PD Alpha Database

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January 11, 2017 at 11:31 pm #101598

LeeDanello
Participant

Just wondering what database ppl are using to scan candidates for entering trades into TWS. Is it the PDU database or the normal database v3.96. I’ve noticed that the normal database ie ex database without historical constituents has failed to pick up some candidates that the PDU database picks up even though the scans are carried out on the same respective watchlists ie XAO or $XAO.asx.

Scan from PDU – 2 extra candidates

Scan from from standard database

Both databases are up to date ie have been synced and updated thru Amibroker

January 12, 2017 at 1:16 am #106045

TrentRothall
Participant

I am using the PDU database for everything, i would have thought they would’ve been the same? Is DUE and DCX in the regular database?

January 12, 2017 at 1:23 am #106047

LeeDanello
Participant

Yes. I’d be interested to know whether you could do a scan on both your database’s and see if you have any differences in signals.

January 12, 2017 at 1:35 am #106048

TrentRothall
Participant

Can you just manually check the entry criteria to see where the differences are?

January 12, 2017 at 10:55 am #106046

SaidBitar
Member

for me i always use the PDU database the other database i update once per month just to have it updated.

January 12, 2017 at 11:46 am #106050

LeeDanello
Participant

The reason why I had a mismatch between databases was because I had ordinary cash dividends checked under configure database settings in Amibroker.

It has slightly affected the backtest results.

January 13, 2017 at 1:29 am #106051

JulianCohen
Participant

What should be the ‘correct’ set up?

Does it really matter in the long run?

January 13, 2017 at 2:54 am #106053

LeeDanello
Participant

Julian Cohen wrote:

What should be the ‘correct’ set up?

Does it really matter in the long run?

Julian,

The set up is as the pic above. I accidentally had the ordinary cash dividends checked. I noticed that the results from the PDU explorations did not align with the normal Premium database. It affects the backtest results.

January 14, 2017 at 1:18 am #106055

JulianCohen
Participant

Ah OK…got you

May 24, 2017 at 3:44 am #106057

TrentRothall
Participant

I found this info on another forum, it’s from Richard Dale from premium data. He states that data from Chi-X isn’t incorporated into the PD datafeed at all. I have observed this from time to time also.

Maybe we should route all our trades via ASX only?

Quote:

“Regarding Australian equities and consolidated data – it’s something we’d like to do, but unfortunately Chi-X don’t have any “reference” data that could be used to generate this (at least not at a reasonable price point with multiple backup feeds).

Chi-X have a rather interesting model in that all stocks open at 10:00:00.000, so they are often the first trade of the day too – the ASX has their staggered opens, so you’d probably need to think about how that impacts things too.

Another question you have to ask yourself – does it matter? (but that’s hard to quantify without real data). Chi-X is around 20% of the total number of trades these days and probably slightly higher on a volume basis.”

May 24, 2017 at 3:51 am #106961

Nick Radge
Keymaster

I route my ASX entries via SMART but 100% exits via ASX.

May 24, 2017 at 3:57 am #106962

TrentRothall
Participant

I’m doing the same Nick

June 15, 2017 at 12:47 am #106963

TrentRothall
Participant

Is anyone else NDU/Amibroker asking them to download certain databases again?

I opened AB this morning and there is no data available, ndu is telling me to download US indices + world indices

June 15, 2017 at 1:28 am #107130

JulianCohen
Participant

nah mine is OK. Give them an email. They are very good to respond and very helpful
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