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[amibroker] Duplicating Symbols


  • Date: Wed, 13 Jan 2010 21:12:08 -0000
  • From: "dbwyatt_1999" <dbw451@xxxxxxxxxxxxx>
  • Subject: [amibroker] Duplicating Symbols

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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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