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Dear Tomasz,
I really like the flexibility that Amibroker has. It is great for
backtesting and optimization. I have been using artifical tickers
for sometime now (constructed in Excel and imported into AB) to work
on various market timing methods. Now that the timing method is
taking shape I am planning to move on to backtesting with actual
stocks. But my method needs about additional data points for each
stock. I understand version 4 of AB may make it easier to import and
store extra data, but I would like to get on with my testing as soon
as possible. Hence the following questions about how much data I
can "stack" into the existing data fields.
1. Can I put data with 6 decimal places of precision into the high
and low price fields? For example, 111222.333444 (I am using the
American system for decimals). Or will AB round these off to 2 or 3
decimal points?
2. Is there a maximum number that I can put into the pricefields?
Will AB accept numbers that go over 1 million such as123,456,789 or
will such a large number be rounded or truncated? Or will the
precision be reduced (for example to 1,234,000)?
3. Can I put negative numbers like -12.34 into the price fields? My
experience suggests AB treats negative numbers as zero, or is that
only when drawing graphs? Would the negative number still be there
for calculation purposes, or does AB change all negative price
numbers to zero when importing/storing data?
4. For the volume field, it appears that it will accept negative
data, but not decimalized data. Thus, -12 would be stored as -12,
but +12.34 be stored as just +12 without the decimals. Is that right
or have I missed something? Does the OI field behave like the Volume
field or the price fields?
5. A bit more on point 1. There are about 12 data fields I want to
import but AB only accepts 6 fields currently. One could use an
artifical ticker for each stock, and that has worked for me using
the Foreign call to a non-changing indicator ticker, but it would be
impractical to make one up for each stock. Not only would I have to
import MSFT and MSFT_Xtra and do so for each stock, but my forumlas
would have to be changed to test each stock since the Foreign call
requires the ticker of a specific stock. And that will not be
practical for testing 1,000 stocks..... So I hope to "stack" three
or more 3 digit data points into the a single price field (likely
the "High" field). For example, 111222.333444 where 111 would hold
the first data set and 222 holds the second, etc. But this would
only be useful if AB has math functions that would allow me
to "extract" the 222 data. Here is how I would have AB step through
it to get the 222 data: First round down to no decimal places (Does
AB have such a feature?) to get 111222 and then divide by 1000 to
get 111.222 and then divide by 1 and take the "remainder" (does AB
have a "remainder" math function)? Or am I trying for too much at
this stage?
I hope my explaination is not too confusing. I am looking forward to
version 4 which may make the above much easier to do, but in the
meantime I would like to get started.
Thank you for your consideration.
b
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