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[amibroker] Re: Import TickData



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I seems that I havn´t described my problem clearly.

There are many kinds of data users wish to import into AB. 
1. There is tickdata with one price at time x (like it is in my case, 
DAX Future)
2. There is tickdata with two prices (quotes): bid and ask at time x
3. There is bardata with 4 prices: high low open close for the 
choosen timeframe
4.....???


The procedure to import data with the import wizard into AB allows 
first to select the datafile (csv in my case) and next there is a 
window to spezificate the data by columne and how the data is 
seperated (comma or semicolon or tab or what ever). The options to 
spezificate the price column in the wizard are: high low open close. 
My historical data only has one price at time -> tickdata.
To import this data I have to specificate my pricedata-columne in the 
wizard. But this price is not a high low open close price, it´s just 
the price and the time at the tick. So how should I juse the same 
procedure to import my tickdata like the way to import bardata. 

And my question is how to import my data into AB with or without 
wizard???

Thanks



--- In amibroker@xxxxxxxxxxxxxxx, "kar_avi" <kar_avi@xxx> wrote:
>
> use the same procedure you use to import bar data. 
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "martin.uhlich" <martin.uhlich@>
> wrote:
> >
> > Ok, tick data has only price and time. But my problem is, how to 
> > import this tick data with the wizard into AB? The wizard offers 
only 
> > high, low, open, close prices. It don�t seems, that the wizard 
is 
> > built to import tickdata, only "bar data"? 
> > 
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, James <jamesmemphis@> wrote:
> > >
> > > By definition, there is no open, high, low, close in tick data. 
> > Just the price and the time. If you want to see bars, you would 
have 
> > to change the format to a time, say 1 minute so you could see the 
> > high and low for that period.
> > > 
> > > 
> > > 
> > > ----- Original Message ----
> > > From: martin.uhlich <martin.uhlich@>
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Monday, October 15, 2007 1:30:57 PM
> > > Subject: [amibroker] Import TickData
> > > 
> > > Hi,
> > > I�m on my way to figure out how to get a trading simulation 
> > software 
> > > for me newby to learn. Two weeks ago I posted the question, if 
its 
> > > possible to replay tickdata with amibroker for simulation. 
> > > 
> > > The answers were more positive than negative, so I decided to 
> > > download amibroker 5.00
> > > 
> > > I�ve historical tick data of the Dax Future (Eurex). I have 
> > seperated 
> > > one day of data (csv) and I tried to import it to AB with the 
> > import 
> > > wizard. But it wasn�t successful. 
> > > The problem: the data: Name; Date; Time; Price; Volume !!! 
That�s 
> > it! 
> > > There�s no open, close, high, low price. No bar-
spezifikations, 
> > just 
> > > one (tick) price. 
> > > I don�t know if it�s possible to import the tick data I 
described 
> > > with the wizard in AB? Is there an other way? And if yes, how 
to do 
> > > that?
> > > 
> > > And by the way, if there is a way to import the data and replay 
it 
> > > (for example for times faster than realtime), can I place 
orders 
> > > manually? Or is this simulation mode only for testing automated 
> > > trading systems in back tests?
> > > 
> > > Thank�s for answers
> > > 
> > > Martin 
> > > 
> > > 
> > > 
> > > 
> > > 
> > >       
> > 
______________________________________________________________________
> > ______________
> > > Catch up on fall's hot new shows on Yahoo! TV. Watch previews, 
get 
> > listings, and more!
> > > http://tv.yahoo.com/collections/3658
> > >
> >
>




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