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To answer your original query, yes I have imported historical tick
data and backtested OK. I have pro version. Std version is as the
previous answers, you can import tick data, but only use down to 1
minute intervals
On 9/12/05, neurotic self <neuroticself@xxxxxxxxx> wrote:
> Hi david,
>
> I have no stake in AB (apart from being a rather happy user), these
> represent my personal opinions and experience.
>
> AB database can be configured to import prices tick by tick, the
> backtester can be run with up to single tick granularity, no problems
> there, moreover this is probably the fastest backtesting platform on
> the retail market short of custom coding, you shouldn't find
> performance problems at tick resolution.
>
> As for other popular products price series hold OHLC, Open Interest
> and Volume, no standard facility for bid/ask, you'll have to play some
> tricks to use those (eg.: use two series instead of one), there's a
> custom backtester mode that allows you to do and control pretty much
> anything, if you are willing to spend the hours/days to learn the
> programming language.
>
> I use 1-min average (actually bid) forex data, I simulate the spread
> (ask/bid) in my buy/sell/short/cover rules, actual trade price can be
> controlled in the code. I also customized the way margin is computed
> to reflect a particular market maker rules (Oanda).
>
> Not asked but I'll say this anyway:
> Biggest plus: the sw author (TJ) is completely dedicated to improve
> the already impressive product, no nonsense, no marketing BS at all
> Biggest minus: documentation, you'll end up digging this list for help
> like the rest of us, and you'll get your answer more often than not
>
> neuro
>
> On 9/11/05, Tomasz Janeczko <amibroker@xxxxxx> wrote:
> > I wrote you already that importer in 4.71 and up
> > supports importing TRADES tick data.
> > Bid/ask is not trade, it is offer (quote).
> > (unless you speaking forex - in that case you can use
> > either bid or ask as "trade" price.)
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "david_w_t" <davidwt@xxxxxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Sunday, September 11, 2005 5:00 PM
> > Subject: [amibroker] Using historical tick data for backtesting
> >
> >
> > >I wish to know if anyone has actually imported/used tick data
> > > (timestamp, bid, ask data) for backtesting purposes. If so, can you
> > > give a brief description of how it went? difficulties?
> > >
> > > The demo version is the standard version, so I can't test the use of
> > > tick data and was hoping someone has been able to.
> > >
> > >
> > >
> > >
> > >
> > >
> > > 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
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
> >
>
>
> --
> Janeczko for President!
>
>
>
> 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
>
>
>
>
>
>
>
>
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
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