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E-minis are future contracts. They have less than one year of history and only 3 months of high activity per each, so you don't
need to store *years* of data even if you store in tick frequency.
If you want to backtest e-mini strategy you should switch between contracts
as you do in real life as date changes, because testing on continuous contract is far away from reality.
Switching between symbols is easy, lets assume you trade ES contract
mcode = StrMid( Name(), 2, 1 );
monthday = 100 * Month() + Day();
SymActive = ( mcode == "H" AND ( monthday >= 1221 OR monthday <= 0320 ) )
OR
( mcode == "M" AND ( monthday >= 0321 AND monthday <= 0620 ) )
OR
( mcode == "U" AND ( monthday >= 0621 AND monthday <= 0919 ) )
OR
( mcode == "Z" AND ( monthday >= 0920 AND monthday <= 1220 ) );
Buy = Your Buy Rule AND SymActive;
Short = Your Short Rule AND SymActive;
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "scourt2000" <stevehite@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, September 12, 2007 4:50 PM
Subject: [amibroker] Re: Is 500,000 the maximum number of bars allowable in a database?
>
> Sure, I can import whatever I want into one symbol file. But I do
> this up to a point just so Amibroker doesn't replace my old data with
> new data coming in.
>
> What I have to do is chop up my big symbol data (like tick files) into
> much smaller files so Amibroker can handle the processing of the data
> in memory. I should be able to have years and years of tick data in
> one file (for something like the e-minis) and then, for a backtest, I
> tell Amibroker, "backtest March 1st, 2005 through March 31st, 2005".
>
> See my point? The physical file on disk that contains the complete
> symbol data is independent of the actual segment of data Amibroker
> could choose to process.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "r7investment" <R4.InvestGroup@xxx>
> wrote:
>>
>> scourt2000,
>>
>> Do you ever try to import all of your 5 seconds data?
>>
>> I have few years of forex tick data and for example I was able to
>> import a currency pair including 6 million of lines without any
>> problem into AB with ascii importer.
>>
>> So, simply try it...
>>
>> R.
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, "scourt2000" <stevehite@> wrote:
>> >
>> >
>> > And this is my biggest pet peeve about Amibroker:
>> >
>> > If I have the disk space available, Amibroker should never, ever,
>> EVER
>> > just silently blow away my historical data because of some arbitrary
>> > system limit like 500,000 bars or 1,000,000. If I want 20 million
>> > bars historical and I have the disk space to store it, then fine.
>> If
>> > Amibroker needs far less to function well, then that's fine too.
>>
>
>
>
>
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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