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Hello,
I think I did not explain well for the previous post about the program
I posted on amibroker-beta file area. ( I copied my original post
below)
It uses Chande's idea, from an user supplied base data quote file to
generate N new data files that can be imported into AB. It does NOT
generate new date, it re-uses the date range from the base file.
Hence, after all the new data files generated and imported, it is just
like you have N new tickers with same beginning date and ending date.
You can backtest them individually or use the new portfolio backtest
file on them.
at current design, you can generate up to 1000 new data files in one
shot, each can have up to 20 years worth.
Thomas
---
Hello,
Here is a little program that synthesizes new data sets from exising
quote file.
In the zip file, there are exe file and some example files, raw and
syntehsized.
Type in the exe file name by itself gives some simple usage and other
tips.
See 'Beyond Technical Analysis' by Tushar Chande for detailed info.
I tried to upload to the file area unfortunately it is too crowded.
Only if
some of the members can remove those very old or obsolete files to
free up some
space.
Thomas
---
--- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <advenosa@xxxx> wrote:
> John:
>
> Back in June of 2002, Leo Timmermans wrote a small program for AB
called scrambler.exe. It was based on Tuchar Chande's work. It works
by taking the last x bars of data from any stock or watchlist of your
choosing (x = any number you choose), scrambling them, and then
generating random OHLC data x bars into the future. You can then apply
your system to the new data to see if it can spot any price
inefficiencies even though the data are random. It's a very slick
program. I no longer have it on my hard drive, but if you do a search
around May or June of 2002, you might find references to it. I
remember I posted a trial test of it. Maybe Leo is monitoring this
list and if he is, he can chime in. Good luck. Let me know how it
turns out.
>
> Al Venosa
> ----- Original Message -----
> From: John
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, October 17, 2003 10:53 AM
> Subject: [amibroker] Random Data Generator
>
>
> Group,
>
> I am looking for a random data generator. I have looked at Ami
> function and in excel. But neither produce o/h/l/c. I want to be
able
> to import the data into Ami and backtest on the same data. My
> thinking is to backtest over several sets of data and if the
results
> are close maybe I have something.
>
> Any thoughts
>
> Thanks
>
> John
>
>
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