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It seems other people already solved similar problems with which
I am still struggling with.
How would I go about a simpler problem (just one symbol):
reading an external CSV file with trade(s) information (i.e
date/buy(sell) entry time/buy(sell)price/exit time /exit price
1 line per trade) and plotting arrows on the proper price bar
at the given price?
Joseph Biran
____________________________________________
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of dingo
Sent: Tuesday, August 08, 2006 4:05 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re: Reading in trades from a CSV file
This may give you some ideas.
http://finance.groups.yahoo.com/group/amibroker/message/65181
d
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of tycanadian2003
> Sent: Tuesday, August 08, 2006 5:10 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Reading in trades from a CSV file
>
> Hi there,
>
> Thanks for the reply, it does provide some insight for me. I
> am familiar with the Buy/Sell/Short/Cover and
> BuyPrice/Shortprice...arrays, and you were correct in that
> the hard part seems to be making it remotely efficient :).
> Ideally I'd like to read every ticker, trade type
> (long/short), date, and entryprice into arrays within
> AmiBroker and then as the backtester iterates over each
> symbol, it would check these arrays for any occurrence of the
> symbol, and for each occurrence it finds it will look at the
> corresponding dates and append a "1" in the "Buy" array for
> that date as well as the proper BuyPrice.
>
> Any further suggestions on how to accomplish this or make it
> faster are most welcome!
>
> Thanks again for the reply.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Metasan" <amibroker@xxx> wrote:
> >
> > That can be implemented by writing code to modify
> Buy/Sell/Short/Cover
> > and BuyPrice/SellPrice/ShortPrice/CoverPrice
> > arrays.
> >
> > The difficult part is converting date to bar index number.
> > The code below will be very very slow since you have to
> loop through
> > all bars for all trades in your file for all symbols, but may give
> > your some ideas:
> >
> > // loop through every line of the file:
> > // assume that ticker, month1, day1, year1, buyprice1 are
> the fields
> > from the file
> >
> > if(ticker == Name())
> > {
> > m = month();
> > y = year();
> > d = day();
> > for(i=0; i<BarCount; i++)
> > {
> > if(m[i] == month1 and d[i] == days and y[i] == year1)
> > { Buy[i] = 1; BuyPrice[i] = buyprice1; }
> > }
> > }
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "tycanadian2003" <tyrules@>
> > wrote:
> > >
> > > Hi,
> > >
> > > I'm trying to read in trades from a CSV file, whose format is :
> > >
> > > TICKER,(LONG OR SHORT),DATE,ENTRY PRICE,EXIT PRICE
> > >
> > > This part I can kind of do (I know how to read and write to
> > files).
> > > However, I'd like to use this data in backtests for a few
> thousand
> > > symbols with intraday data. My confusion comes when I'm
> trying to
> > > figure out how to read in all the data from the CSV file and
then
> > use
> > > it to generate buy and sort signals in the backtester. For
> > example,
> > > if a line in my CSV file is:
> > >
> > > INTC,Long,08/08/2006,17.40,17.45
> > >
> > > I want to be able to extract that information in my AFL code,
and
> > as
> > > I'm backtesting through many symbols, when the backtester gets
to
> > > INTC, I want it to have a BUY signal for INTC on 08/08/2006 with
a
> > buy
> > > price of 17.40. In case you're interested, I'm backtesting to
try
> > to
> > > optimize the best time of day to exit my trades since I recently
> > > subscribed to an intraday data service.
> > >
> > > Efficiency may also be an issue, but for now I'd just love for
it
> > to
> > > work. Can anyone help me get started? I know how to
> open the file
> > > and grab the strings, but that's about it.
> > >
> > > Thank you very much!
> > >
> > > Tyler
> > >
> >
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly
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>
> For other support material please check also:
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>
>
>
>
>
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>
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