Creating a DataSet that is a subset of the entire ASX
Author: sharpie632
Creation Date: 6/11/2017 11:18 AM
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sharpie632

#1
I use Norgate Premium Data and I have this data stored on my laptop according to their default folder system. So in the folder "ASX" I have the subfolder "stocks" which then has subfolders "A" through to "Z" and the data in these folders is in metastock format. I have made a dataset looking at the folder "stocks" and I can successfully chart and backtest this. There are 2600+ stocks in total in these folders.

In the folder "ASX" there is also the folder "indicies" and this folder contains indicies also in metastock format and I can also chart this.

My problem is that I want to create a few subsets of the ASX stocks as most of the 2600+ stocks and most aren't of any interest to me. So I would ike to create a dataset for the ASX 100, 200 etc.

In the data I get from Premium Data there is also a folder called "lists" under the "ASX" folder mentioned above and this folder contains information about what stocks make up the subsets I want. These files are text files. For example, there is a file in this folder called "S&P ASX 100.asx" that is a text file containing the stock codes for this index.

So my question is how do I get Wealth Data to give me a dataset which looks at the stock codes in the text file and then can find the relevant data for that stock so I can run a backtest on that group of stocks. Or is this done manually somehow?

I have attached a picture of my folders.

Thank you so much for your help.

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Eugene

#2
Hi Richard,

Combining symbols from different DataSets into another entity isn't a Wealth-Lab feature. Fortunately, a 3rd party created a freeware Watchlist provider which allows to create watchlists from symbols in existing datasets of different data providers:

Aronow Software LLC Watchlist Static Data Provider

After you install the extension, restart Wealth-Lab, and then choose "AronowSoftware Watchlist provider" from the New DataSet Wizard. There you can select whatever stocks from existing DataSets to combine into a new DS.
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sharpie632

#3
Thanks Eugene, that gives me what I'm after.
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Eugene

#4
Glad to have helped.

QUOTE:
So I would ike to create a dataset for the ASX 100, 200 etc.

Probably more suitable for those without a Premium Data subscription than for you, but a built-in alternative might be to use the Classification Groups feature of the Yahoo! provider. When you create a new DataSet using Yahoo, choose "Select the Symbols from predefined Industry Classification groups". There under "World Indexes" you have them: All Ords, ASX 100, 200 etc. I cannot comment anything regarding the data quality, though.
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Cone

#5
The Premium Data updater app will do this for you. Just go to the Updater´s Custom Folder tab and follow the instructions there. Then you can create DataSets in Wealth-Lab by pointing to those custom folders.

I'm not sure if PD will keep those folders updated for you or not.. Ask the Norgate guys about that and let us know! :)
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sharpie632

#6
Hi Cone, thanks for that. Yes I have found the Custom Folder tab in the Premium Data app and it's easy to create the custom lists I am after using this app.