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[amibroker] Re: Duplicating Symbols


  • Date: Fri, 15 Jan 2010 17:30:16 -0000
  • From: "dbwyatt_1999" <dbw451@xxxxxxxxxxxxx>
  • Subject: [amibroker] Re: Duplicating Symbols

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I've been unsuccessful in filling a duplicate symbol with quotes from a source symbol.  I could not make it work in AFL, so I reluctantly switched to _javascript_ and I still cannot get quote data into a new symbol.  I guess I'm too close to my code because I cannot see what is wrong.  Can anyone see why the code below will not update a new symbol with quote data?  The new symbol is created fine, but the quotes are not added.   (Note: the code below has been reduced to only write the Close array to the duplicate symbol).

Thanks,

David


// 
// AmiBroker _javascript_ OLE code to copy close data from a symbol to a duplicate symbol 
// 

EnableScript("jscript");

Buy = Sell = 0; 

ScanActive = "FALSE";
if ( Status( "action" ) == actionScan ) 
ScanActive = "TRUE";

abTicker = Name(); 
abYear = Year();
abMonth = Month();
abDay = Day();
<%

function GetArray( abName )
{
   return VBArray( AFL( abName ) ).toArray();
}

jsScanActive = AFL("ScanActive");

if (jsScanActive == "TRUE")
{
jsTicker = AFL.Var("abTicker");
jsYear = GetArray("abYear");
jsMonth = GetArray("abMonth");
jsDay = GetArray("abDay");
jsClose = GetArray("Close");

   AB = new ActiveXObject( "Broker.Application" ); 
   oStocks = AB.Stocks; 
   oSymbol = oStocks.Item( jsTicker ); 

   for ( m = 2; m <= 3; m++ ) 
  
       TickerNew = jsTicker + "_" + m; 
       oSymbolNew = oStocks.Add( TickerNew ); 

       for ( i = 0; i < jsDay.length; i++ ) 
      
oDate = new Date( jsYear[i] + "-" + jsMonth[i] + "-" + jsDay[i] );
           oQuote = oSymbolNew.Quotations.Add( oDate.getVarDate() ); 
           oQuote.Close = jsClose[i]; 
    
 

  AB.RefreshAll(); 
AB.SaveDatabase(); 
}
%>


--- In amibroker@xxxxxxxxxxxxxxx, "dbwyatt_1999" <dbw451@xxx> wrote:
>
> Excellent Mike! Great suggestions. However the results of your modifications is similar to the results I was getting before. The code produces duplicate symbols with no quote data. Something is still not quite right with copying the quote data from the source symbol to the new duplicate symbol. I had previously surmised that the problem probably lies with the Quotations.Add() routine not being passed a proper date value. Most of the examples I could find for Quotations.Add() are in jscript and the date parameter is formated as a VT_DATE type (usually through the jscript date routine getVarDate()) or as a string of format YYYY-MM-DD.
>
> I'm making an assumption that Quotations.Add() is not adding quote data records because my chart shows the message "To plot any chart at least 3 data bars are needed, but there are only 0 bars..." for each of the new duplicate symbols. I wanted to keep the code in AFL, but maybe there's a reason there are no examples of Quotations.Add() in AFL and the only way to get this to work is to convert to jscript.
>
> Regards,
>
> David
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" sfclimbers@ wrote:
> >
> > Try using DateTime instead. Also, the property is OpenInt, not
> > OpenInterest. Finally, rather than entering all the tickers manually,
> > just run a Scan over a watchlist of desired tickers.
> > e.g. using a simplified version of your original post:
> > //
> > // AmiBroker OLE code to Duplicate a list of Symbols
> > //
> >
> > Buy = Sell = 0;
> >
> > if ( Status( "action" ) == actionScan )
> > {
> > Ticker = Name();
> > Dates = DateTime();
> > AB = CreateObject( "Broker.Application" );
> > oStocks = AB.Stocks;
> > oSymbol = oStocks.Item( Ticker );
> >
> > for ( m = 2; m <= 12; m++ )
> > {
> > 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;
> >
> > for ( i = 0; i < BarCount; i++ )
> > {
> > oQuotations = oSymbolNew.Quotations;
> > oQuote = oQuotations.Add( NumToStr( dates[i], formatDateTime
> > ) );
> > oQuote.Open = O[i];
> > oQuote.High = H[i];
> > oQuote.Low = L[i];
> > oQuote.Close = C[i];
> > oQuote.Volume = V[i];
> > oQuote.OpenInt = OI[i];
> > }
> > }
> >
> > AB.RefreshAll();
> > AB.SaveDatabase();
> > }
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "dbwyatt_1999" <dbw451@> wrote:
> > >
> > > Using OLE objects in AFL, what is the Date parameter format passed to
> > the Quotations.Add() routine? I've tried DateNum values, DateTime
> > values, and strings of Year + "-" + Month + "-" + Day. I've been
> > unsuccessful in adding a quote to a new Symbol created with
> > Stocks.Add().
> > >
> > > Here's the relevant code (where oSymbolNew is a Stock object created
> > earlier in the code with AB.Stocks.Add()):
> > >
> > > qDay = Day();
> > > qMonth = Month();
> > > qYear = Year();
> > > oQuotations = oSymbolNew.Quotations;
> > >
> > > for(i=0; i<BarCount; i++)
> > > {
> > > qDate = "" + qYear[i] + "-" + qMonth[i] + "-" + qDay[i];
> > > oQuote = oQuotations.Add( qDate );
> > > oQuote.Close = C[i];
> > > }
> > >
> > >
> > > Thanks,
> > >
> > > David
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "dbwyatt_1999" dbw451@ wrote:
> > > > 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@> 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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