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Registered User
Joined: 4/17/2007
Posts: 39
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I'd like to know if there is a way to import external price data for securities which have been delisted. One data vendor offers these in Metastock format, so I'd like to know if its possible to convert and use these data. Thanks.
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Administration
Joined: 9/30/2004
Posts: 9,187
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The RealCode refernence explains how to read external data into StockFinder starting on page 39. The data has to be in CSV format.
http://www.stockfinder.com/assets/RealCode%20Programmers%20Reference.pdf
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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zig208,
There isn't a way to actually import external data, but StockFinder has the ability to Plot external CSV data.
Market Data Reader Overview
RealCode File Reader Overview
-Bruce
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Registered User
Joined: 4/17/2007
Posts: 39
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Thanks for your responses. If I read this external data in and am able to plot it, will I be able to use it in backtesting?
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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zig208,
It may be possible, but there are significant obstacles to which I cannot offer a workaround (which doesn't mean somebody else might not have a better idea).
BackScanner requires a WatchList (and I'm pretty sure it would need to be a real WatchList and not just a list of symbols using a ScratchPad). I do not know of a way to get delisted symbols into a WatchList. You may be able to somehow map delisted symbols to existing symbols, but the practicality of this approach seems questionable and is not something with which I would be able to help you (I am not a programmer - I'm more thinking out loud than offering a concrete solution).
Even if you did so, the Prices used to calculate the performance of the symbol would be those of the base symbol. You would probably need to export the enties and exits generated by BackScanner into third party software such as a spreadsheet to generate any performance metrics.
-Bruce
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 Platinum Customer
Joined: 3/31/2006
Posts: 3,207
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Bruce
what do you mean by mapping?
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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thnkbigr,
Use a real symbol as a stand-in for one of the delisted symbols. For example, when BackScanner thinks it is looking at IBM, you could have have a RealCode Indicator Plotting a Chart for AACB instead with any entries and exits based on the AACB data.
You could have a WatchList of delisted stocks by making a WatchList of existing stocks and doing something similar for each of the symbols in the WatchList.
-Bruce
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Platinum Customer
Joined: 3/31/2006
Posts: 3,207
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I see what you are saying.
I just posted a suggestion in V5 for Kuf.
It would be very nice if we can import the data of all of the delisted stocks into SF and create our own watch list with them.
Thx
Didn't know you work so late
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Platinum Customer
Joined: 3/31/2006
Posts: 3,207
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The earliest chance I'll get to play with this is in a few months but here is a question so I understand this clearly
I am going to use a symbol of a stock that is currently trading such as IBM to plot the data of let say LEH. Then I can create a watchlist of all of these stocks and this can be saved in SF once imported?
I understand that this watchlist has to be backtested separately.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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thnkbigr,
When I said this is something with which I would not be able to help, I meant it.
The easiest (albeit probably not the most elegant in result) way I can think of to say Plot AACB when you bring up IBM would be to just store the AACB data in a CSV file with IBM as part of the name. This avoids the use of creating some sort of lookup table and allows you to use the example RealCode given in the videos almost verbatim. If you are using the RealCode File Reader approach, you can even store the symbol and company name in the file for display purposes (using a Label or Legend).
You still end up with the issue of BackScanner using the prices of the actual symbol when calculating performance metrics however. I don't see a way around exporting the trades that result to actually backtest the delisted stocks beyond pretty much creating your own backtesting module somehow in RealCode.
-Bruce
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Platinum Customer
Joined: 3/31/2006
Posts: 3,207
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kk thanks
This is last on the list if I ever decide to play with the idea.
Thanks
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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thnkbigr,
You're welcome.
-Bruce
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