[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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



PureBytes Links

Trading Reference Links

Thanks, buddy.:)  I always try to "RTFM" first, but it will only take 
me so far if I unintentionally get a beta with a small piece missing, 
LOL!  I'm set now, though.


S.

--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
>
> It works on my system 4.70.5 or 4.75.12
> 
> See screen shots.
> 
> 
> 
>  
> 
> After the above screen I see the filename listed as C:\Program
> Files\Amibroker\filename.csv. Clicking next gets this screen.
> 
> 
> 
>  
> 
> --
> 
> Terry
> 
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] 
On
> Behalf Of sebastiandanconia
> Sent: Thursday, January 12, 2006 08:11
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Signals on daily charts from data ONLY
> available monthly.
> 
>  
> 
> I appreciate the help, Terry (Joe and Graham, as well), and I've 
been 
> 
> trying to use the import wizard, but after I select the file and 
> 
> click to open it, it doesn't show up in the box "You have selected 
> 
> the following file(s):".  Instead, a black cursor flashes in the 
box, 
> 
> but doesn't allow me to do anything.  I seem to be following both 
> 
> your instructions and the instructions in "Help," but the process 
> 
> just stops dead right there.  Did I miss a step?  Do I need to save 
> 
> the source file in a particular place, and not just on my Desktop 
(or 
> 
> wherever)?  Or do you think I've run into something I should 
elevate 
> 
> to Support?
> 
>  
> 
>  
> 
> Luck,
> 
>  
> 
> Sebastian
> 
>  
> 
>   
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
> 
> >
> 
> > 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
> 
> > 
> 
> > >
> 
> > 
> 
> >  
> 
> > 
> 
> >  
> 
> > 
> 
> >  
> 
> > 
> 
> >  
> 
> > 
> 
> >  
> 
> > 
> 
> >  
> 
> > 
> 
> >  
> 
> > 
> 
> > 
> 
> >  
> 
> > 
> 
> > 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
> 
> > 
> 
> >  
> 
> > 
> 
> >     http://groups.yahoo.com/group/amibroker/
> 
> > 
> 
> >  
> 
> > 
> 
> >     amibroker-unsubscribe@xxxxxxxxxxxxxxx
> 
> > 
> 
> >  
> 
> > 
> 
> >     http://docs.yahoo.com/info/terms/
> 
> >
> 
>  
> 
>  
> 
>  
> 
>  
> 
>  
> 
>  
> 
>  
> 
> 
>  
> 
> 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
> 
>  
> 
>     http://groups.yahoo.com/group/amibroker/
> 
>  
> 
>     amibroker-unsubscribe@xxxxxxxxxxxxxxx
> 
>  
> 
>     http://docs.yahoo.com/info/terms/
>






------------------------ Yahoo! Groups Sponsor --------------------~--> 
Try Online Currency Trading with GFT. Free 50K Demo. Trade 
24 Hours. Commission-Free. 
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

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

<*> 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/