|
PureBytes Links
Trading Reference Links
|
Ok, I figured out the settings in the Backtester, exports and splits
ok now.
Results on 700 stocks, 18 months of EOD Data:
1) Explore = 1 minute 45 seconds
2) Export to CSV file = 45 seconds
3) File Splitter = 6 minutes and AB frozen.
Used ctl alt delete to shut down AB, restarted all ok.
All files created ok in csv format in new folder.
I didn't enjoy AB freezing on me...wonder why this happened, maybe
because I had some "composites" in the list?
Thanks
Jim
--- In amibroker@xxxxxxxxxxxxxxx, walt <WSCHWARZ@xxxx> wrote:
> In the AA there is a push the "settings" button and go to
the "report" tab.
> Un-Check the "formula" box then it should not be included...
>
> Yes, you will have to repeat the process.
> Yes, delete the blank window otherwise it will repeat the process
when you
> move to a new stock or time frame.
>
> Walt
> -----Original Message-----
> From: jnk1997 [mailto:jnk1997@x...]
> Sent: Saturday, May 31, 2003 1:21 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Walt: Question on Sharing AB Database
(File
> Splitter)
>
>
> OK, I figured it out. When I export from AB to the alldata.csv
file I
> get the following (opened with notepad):
>
>
> Formula used:,"Filter = 1; /* all stocks and quotes accepted
> */NumColumns = 5;Column0 = Open;Column1 = High;Column2 =
Low;Column3
> = Close;Column4 = Volume;Column0Name = "open";Column1Name
> = "high";Column2Name = "low";Column3Name = "close";Column4Name
> = "volume";Column0Format = 1.4;Column1Format = 1.4;Column2Format =
> 1.4;Column3Format = 1.4;Column4Format = 1.0;"
>
> Scan/Exploration Results:
> Ticker,Date/Time,open,high,low,close,volume,
> INSP,05/01/2003,12.3600,13.4500,12.3500,12.8900,1194300
> INSP,05/02/2003,11.5500,12.0900,11.1500,11.8500,1619200
> INSP,05/05/2003,11.9000,12.3500,11.4500,11.5600,834700
> INSP,05/06/2003,11.5000,11.8400,11.2100,11.5200,449300
> INSP,05/07/2003,11.4000,11.8300,11.4000,11.5900,463400
> INSP,05/08/2003,11.5900,11.8100,11.5200,11.5900,357800
> INSP,05/09/2003,11.5600,11.8500,11.5500,11.7000,272000
> INSP,05/12/2003,11.7000,12.0000,11.7000,11.9100,385400
>
>
> ...............................................................
>
> When I remove everything except the lines of data prefixed by the
> ticker, you file splitter works perfectly and has created the
correct
> files.
>
> Questions:
>
> 1) How do I get AB to export just the ticker and data (without the
> formula)?
>
> 2) Since I will be doing this everyday in order to update
> this "outside" database, I imagine I will have to repeat the
entire
> process (historical range to today) and then "overwrite the
existing
> alldata.csv file (historical range to yesterday) before splitting
> with your formula?
>
> 3) When I use your splitting formula in Indicator builder, we must
> click on apply, then a blank indicator pane opens up on the screen
> (no problem) I just delete that pane. I assume this is normal (as
the
> proper .csv files have been created).
>
> Many thanks Walt,
>
> Jim
>
>
>
>
>
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, walt <WSCHWARZ@xxxx> wrote:
> > Just tried it again and it seems to work...
> >
> > Make sure that the file spec and the directory exists.
> >
> > If the directory is not there or if the directory spec is not
> correct,
> > pehaps missing a slash, the file cannot be opened...
> >
> > Also if the ticker has an odd character that I did not replace,
it
> will also
> > fail...
> >
> > Walt
> > -----Original Message-----
> > From: jnk1997 [mailto:jnk1997@x...]
> > Sent: Saturday, May 31, 2003 12:25 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Walt: Question on Sharing AB Database
> (File
> > Splitter)
> >
> >
> > Walt,
> >
> > When I click apply in Indicator Builder I get
> >
> > Source: Microsoft VBScript runtime error
> > Line: 99 Char: 1
> > Error: 0 - Object required: 'lo_txt'
> >
> > Jim
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, walt <WSCHWARZ@xxxx> wrote:
> > > Yes, and you can set "ab_excludeTick" to true, if you do not
> need
> > the ticker
> > > in the first column of every line or false to piut the
ticker on
> > every
> > > line...
> > >
> > > Walt
> > > -----Original Message-----
> > > From: jnk1997 [mailto:jnk1997@x...]
> > > Sent: Saturday, May 31, 2003 12:04 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Re: TJ or Group: Question on Sharing
AB
> > Database
> > > (File Splitter)
> > >
> > >
> > > Ok, I exported data for 4 stocks (for 1 month) into one
file
> to
> > try
> > > this out.
> > >
> > > Data exported to a new folder & file
C:\StockData\alldata.csv
> > >
> > > If I understand correctly I change the following in your
> formula:
> > >
> > > as_filename = "c:\out.csv"
becomes "c:\StockData\alldata.csv"
> > >
> > > and
> > >
> > > as_directory = "d:\stocks\" becomes "c:\StockData\"
> > >
> > > Are these the required changes?
> > >
> > > Thanks for your help!
> > > Jim
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, walt <WSCHWARZ@xxxx>
wrote:
> > > > jim,
> > > >
> > > > after you export the file run this script from the
indicator
> > > builder and it
> > > > will split the exported file into separate files for
you...
> > > > Note: Change the "filename" & directory to suit...
> > > >
> > > > Walt
> > > >
> > > > //*****************************************************
> > > > EnableScript("vbscript");
> > > >
> > > > <%
> > > >
> > > > ab_excludeTick = True
> > > >
> > > > as_filename = "c:\out.csv"
> > > >
> > > > as_directory = "d:\stocks\"
> > > >
> > > > Set io_fso = CreateObject("Scripting.FileSystemObject")
> > > >
> > > > Set lo_txtAll = io_fso.OpenTextFile(as_filename)
> > > >
> > > > ls_lastTick = ""
> > > >
> > > > ls_line = lo_txtAll.ReadLine()
> > > >
> > > > ls_line = lo_txtAll.ReadLine()
> > > >
> > > > do while Len(Ls_line)>0
> > > >
> > > > ls_items = Split(ls_line, ",")
> > > >
> > > > if UBound(ls_items) = 6 Then
> > > >
> > > > if ls_items(0) <> ls_lastTick Then
> > > >
> > > > if Len(ls_lastTick) > 0 Then
> > > >
> > > > lo_txt.Close
> > > >
> > > > End if
> > > >
> > > > ls_curTick = Trim(ls_items(0))
> > > >
> > > > ls_curTick = Replace(ls_curTick, "^", "")
> > > >
> > > > ls_curTick = Replace(ls_curTick, "$", "")
> > > >
> > > > ls_curTick = Replace(ls_curTick, "\", "")
> > > >
> > > > ls_curTick = Replace(ls_curTick, "/", "")
> > > >
> > > > ls_curTick = Replace(ls_curTick, "?", "")
> > > >
> > > > Err.Clear
> > > >
> > > > 'On Error Resume Next
> > > >
> > > > Set lo_txt = io_fso.OpenTextFile(as_directory +
ls_curTick
> > > + ".csv", 2, -1)
> > > >
> > > > lb_fileOpen = (Err = 0)
> > > >
> > > > End if
> > > >
> > > > if lb_fileOpen Then
> > > >
> > > > ls_lastTick = ls_curTick
> > > >
> > > > if ab_excludeTick Then
> > > >
> > > > ls_line = Replace(ls_line, ls_curTick + ",", "")
> > > >
> > > > do while NOT IsNumeric(Left(ls_line, 1))
> > > >
> > > > ls_line = Right(ls_line, Len(ls_line) - 1)
> > > >
> > > > Loop
> > > >
> > > > End if
> > > >
> > > > lo_txt.writeline ls_line
> > > >
> > > > End if
> > > >
> > > > End if
> > > >
> > > > err.Clear
> > > >
> > > > on error resume next
> > > >
> > > > ls_line = lo_txtAll.ReadLine()
> > > >
> > > > if err=62 then exit do
> > > >
> > > > Loop
> > > >
> > > > lo_txt.Close
> > > >
> > > > lo_txtAll.Close
> > > >
> > > > %>
> > > >
> > > > -----Original Message-----
> > > > From: jnk1997 [mailto:jnk1997@x...]
> > > > Sent: Saturday, May 31, 2003 9:41 AM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: [amibroker] Re: TJ or Group: Question on
Sharing
> AB
> > > Database -
> > > > Bob
> > > >
> > > >
> > > > I still don't get it.
> > > >
> > > > Can I run that exploration on all stocks in Amibroker
> database
> > > for a
> > > > period of 2 years for example, export to one .csv file
> named
> > > > ALLStocks. Then, Import that file as my database in
the
> other
> > > > program?
> > > > Or do I have to save the data stock by stock (seperate
> file
> > for
> > > each
> > > > stock?)and have all those individual data files in a
> folder
> > named
> > > > ALLStocks?
> > > >
> > > >
> > > > Thanks
> > > > Jim
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Bob Jagow"
> <bjagow@xxxx>
> > wrote:
> > > > > That's the old form--like using GraphN instead of
plot
> ().
> > > > > Easier to use
> > > > > Filter = 1; /* all stocks and quotes accepted */
> > > > > addcolumn(O,"open",1.4);
> > > > > addcolumn(H,"high",1.4);
> > > > > addcolumn(L,"low",1.4);
> > > > > addcolumn(C,"close",1.4);
> > > > > addcolumn(V,"volume",1.0);
> > > > >
> > > > > Bob
> > > > >
> > > > >
> > > > >
> > > > > -----Original Message-----
> > > > > From: walt [mailto:WSCHWARZ@x...]
> > > > > Sent: Friday, May 30, 2003 5:29 PM
> > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > Subject: RE: [amibroker] Re: TJ or Group:
Question on
> > Sharing
> > > AB
> > > > Database
> > > > >
> > > > >
> > > > > Jim,
> > > > >
> > > > > I found this code in the helpf ile; Run it in the
> > AA "explore"
> > > > and then use the "export" button. Then "import" it
into
> your
> > > > > program...
> > > > >
> > > > > Walt
> > > > >
> > > > >
> > > > >
> > > > > Filter = 1; /* all stocks and quotes accepted */
> > > > >
> > > > > NumColumns = 5;
> > > > >
> > > > > Column0 = Open;
> > > > >
> > > > > Column1 = High;
> > > > >
> > > > > Column2 = Low;
> > > > >
> > > > > Column3 = Close;
> > > > >
> > > > > Column4 = Volume;
> > > > >
> > > > > Column0Name = "open";
> > > > >
> > > > > Column1Name = "high";
> > > > >
> > > > > Column2Name = "low";
> > > > >
> > > > > Column3Name = "close";
> > > > >
> > > > > Column4Name = "volume";
> > > > >
> > > > > Column0Format = 1.4;
> > > > >
> > > > > Column1Format = 1.4;
> > > > >
> > > > > Column2Format = 1.4;
> > > > >
> > > > > Column3Format = 1.4;
> > > > >
> > > > > Column4Format = 1.0;
> > > > >
> > > > > -----Original Message-----
> > > > > From: jnk1997 [mailto:jnk1997@x...]
> > > > > Sent: Friday, May 30, 2003 6:50 PM
> > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > Subject: [amibroker] Re: TJ or Group: Question
on
> > Sharing AB
> > > > Database
> > > > >
> > > > >
> > > > > Sorry, Right!
> > > > > I use AmiQuote to retreive eod data from Yahoo.
> > > > > Thanks
> > > > > Jim
> > > > >
> > > > >
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Chuck
Rademacher"
> > > > > <chuck_rademacher@x> wrote:
> > > > > > Jim, you told us what kind of data Forecaster
> Plus can
> > > read
> > > > and we
> > > > > know what
> > > > > > kind of data AB can read. What we don't
know (in
> > order
> > > to
> > > > help
> > > > > you) is
> > > > > > what kind of data you already are using.
> > > > > >
> > > > > > With that long list of data types that
Forecast
> Plus
> > is
> > > able
> > > > to
> > > > > use, I'm
> > > > > > reasonbly sure you will be able to share data
> between
> > the
> > > two
> > > > > software
> > > > > > packages.
> > > > > > -----Original Message-----
> > > > > > From: jnk1997 [mailto:jnk1997@x...]
> > > > > > Sent: Friday, May 30, 2003 6:17 PM
> > > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > > Subject: [amibroker] TJ or Group: Question
on
> > Sharing AB
> > > > Database
> > > > > >
> > > > > >
> > > > > > I received an interesting software CD with
my
> > renewal to
> > > > TASC.
> > > > > > It is called Pattern Forecaster Plus by
Matheny
> > > www.ment.com
> > > > > > The software does not include a downloader
but
> will
> > > read the
> > > > > > following file types:
> > > > > >
> > > > > > How can I set up AB to share my database?
> > > > > >
> > > > > > Pattern Forecaster Reads the following data
> files
> > > formats:
> > > > > >
> > > > > > PFP/StockVue File Types
> > > > > > Technical Tools File Types
> > > > > > FutureSource File Types
> > > > > > FutureLink/SuperCharts File Types
> > > > > > MetaStock/Computrak File Types
> > > > > > Megatech/Knight Ridder File Types
> > > > > > Telescan ASCII file Types
> > > > > > DBC Signal File Types
> > > > > > Worden Brothers TC2000 File Types
> > > > > > AIQ ASCI File Types
> > > > > > Apex (CandlePower) File Types
> > > > > > Aspen Graphics ASCII File Types
> > > > > > TradeStation ASCII File Types
> > > > > > Live Wire ASCII File Types
> > > > > > Dial Data ASCII File Types
> > > > > >
> > > > > > Thanks
> > > > > > Jim
> > > > > >
> > > > > >
> > > > > > Yahoo! Groups Sponsor
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > > Send BUG REPORTS to bugs@xxxx
> > > > > > Send SUGGESTIONS to suggest@xxxx
> > > > > > -----------------------------------------
> > > > > > Post AmiQuote-related messages ONLY to:
> > > > amiquote@xxxxxxxxxxxxxxx
> > > > > > (Web page:
> > > http://groups.yahoo.com/group/amiquote/messages/)
> > > > > > --------------------------------------------
> > > > > > Check group FAQ at:
> > > > > >
> > >
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > > >
> > > > > > Your use of Yahoo! Groups is subject to the
> Yahoo!
> > > Terms of
> > > > > Service.
> > > > >
> > > > >
> > > > >
> > > > > Send BUG REPORTS to bugs@xxxx
> > > > > Send SUGGESTIONS to suggest@xxxx
> > > > > -----------------------------------------
> > > > > Post AmiQuote-related messages ONLY to:
> > > amiquote@xxxxxxxxxxxxxxx
> > > > > (Web page:
> > http://groups.yahoo.com/group/amiquote/messages/)
> > > > > --------------------------------------------
> > > > > Check group FAQ at:
> > > >
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > >
> > > > > Your use of Yahoo! Groups is subject to the
Yahoo!
> > Terms of
> > > > Service.
> > > > >
> > > > >
> > > > > Yahoo! Groups Sponsor
> > > > >
> > > > >
> > > > >
> > > > > Send BUG REPORTS to bugs@xxxx
> > > > > Send SUGGESTIONS to suggest@xxxx
> > > > > -----------------------------------------
> > > > > Post AmiQuote-related messages ONLY to:
> > > amiquote@xxxxxxxxxxxxxxx
> > > > > (Web page:
> > http://groups.yahoo.com/group/amiquote/messages/)
> > > > > --------------------------------------------
> > > > > Check group FAQ at:
> > > >
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > >
> > > > > Your use of Yahoo! Groups is subject to the Yahoo!
> Terms
> > of
> > > > Service.
> > > >
> > > >
> > > > Yahoo! Groups Sponsor
> > > >
> > > >
> > > >
> > > > Send BUG REPORTS to bugs@xxxx
> > > > Send SUGGESTIONS to suggest@xxxx
> > > > -----------------------------------------
> > > > Post AmiQuote-related messages ONLY to:
> > amiquote@xxxxxxxxxxxxxxx
> > > > (Web page:
> http://groups.yahoo.com/group/amiquote/messages/)
> > > > --------------------------------------------
> > > > Check group FAQ at:
> > > >
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > >
> > > > Your use of Yahoo! Groups is subject to the Yahoo!
Terms
> of
> > > Service.
> > >
> > >
> > > Yahoo! Groups Sponsor
> > >
> > >
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
> > > Post AmiQuote-related messages ONLY to:
> amiquote@xxxxxxxxxxxxxxx
> > > (Web page:
http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
> > > Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to the Yahoo! Terms
of
> > Service.
> >
> >
> > Yahoo! Groups Sponsor
> >
> >
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> Service.
>
>
> Yahoo! Groups Sponsor
>
>
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Get A Free Psychic Reading! Your Online Answer To Life's Important Questions.
http://us.click.yahoo.com/Lj3uPC/Me7FAA/ySSFAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|