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Hi lionel.
I will be posting it on this site.
The macro does not use data exported from AMI.
It converts the data from the ticker text files.
I have been using the Metastock downloader to convert my MS
data files to ascii text.
It should be easy to modify if using different Text data formats.
It fills in the holes of non trading days with the same data as
when the ticker stopped trading,( due to a halt e.t.c.).
I would also like to add the delisted stocks into the data base,
but use excel to add a value in the OI array, also have the o,c,h,l,
arrays value on the last bar as 0.
so in AA if i added a line that stated if the value in the OI
came up after a buy and before the sell, trigger a sell, the profit
would then be zero as the o,c,h,l array value was 0.
Using the same idea companies that were delisted due to a takeover,
could have a different value placed in the OI field and when this
value came up after a buy, would trigger a sell,but using the price
of the o,c,h,l at the time of the sell for the profit results.
The only reason i wrote the macro was due to my data suplier not
including the non trading days.
I wanted to compare the difference of when the zero volume days
were included as to using only the trading days, when creating an
artificial index.
There is a huge difference.
Peter
-- In amibroker@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@xxxx> wrote:
> are you going to post it here?
>
>
> -----Original Message-----
> From: Graham [mailto:gkavanagh@x...]
> Sent: Saturday, March 22, 2003 5:38 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Re: exporting to txt file modified data,
Excel
> macro
>
>
> 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@x...]
> 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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