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I've attempted to code functionality to duplicate symbols using the AmiBroker OLE interface. In my test code below, 2 symbols ($A0 and $CA) are attempted to be duplicated into symbols $A0_2, $A0_3, $CA_2, and $CA_3. The duplication process entails:
1. adding a new symbol
2. setting the new symbol information using the source symbol information
3. adding new symbol quotes and assigning source symbol quote values.
My test code creates a new symbol ($A0_2) and assigns the FullName and Currency, but does not assign any other symbol information. The code also does not create the quotes for the new symbol. The SaveDatabase() routine is reached and executed. The code then generates an "unhandled application error" probably caused by RestorePriceArrays() to a new symbol that has no quotes.
Can anyone tell me what's wrong with the following code?
//
// AmiBroker OLE code to Duplicate a list of Symbols
//
DuplicateTickers = ParamTrigger("Duplicate Tickers", "Click here to Duplicate Tickers");
TickerList = ParamStr("Tickers to Duplicate","$AO,$CA");
MaxTickerNum = Param("Max Ticker Number",3,2,12,1);
if(DuplicateTickers)
{
AB = CreateObject("Broker.Application");
oStocks = AB.Stocks;
for (m=2; m<=MaxTickerNum; m++) // Loop through each duplicate
{
for(n=0; (Ticker=StrExtract( TickerList, n))!=""; n++) // Loop through each symbol
{
oSymbol = oStocks.Item( Ticker );
TickerNew = Ticker + "_" + m;
oSymbolNew = oStocks.Add( TickerNew );
oSymbolNew.FullName = oSymbol.FullName;
oSymbolNew.Currency = oSymbol.Currency;
oSymbolNew.Continuous = oSymbol.Continuous;
oSymbolNew.MarketID = oSymbol.MarketID;
oSymbolNew.GroupID = oSymbol.GroupID;
oSymbolNew.IndustryID = oSymbol.IndustryID;
oSymbolNew.DataLocalMode = oSymbol.DataLocalMode;
oSymbolNew.RoundLotSize = oSymbol.RoundLotSize;
oSymbolNew.MarginDeposit = oSymbol.MarginDeposit;
oSymbolNew.TickSize = oSymbol.TickSize;
oSymbolNew.PointValue = oSymbol.PointValue;
SetForeign( Ticker );
qDate = DateNum();
for(i=0; i<BarCount; i++)
{
oQuotations = oSymbolNew.Quotations;
oQuote = oQuotations.Add( qDate[i] );
oQuote.Open = O[i];
oQuote.High = H[i];
oQuote.Low = L[i];
oQuote.Close = C[i];
oQuote.Volume = V[i];
oQuote.OpenInterest = OI[i];
}
AB.RefreshAll();
AB.SaveDatabase();
RestorePriceArrays();
}
}
}
Thanks,
David
--- In amibroker@xxxxxxxxxxxxxxx, "dbwyatt_1999" <dbw451@xxx> wrote:
>
> 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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