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hi,
yes I would think this is possible since a CSV type
file is just a comma separated file but I didn't test this. Are you using to
code I posted before? I have been adding the following to that file a while
back. See if it is of any use (see below). It creates a comma separated file.
The code I posted has some problems. Since many of the trades are partially
executed I add all the entry and exit trades up and then when ( (-1) *
(sharesStored_entry) == (sharesStored_exit)) the trade is closed and is
ready for processing further. However if a stock is split between entry and exit
the code will not see this automatically. You need to adapt the IB file for
that. Also if the stock is split at a later date, then the price retrieved from
the database does not correspond to the number of shares in the IB
file,
rgds, Ed
// final calculations and store
results in composities
if ( (-1) * (sharesStored_entry) ==
(sharesStored_exit))
{
//printf(symb
+ " shares entry " + sharesStored_entry +
"\n");
//printf(symb + " shares exit " +
sharesStored_exit +
"\n");
//
retrieve static variables
open_entry = StaticVarGet(
symb + "_Open_Entry" );
shares_entry = StaticVarGet(
symb + "_Shares_Entry" );
executionprice_entry =
StaticVarGet( symb + "_ExecutionPrice_Entry"
);
commission_entry = StaticVarGet( symb +
"_Commission_Entry" );
date_entry = StaticVarGet(
symb + "_Date_Entry" );
date_entry_text =
StaticVarGetText( symb + "_Date_Entry_Text"
);
open_exit
= StaticVarGet( symb + "_Open_Exit" );
shares_exit =
StaticVarGet( symb + "_Shares_Exit"
);
executionprice_exit = StaticVarGet( symb +
"_ExecutionPrice_Exit" );
commission_exit =
StaticVarGet( symb + "_Commission_Exit"
);
date_exit = StaticVarGet( symb +
"_Date_Exit" );
date_exit_text = StaticVarGetText(
symb + "_Date_Exit_Text"
);
if
(executionprice_entry >= open_entry * 1.4)
{
printf(symb + "
Possible SPLIT " + "\n");
printf(symb + "
open_entry " + open_entry + "\n");
printf(symb
+ " executionprice_entry " + executionprice_entry +
"\n");
printf(symb + " factor " +
(executionprice_entry / open_entry) +
"\n");
}
//
write information to a "CLEAN" file
// first create
output string
if (shares_entry < 0)
{
delta_entry
= (open_entry - executionprice_entry) / open_entry *
100;
delta_exit = (executionprice_exit -
open_exit) / open_exit * 100;
result_theory =
(open_entry - open_exit) *
shares_entry;
result_theory = result_theory -
(commission_entry +
commission_exit);
result_practice =
(executionprice_entry - executionprice_exit) *
shares_exit;
result_practice = result_practice
- (commission_entry +
commission_exit);
outstr
=
symb
+ ","
+ "SELL"
+ "," + abs(shares_entry)
+ "," +
date_entry_text
+ "," + open_entry
+ "," + executionprice_entry
+ "," +
commission_entry
+ "," +
date_exit_text
+ "," + open_exit
+ "," + executionprice_exit
+ "," + commission_exit
+ "," +
delta_entry
+ "," +
delta_exit
+ "," +
result_theory
+ "," +
result_practice
+ "," +
"\n";
} else if
(shares_entry > 0)
{
delta_entry =
(executionprice_entry - open_entry) / open_entry *
100;
delta_exit = (open_exit -
executionprice_exit) / open_exit *
100;
result_theory = (open_exit - open_entry) *
shares_entry;
result_theory = result_theory -
(commission_entry +
commission_exit);
result_practice =
(executionprice_exit - executionprice_entry) *
shares_entry;
result_practice = result_practice
- (commission_entry +
commission_exit);
outstr
=
symb
+ ","
+ "BUY"
+ "," + abs(shares_entry)
+ "," + date_entry_text
+ "," + open_entry
+ "," + executionprice_entry
+ "," + commission_entry
+ "," + date_exit_text
+ "," + open_exit
+ "," + executionprice_exit
+ "," + commission_exit
+ "," +
delta_entry
+ "," +
delta_exit
+ "," +
result_theory
+ "," +
result_practice
+
"," +
"\n";
}
fputs(outstr,
fh2 );
----- Original Message -----
Sent: Wednesday, September 19, 2007 2:09
AM
Subject: [amibroker] Re: Trade Log for
Amibroker and IB
Hi, Ed,
Is it possible to export the trades to a cvs type of file? I
feel it
should be possible using fputs, but I don't know how. If you have
time
could you help me with this?
Thanks,
Ken
--- In amibroker@xxxxxxxxxps.com,
"Edward Pottasch" <empottasch@...>
wrote:
>
> hi
Chris,
>
> I use HTLM format. The daily statement is Emaild to me
everyday.
Then I just use the mouse to select all yesterdays trades, copy
them
and paste in the output.txt file. I find that all the data
necessary
is in that HTML Email I receive from IB.
>
> The
code I posted is actually meant for you to change it for your
own needs. I
track a few parameters that are specific for my system
and are probably not
very usefull for you. If you understand how the
AFL code works then it is
easy to adjust for your needs.
>
> Thanks for the suggestion of
Tradekeeper. I will have a look,
>
> regards, Ed
>
>
>
>
> ----- Original Message -----
> From:
christos_mav
> To: amibroker@xxxxxxxxxps.com
> Sent: Monday, June 11, 2007 10:09 PM
> Subject: [amibroker] Re:
Trade Log for Amibroker and IB
>
>
> Hi Ed
>
> yes you have right .. i try it and it funktion now ... very
good.
>
> i have also one question about how you copy the data
.
> ok i want to say with it , when i for example download the
>
daily statements from ib . i have 3 possibilitys.. exel, word and
html
.
> what you take...
> i ask this because some rows of the data
are not in the daily
> statement. This means you manualy select the data
you need to bring
> them into this form..
> ABX 2007-05-09,
11:00:00 ISLAND -56 31.2800 1,751.68 -1.00 0.00 P .
>
> There is
for example a software **Tradekeeper&dataclipper** you
could
> find the link on the site from IB. With this software you could
read
> the daily or monthly statements from IB and export them in excel.
>
> but the data looks a little bit diferent than this what you
use to
> import in AB.
> so when you change your software to read
this data you will have less
> work ...
> what do you thing
..
> regards chris
>
> --- In amibroker@xxxxxxxxxps.com,
"Edward Pottasch" <empottasch@>
> wrote:
> >
>
> hi Chris,
> >
> > I know now what is the matter. It is
the date settings on your
> computer. I have them set to English (US).
Because you are in Europe
> you probably have them set
differently.
> >
> > Datetime() in Amibroker uses system
settings. So either you set your
> system settings to English (US) or
tell me what you use so that I can
> adjust a few lines,
> >
> > Ed
> >
> >
> >
> >
> > ----- Original Message -----
> > From: christos_mav
> > To: amibroker@xxxxxxxxxps.com
> > Sent: Saturday, June 09, 2007 9:19 AM
> > Subject:
[amibroker] Re: Trade Log for Amibroker and IB
> >
> >
> > Hi Ed
> >
> > Yes bad time comes and goes :)
> > It looks like i had thinked its very good.
> > I have
send also this code to the guys of the support in hopping
> > i will
find my failure.
> > ( I hope you dont have a problem with this)
> > I think this is realy a good think to implement fix in the
software.
> > and i dont know if i am the only one find this
important.
> >
> > ok today i could not solve my
problem
> > i have to go to family issues :)
> > there is a
wedding of a friend of me and maybee tomorrow
> > i will have a
clearer mind.
> >
> > regards
> > chris
>
>
> > --- In amibroker@xxxxxxxxxps.com,
"Edward Pottasch" <empottasch@>
> > wrote:
> >
>
> > > Chris,
> > >
> > > with the
AFL code I can plot a few things. I show 2, the graph of
> > the
theoretical return + real return (started tracking this on
May/9,
>
> before I tracked this stuff with Excel which cost me a lot of
time.
As
> > you see my system having a bad period hehehe ... system is
flat,
I am
> > making a some money). Then the other chart is
normalised cumulative
> > delta (the difference between the open
price en the entry / exit
> > price). If this number is negative it
means that I am performing
> > better than my theoretical system. A
number of -0.1 means 0.1% per
> > trade better than the theoretical
system.
> > >
> > > rgds, Ed
> >
>
>
>
>
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