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I've got a system that consists of 12 models. For each model, I've defined a watchlist that has unique symbol names that are only used by a single model. The unique symbol names are duplicates of a source symbol with incremental numbers attached (e.g. ES, ES_2, ES_3, ..., ES_12). I create the duplicate symbols by starting with an ASCII file which I import, rename, import again, rename, import again, etc. Then I have to go into Symbol information for each symbol and manually enter the contract specifications (lot size, margin, tick size, point value).
I now have a new requirement for 55 additional instruments and have obtained historical futures data from PremiumData. The 55 instruments were very easy to load and PremiumData has predefined the contract specifications. Now I need to somehow duplicate the 55 instruments 11 times into 660 total symbols. I have not found a native way in AB to duplicate (or rename) symbols. I can export the data using AFL, but import files don't include the symbol information.
Duplicating a symbol looks like it can be done using the Amibroker activeX object. Before I embark on a new programming task, I thought I'd ask if anyone has written a script to duplicate an AB symbol:
1. creates a new symbol.
2. copies the quote data from a source symbol to the new symbol.
3. copies the symbol information from the source symbol to the new symbol.
Ultimately, I would like to loop through a watchlist 11 times; creating and updating duplicate symbol quotes and information. Any directions or suggestions would be great.
Thanks,
David
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