All you need is the signals in an Excel file.
Name the excel file something appropriate for a symbol
name.
In the case of Timing Cube, I used TCube
Column A has your dates
Column B has 0, 1 or 2
Save As and choose .csv file.
In AB choose Import Wizard under File
Select TCube.csv, make the first column the date in M/D/Y
or however you saved it.
Make the 2nd column the Close
Make all other columns = Skip
If you made a header line like Date, Close skip the first 1 lines of
data.
Finish.
Here's my Timing Cube file. I used -1 for Shorts. There are
no Cash signals. Just match your AB code accordingly.
|
Date
|
Trade
|
|
3/10/1999
|
1
|
|
3/29/2000
|
-1
|
|
5/30/2000
|
1
|
|
9/22/2000
|
-1
|
|
1/10/2001
|
1
|
|
2/2/2001
|
-1
|
|
4/10/2001
|
1
|
|
6/15/2001
|
-1
|
|
10/3/2001
|
1
|
|
1/11/2002
|
-1
|
|
5/14/2002
|
1
|
|
5/28/2002
|
-1
|
|
10/17/2002
|
1
|
|
1/16/2003
|
-1
|
|
3/13/2003
|
1
|
|
3/28/2003
|
-1
|
|
4/2/2003
|
1
|
|
4/29/2004
|
-1
|
|
10/27/2004
|
1
|
|
3/16/2005
|
-1
|
|
5/11/2005
|
1
|
|
10/11/2005
|
-1
|
|
10/19/2005
|
1
|
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of
sebastiandanconia
Sent: Wednesday, January 11, 2006 16:16
To: amibroker@xxxxxxxxxxxxxxx
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@xxxx> 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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