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Re: [amibroker] Re: Signals on daily charts from data ONLY available monthly.



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Sebastian.
 
What you should do is to create a "fake"  "symbol" file that has your buy and sell signals.  Put them in as either HLO or C.  Use the import command to read it in (if you use -1 to indicate a sell then be sure to allow negative prices).  Give it a name like 'buysellsignals'.  Then you can read those signals in using the foreign() function.  This has been discussed a few times in the past. 
 
chuck
----- Original Message -----
From: Joe Landry
Sent: Wednesday, January 11, 2006 6:26 PM
Subject: Re: [amibroker] Re: Signals on daily charts from data ONLY available monthly.

Sebastian:
 
I've used CSV (comma separated variable) files to be read by an AFL routine and
you probably know that Excel files can be saved as CSV. 
There are file functions in AB that are 'callable' from your AFL  
(saying callable dates me as a dinosaur doesn't it?)
 
Hope this helps
Joe Landry
 
 
----- Original Message -----
Sent: Wednesday, January 11, 2006 5:16 PM
Subject: [amibroker] Re: Signals on daily charts from data ONLY available monthly.

Well, it sounds cool, but I have one last semi-embarrassing
question:  How does one convert data from Excel into an ASCII or text
file useable by AB?  Are there conversion tools available to do that,
should I write a macro that will do it for me or what?


Luck,

Sebastian


--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@x...> wrote:
>
> Yes. Works great. I suggest 1 for Long, 2 for Short, 0 for Cash. I
used
> to use -1 for short and I still convert it in AFL, but you cannot
ADD a
> negative price using Quote Editor.
> --
> Terry
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On
> Behalf Of sebastiandanconia
> Sent: Wednesday, January 11, 2006 11:12
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Signals on daily charts from data ONLY
> available monthly.
>
> Fabulous, Terry, thanks.:)
>
> Re:  TimingCube, you mean like if I took the dates on which they
> (claim to have) made trades, I could use them to run a test in AB? 
> If so, just add a "1" or a "0" in one of the data-fields (or
> something along that line) for the signals?


> S.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
> >
> > AB will fill all "holes" with the most recent value, provided you
> don't
> > disable this option in Foreign.
> >
> > This also works great if importing a foreign timing signal to test
> > (e.g., TimingCube).
> > --
> > Terry
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]
> On
> > Behalf Of sebastiandanconia
> > Sent: Wednesday, January 11, 2006 08:42
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Signals on daily charts from data ONLY
> available
> > monthly.
> >
> > If a piece of data that is only available monthly (like CPI,
> > unemployment rate, etc.) is imported into AB, is it possible to
use
> > it as-is for system tests/chart signals on daily data?
> >
> > Example:  I have CPI, PPI, unemployment rate, etc., in Excel with
> > monthly data-points of 1/1/05, 2/1/05, 3/1/05, 4/1/05, etc.  Can
I
> > import this data in monthly format and will AB simply pick up the
> > last appropriate data-point for month and year on any system
tests?
> > Or should I artificially "expand" my data in Excel, such that
> 1/1/05,
> > 1/2/05, 1/3/05, 1/4/05, etc., all have the same monthly value?
> >
> > Or can FIXUP be used to solve this disparity in the periodicity
of
> > the data?
> >
> > If anyone knows of any systems in the library that address this,
or
> > of any discussion here that does so, I'd be grateful if they
could
> > point me there.  Or if AB automatically takes care of this issue,
> > that would be helpful to know, also, LOL!
> >
> >
> > Luck to all,
> >
> > Sebastian
> >
> >
> >
> >
> >
> >
> > 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
>







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