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Thanks amiability
The macro part that opens/closes files would be handy, although I am prob
too lazy to do one myself. But have just finished my excel sheet with macros
to alter some intraday history data into format to import into AB.
Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
-----Original Message-----
From: amiabilityy [mailto:amiabilityy@xxxxxxxxx]
Sent: Saturday, 22 March 2003 5:50 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: exporting to txt file modified data, Excel macro
Hi graham.
I have just completed an excel macro that does the opposite,
it finds the no hole days by using the dates of an index, e.g. XAO
and then fills the holes with the previous days data.
Then i create a new database and import these into Ami, now i
need to create an updater as i wouldn't want the macro to open and
close all the data files for only 1 day of data, as it would take to
long.
It opens a file, then modifies it, then closes that file and
continues on to the next ticker, (so the 65,000 odd rows in excel is
no prob) It takes about 20 mins to fill the holes in over 1300
tickers, about 12 years history, using a pentium 2.54.
This actually improves my artificial indexes.
Previously the artificial indexes i created using only the volume
days did not look correct, there were too many spikes and drops.
With a few modifications i could probably make the macro delete
the 0 volume days.
You could always place in the buy statement volume > 0.
Peter.
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> I use the export dll supplied on the Amibroker library to back up
and make
> some modifications to my databases. Thanks to who supplied it,
absolutely
> fantastic.
> I have used this before to round off the data supplied in the far
past. This
> works ok when you just need to make changes to the OHLCV data
directly, but
> I want to remove all zero volume days from the database without it
taking a
> month of Sundays to complete.
> I have tried adding filters and additional buy condition to the
line
> Buy=bhExportAsMetaStock("c:\\MSBackup");
>
> Such as:
>
> Buy=bhExportAsMetaStock("c:\\MSBackup") AND V>0;
>
> But it still exports the whole data without change.
>
> Can anyone help me with a method of doing this
> TIA
>
> Cheers,
> Graham
> http://groups.msn.com/ASXShareTrading
> http://groups.msn.com/FMSAustralia
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