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That works great, now I can backtest over several months. I am new
with AB, less than 3 months. Also can bring back the merged future
as a alias name. Have my data back to early April, 29 days on
futures.
A great feature, surprised that Thomaz did not respond!!!!! This
will save me a lot of time. Guess I need to read the 600 page
manual. Maybe some one could list all the features of AB, in a
summary form. It is hard for a beginner to fully understand just
what can be done.
I like to BT futures over 3 months on one minute.
Still trying to decide on what afl program would be good for the
futures. Have been trying the 20 & 50 ma cross during BT, not bad,
but you need a big stop loss.
Does any body have a better program to BT the futures, ES,ER2 and
YM, on one minute ??? I used the cross MA as a beginner, until I get
better at afl.
Ray
--- In amibroker@xxxxxxxxxxxxxxx, "qweds_560" <qweds_560@xxxx> wrote:
> There is function called Merge under Symbol on the toolbar that
> might be of some help...
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "me_rayme" <raycherry1@xxxx>
wrote:
> > Yes will try exporting them with excel and bring them back as a
> EOD
> > file, with a new number.
> >
> > I did this last year with AIQ futures and use of a macro. Had to
> > copy OHLC and volume for EACH minute as I use volume and OHLC in
> my
> > formula, each minute.
> >
> > Thought AB could make it easier since afl is so powerfull.
> >
> > Any body else with any other ideas?
> >
> > Thanks ron.
> >
> > Ray
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "ronbo" <ronbo@xxxx> wrote:
> > > after june expires next week i think, who cares about june---
> it's
> > history.
> > > so just change the "m" to "u" and do a backfill. since you
just
> > started
> > > today---you will get the 24hrs of backfill.
> > >
> > > I have not tried this, but IF you had started last week,
then
> > the data
> > > from IB will only fill 24hrs. I would then try to export the
2
> > symbols as a
> > > csv's, combine them in notepad or Excel, and then Import the
> > combined .csv
> > > file back to AB....
> > >
> > > ron
> > >
> > >
> > > -----Original Message-----
> > > From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx]
> > On
> > > Behalf Of me_rayme
> > > Sent: Thursday, June 09, 2005 9:34 AM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Re: Back Testing Futures
> > >
> > >
> > > Yes that is what I do BUT how can I connect to two together
> (June &
> > > Sept), for backtesting over 3 or more months, as a continous
> stream
> > > of data.
> > >
> > > Ray
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "ronbo" <ronbo@xxxx> wrote:
> > > > save your database before trying this of coarse---
> > > >
> > > > since you have just started the Sept, try---
> > > > in the Workspace, right click on the symbol, click
Information,
> > > and change
> > > > the symbol "m" to "u". it won't be and exact continuation
> chart
> > > because of
> > > > the "time" premium. This is how i do it....
> > > >
> > > > hth,
> > > > ron
> > > >
> > > >
> > > > -----Original Message-----
> > > > From: amibroker@xxxxxxxxxxxxxxx
> > [mailto:amibroker@xxxxxxxxxxxxxxx]
> > > On
> > > > Behalf Of me_rayme
> > > > Sent: Thursday, June 09, 2005 8:48 AM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: [amibroker] Back Testing Futures
> > > >
> > > >
> > > > How can I join the June futures to the Sept futures, using
one
> > > > minute,so the backtesting can cover more than 3 months. The
> Sept
> > > > futures stared today. Using IB, AB ver 4.70.5 Prof
> > > >
> > > > Is this possible?
> > > >
> > > > At the moment I have about 25 days of the June futures, so I
> now
> > > > want to add the Sept futures to the June continously.I also
> want
> > to
> > > > keep this file forever, maybe for several years.
> > > >
> > > > The following is what I want to store for purposes of back
> > testing.
> > > >
> > > > 6EM5-GLOBEX-FUT
> > > > 6EU5-GLOBEX-FUT
> > > > ER2M5-GLOBEX-FUT
> > > > ER2U5-GLOBEX-FUT
> > > > ESM5-GLOBEX-FUT
> > > > NQM5-GLOBEX-FUT
> > > > NQU5-GLOBEX-FUT
> > > > YM JUN 05-ECBOT-FUT
> > > > YM SEP 05-ECBOT-FUT
> > > > ZB JUN 05-ECBOT-FUT
> > > > ZB SEP 05-ECBOT-FUT
> > > >
> > > > Ray
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > Please note that this group is for discussion between users
> only.
> > > >
> > > > To get support from AmiBroker please send an e-mail directly
to
> > > > SUPPORT {at} amibroker.com
> > > >
> > > > For other support material please check also:
> > > > http://www.amibroker.com/support.html
> > > >
> > > >
> > > > Yahoo! Groups Links
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > --
> > > > No virus found in this incoming message.
> > > > Checked by AVG Anti-Virus.
> > > > Version: 7.0.322 / Virus Database: 267.6.2 - Release Date:
> > 6/4/2005
> > > >
> > > > --
> > > > No virus found in this outgoing message.
> > > > Checked by AVG Anti-Virus.
> > > > Version: 7.0.322 / Virus Database: 267.6.2 - Release Date:
> > 6/4/2005
> > >
> > >
> > >
> > >
> > >
> > > Please note that this group is for discussion between users
only.
> > >
> > > To get support from AmiBroker please send an e-mail directly to
> > > SUPPORT {at} amibroker.com
> > >
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > >
> > >
> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > --
> > > No virus found in this incoming message.
> > > Checked by AVG Anti-Virus.
> > > Version: 7.0.322 / Virus Database: 267.6.2 - Release Date:
> 6/4/2005
> > >
> > > --
> > > No virus found in this outgoing message.
> > > Checked by AVG Anti-Virus.
> > > Version: 7.0.322 / Virus Database: 267.6.2 - Release Date:
> 6/4/2005
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