said before.

For calculating Market Breadth, if you want to have a watchlist containing only Current Month futures, you can use Excel to remove all ticker that end with -II or -III and import only tickers with -I into a separate watch-list which can then be used to calculate breadth.

[P.SUHAS T&I]

[QUOTE]By Market wise, are you saying you want Separate watch-list for futures and options or do you require separate watch-lists for each Ticker?
No, I have done Market wise distribution of cash in two market Nse by alphabet symbol & bse by number symbol. every day I calculate = symbol-calculate composite. for both the market. it will give advissues & decissues AND advolume & decvolume of Total cash market for Nse & Bse separate. by using this I calculate mcmillan summation index which is a good market breadth indiccator.

If all you want is a separate watchlist - one for future and one for options, its as I said before.
Yes, I have done this in f&o data in one database.
For calculating Market Breadth, if you want to have a watchlist containing only Current Month futures, you can use Excel to remove all ticker that end with -II or -III and import only tickers with -I into a separate watch-list which can then be used to calculate breadth.
which Market Breadth indicator do you use ? (like I use mc millan oscillator & summation ) & how can from watchlist it can be calculated ??

[Prashanth]

[QUOTE=Prashanth;4654]
& how can from watchlist it can be calculated ??

Use InWatchlist(XX) for number or InWatchlistname(Name) if you want to use the Watchlist name.

[P.SUHAS T&I]

Dear Prashant
Could you Please elaborate how to use these 2 syntax ??

Thanks

[P.SUHAS T&I]

Dear Prashanth
Could you Please elaborate how to use these 2 syntax ??
If you have ready AFL to create index for watchlist please mail me or upload on any site
Thanks

[Prashanth]

Dear Prashanth
Could you Please elaborate how to use these 2 syntax ??
If you have ready AFL to create index for watchlist please mail me or upload on any site
Thanks

The syntax itself is inWatchlist(30) // if Watchlist is 30

An example,


if(InWatchList(12) ) {
AddToComposite(V,"~Ni.Vol","V");
}
else
{
AddToComposite(V,"~M.Vol","V");
}


Above syntax when run on all stocks, creates a ticker ~Ni.Vol which contains total volume of Nifty stocks and another ticker ~M.Vol which contains total volume of all other tickers.

[P.SUHAS T&I]

Dear Prashanth & Friends

I just completed bonus / spilt effects in Amibroker for 2008 till today.
But I want to ask, do we need to give any effect for scheme Arrangement ?? like for Zeenews for date 15/4/2010 OR Grasim for date 26/5/2010

Thanks

[P.SUHAS T&I]

do we need to give any effect for RIGHT ISSUE AS WELL ??

[Prashanth]

Dear Prashanth & Friends

I just completed bonus / spilt effects in Amibroker for 2008 till today.
But I want to ask, do we need to give any effect for scheme Arrangement ?? like for Zeenews for date 15/4/2010 OR Grasim for date 26/5/2010

Thanks

Yep. What is the point if you do it historically and not do it for recent splits / bonus.

For Grasim, due to wrong high (freak high), you will not get the correct ratio. Use the ratio it applies for Grasim-I or BSE Code.

[P.SUHAS T&I]

Prashanth
I think yor didnt get my question

I have adjust price for Bonus & Spilt of faceValue from jan 2008 to till jun 2010

I want to know do I need to adjust price for right issue or scheme arrangement i.e. Buy back and issue of shares

[Prashanth]

Prashanth
I think yor didnt get my question

I have adjust price for Bonus & Spilt of faceValue from jan 2008 to till jun 2010

I want to know do I need to adjust price for right issue or scheme arrangement i.e. Buy back and issue of shares

It depends upon how much impact there has been on the price. For example, Suzlon recently came out with a rights issue which did not move the stock price a dime since it was at a premium to current market price. But if the same was at considerable discount, you may have seen a gap opening on Record Day.

Generally data vendors providing complete EOD data (updated into your software from their own database), adjust for everything - Rights / Dividend, etc. The reason is that if you were long, you would have enjoyed that and hence any fall based is not a fall. This is very important especially during backtesting since your stops can get hit based on gaps which are not really gaps.

But doing the same manually is not possible / feasible and hence the idea should be to adjust as much as possible when there is a visible gap in the stock on account of some corporate action. Otherwise, let it run.

[P.SUHAS T&I]

Dear Prashanth

Thanks A lot