nibor100
1,099 posts
msg #139668
- Ignore nibor100 |
11/30/2017 3:07:52 PM
@davesaint86,
Some tips based on my dealings with SS ASCII imports, I've imported successfully from 2 different sources resulting in learning the following:
a. Name the file you are importing with Yahoo prices as XIV
b. Save that file in its own folder in a Directory of your choice making sure its the only file in that folder.
c. Keep the file as an Excel CSV file with the rows of data in the same order that you got it from Yahoo
d. Delete the column entitled "Adj Close"
e. Delete the header row/first row of the file
f. the first row of data should be dated 11/30/2010
In SS, in the box that opens when you choose File, Import Prices
1. Make sure Multiply Volume by box is empty
2.For the Directory white box select Browse and go to the directory path your file is in
3. In the Symbol grey box choose From Filename
4. The Delimiter box should read Comma
5. In the record layout box have your fields in the following order:
Date MDY
Open Price
High Price
Low Price
Close Price
Volume
These tips are based on loading only XIV data Yahoo only as I have not tried any multiple symbol loads using the ASCII method in SS.
Future XIV data import tip:
I just open the XIV.csv file in Excel and enter the new day(s) data at the bottom and re-save it and close it in Excel before doing the next import.
Let me know if that works for you,
Ed S.
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davesaint86
726 posts
msg #139669
- Ignore davesaint86 |
11/30/2017 3:27:33 PM
Thank you for the instructions!
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nibor100
1,099 posts
msg #139670
- Ignore nibor100 |
11/30/2017 3:37:09 PM
@davesaint86,
I'm in your camp as far as having an SS backup plan,
This is my plan,
Using the SS backtest data, assess the frequency of all 30 filters and their individual success rate to give an idea as to which ones should be coded first in SF.
See how many of these filters we can code in SF as a group effort, I should be able to do some, but the more challenging ones may require those more expert.
If there are any left that can't be coded in SF, hopefully a small number, create different XIV multisystems and run backtests to see if any are acceptable.
According to the SS manual :
"For those that wish to examine the actual numbers, the Calculations window allows you to
produce the daily calculations for any technical analysis formula in StrataSearch. You can
then use these numbers for examination, verification, or to export into another program.
The formulas in StrataSearch have been produced with the help of the book titled Technical
Analysis From A to Z, by Steven B. Achelis. A companion spreadsheet for this book can also
be purchased, which provides formula details in an Excel spreadsheet. All StrataSearch
formulas taken from the book have been verified against the companion spreadsheet."
That spreadsheet is available for separate purchase online.
Ed S.
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lavapit315
47 posts
msg #139671
- Ignore lavapit315 |
11/30/2017 4:15:17 PM
I keep getting errors trying to import data with yahoo also. Is there a way to download all stocks in one file and then be able to import it using ASCII import? I found one place but all the file names are "amd.us.csv" so it won't import properly. Thanks for any assistance.
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davesaint86
726 posts
msg #139672
- Ignore davesaint86 |
11/30/2017 4:17:54 PM
I ran a test in Portfolio Visualizer of XIV. Below are the average buy & hold gain/losses per month for XIV going back to 2011.
Jan 6.17%
Feb 6.02%
Mar 18.79%
Apr 6.20%
May 5.75%
Jun 0.17%
Jul 11.91%
Aug -12.23%
Sep 0.91%
Oct 7.86%
Nov 7.20%
Dec -3.33%
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jackmack
334 posts
msg #139673
- Ignore jackmack |
11/30/2017 4:19:51 PM
Kevin_in_GA
Don't mean to dump this here on this thread but thought it interesting
Remember this one you did years back?
It's very interesting when using for long only using XIV as apposed to the SSO/SDS combo of original intent
I know a couple of the XIV filters probably contain some variation of stoch crossovers
and was just thinking about this one last night for some reason and just found it interesting.
I have no way of back testing this to see if its viable or just coincidental - but found it interesting
enough to ponder
SYMLIST(xiv,vxx)
SET{GO_short, COUNT(STOCHASTICS %D(5,1,5) BELOW STOCHASTICS %D(5,1,10),1)}
SET{GO_long, COUNT(STOCHASTICS %D(5,1,5) ABOVE STOCHASTICS %D(5,1,10),1)}
SET{NULL,0}
ADD COLUMN SEPARATOR
ADD COLUMN GO_LONG {GO LONG}
ADD COLUMN GO_SHORT {GO SHORT}
ADD COLUMN SEPARATOR
ADD COLUMN STOCHASTICS %D(5,1,5) {%D(5,1,5)}
ADD COLUMN STOCHASTICS %D(5,1,10) {%D(5,1,10)}
DRAW GO_SHORT ON PLOT NULL
DRAW GO_LONG ON PLOT NULL
DRAW STOCHASTICS %D(5,1,5) ON PLOT STOCHASTICS %D(5,1,10)
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SAFeTRADE
656 posts
msg #139675
- Ignore SAFeTRADE |
11/30/2017 8:16:57 PM
Updated correctly tonight from Yahoo with no freezing and closing.
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tennisplayer2
210 posts
msg #139680
- Ignore tennisplayer2 |
11/30/2017 11:25:37 PM
Ed S. and Kevin, thank you very much for the help. I was able to import using ACSII because of you two.
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davesaint86
726 posts
msg #139684
- Ignore davesaint86 |
12/1/2017 8:18:42 AM
I imported the price data using Yahoo. Thanks Ed and Kevin for the ASCII import instructions. Will try importing using this method this weekend.
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davesaint86
726 posts
msg #139687
- Ignore davesaint86 |
12/1/2017 9:27:24 AM
http://charts.equityclock.com/volatility-index-vix-seasonal-chart
Interesting seasonality site. Here is the VIX seasonal chart.
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