Re: [amibroker] Compressing tick data into 5 sec bars

["Tomasz Janeczko" <amibroker@xxxxxx>]

Hello,

There is a ASCII importer command
$HYBRID 1

that will compress tick data to 5-second interval for you.

(this assumes that your data file has time stamp with seconds
and that older records come first and most recent records come next
(ascending time))

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "qweds_560" <qweds_560@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, January 14, 2005 11:18 AM
Subject: [amibroker] Compressing tick data into 5 sec bars


> 
> 
> Hello,
> 
> I have some large files of futures tick data which I want to 
> backtest using Amibroker. However, Amibroker's ascii importer only 
> accepts 5 sec bars (and above). 
> 
> I suspect I need some software / code which could compress the tick 
> data into ascii files containing 5 sec bars. Any suggestions would 
> be appreciated.
> 
> Many thanks
> 
> Sam
> 
> 
> 
> 
> 
> 
> Check AmiBroker web page at:
> http://www.amibroker.com/
> 
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
> Yahoo! Groups Links
> 
> 
> 
> 
> 
> 
> 
>


------------------------ Yahoo! Groups Sponsor --------------------~--> 
In low income neighborhoods, 84% do not own computers.
At Network for Good, help bridge the Digital Divide!
http://us.click.yahoo.com/EpW3eD/3MnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/