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<DIV><FONT size=2>Have you tried </FONT><FONT size=2>converting the
file without the
header........................................</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>(many ASCII files do not come with "a header", eg as
most ascii-files will hold "data only" for file's
contents).</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>The reason why I gave the full proper header+file contents in
that particular example was so choosen for as</FONT></DIV>
<DIV><FONT size=2>that example </FONT><FONT size=2>is the also the best
</FONT><FONT size=2>basic ASCII-standard file layout and the best way to go
</FONT><FONT size=2>for any ASCII-file</FONT></DIV>
<DIV><FONT size=2>to be able to convert, eg </FONT><FONT size=2>it is
the best+correct example for any standard ASCII file conversion
job.</FONT></DIV>
<DIV><FONT size=2>(upose to what Equis' prints in the DL man.
p.70-72).</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Any further breaking down of the header (eg by
omitting any of the columns(or fields) in the header) is already</FONT></DIV>
<DIV><FONT size=2>a standard procedure </FONT><FONT size=2>for any of the
Downloader's Convert-Tool files. </FONT><FONT size=2>If you would have read
on (eg further</FONT></DIV>
<DIV><FONT size=2>down the mail, you would have noticed the </FONT><FONT
size=2>references that were also given to the DL-man pag 70-72
file layout</FONT></DIV>
<DIV><FONT size=2>description and </FONT><FONT size=2>further down the mail's
contents, for as a now newer reference too these pages was also
printed</FONT></DIV>
<DIV><FONT size=2>there </FONT><FONT size=2>(eg also new upose to
</FONT><FONT size=2>what was printed in </FONT><FONT size=2>the "old" DL
6.5-manual - eg all about the pages 70-72 but now</FONT></DIV>
<DIV><FONT size=2>for-use-in-the-new-patched-DL6.52a-program).</FONT></DIV>
<DIV><FONT size=2>In it, I kinda like the new <name> for column (field)
feature, that will come in most handy for when directly adding</FONT></DIV>
<DIV><FONT size=2>the </FONT><FONT size=2>security's name </FONT><FONT
size=2>to any DL Data f</FONT><FONT size=2>ile and for not having to delete such
a column (header) anymore in a ASCII-file</FONT></DIV>
<DIV><FONT size=2>and generaly, </FONT><FONT size=2>prior to the converting job
of a file). </FONT></DIV>
<DIV><BR>Regards,<BR>Ton Maas<BR><A
href="mailto:ms-irb@xxxxxxxxxxxxx";>ms-irb@xxxxxxxxxxxxx</A><BR>Dismiss the
".nospam" bit (including the dot) when replying.</DIV>
<DIV> </DIV>
<DIV> </DIV>
<BLOCKQUOTE
style="BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
<A href="mailto:Lars.Andersson@xxxxxxxxxxxxxxxxx";
title=Lars.Andersson@xxxxxxxxxxxxxxxxx>Lars Andersson</A> </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A
href="mailto:metastock@xxxxxxxxxxxxx";
title=metastock@xxxxxxxxxxxxx>metastock@xxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> donderdag 15 juli 1999 7:09</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> Re: converting ascii file</DIV>
<DIV><BR></DIV>Hi. <BR>You donīt need the "D" I use this for my daily updating
and it works fine.
<BR><TICKER>,<DTYYMMDD>,<HIGH>,<LOW>,<CLOSE>,<VOL>
<BR>GENERAL,990618,3813.02,3752.81,3813.02,10449000
<BR>SX16,990618,4802.98,4705.58,4800.79,0
<BR>VERKS,990618,5341.76,5226.89,5333.34,0
<BR>SKOGS,990618,1953.6,1927.44,1949.96,0
<BR>KEMI,990618,10625.31,10484.26,10577.83,0
<P>Yours sincerely. <BR>Lars Andersson
<P>"A.J. Maas" wrote:
<BLOCKQUOTE TYPE="CITE">
<STYLE></STYLE>
<B><FONT color=#800000><FONT size=-1>First</FONT></FONT></B><FONT
size=-1>The file is incomplete, eg the columns do not match up. In the
file's contents:</FONT><FONT
size=-1>
-the daily dates in the "date column" are plain missing</FONT><FONT
size=-1>
-the "D" for Periodicity-column is entirely missing (and in the header as
well)</FONT> <FONT size=-1>Otherwise, the columns contents seem ok. Now
by using the best proper header for an Asci file is your ticket
out.</FONT><FONT size=-1>Either have Convert to convert a MetaStock file to
an ASCII for File Type(TXT)-file or (as I have made it a bit
easier</FONT><FONT size=-1>for you, eg and as this is also from earlier
mails) this is what the proper (for use in Downloader) ASCII-file's
header</FONT><FONT size=-1>must look like:</FONT> <FONT
size=-1><TICKER>,<PER>,<DTYYMMDD>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>,<OPENINT></FONT><FONT
size=-1> Note1: without a
separating comma at the line's end.</FONT> <FONT
size=-1> Note2: to use
CAPITOL letters only (this stems from the ol' DOS-days)</FONT><FONT
size=-1> Note3: to always
delete the last blank empty line(s) that are sometimes left behind in an
ASCII text-file</FONT><FONT
size=-1>
(eg when Opening the ASCII-TXT-file using
NotePad/WordPad/Word/Excel).</FONT> <FONT
size=-1> Note4: that the
above header is totaly different from the <not ever working> example
that is provided in</FONT><FONT
size=-1>
the DL-manual (p.70). (See also further below). Otherwise, most instructions
on that page and the following</FONT><FONT
size=-1>
2x pages are most of the time correct.</FONT> <B><FONT
color=#800000><FONT size=-1>Example:</FONT></FONT></B> <FONT
size=-1><TICKER>,<PER>,<DTYYMMDD>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>,<OPENINT></FONT>
<BR><FONT
size=-1>MYTICKER,D,19990714,1500,2000,1400,1650,555656,0</FONT><FONT
size=-1>MYTICKER,D,990714,1500,2000,1400,1650,555656,0</FONT><FONT
size=-1>MYTICKER,D,1999/07/14,1500.00,2000.00,1400.00,1650.00,555656,0</FONT> <FONT
size=-1>Use NotePad (minor) or Excel (large) or even Word (minor+large), to
make the desired changes to a ASCII-TXT file.</FONT><FONT size=-1>On Saving
(Excel/Word) the file in one of these programs try to choose the "Text
(TAB-delimited) (*.txt)"-option for File Type.</FONT><FONT size=-1>Then, in
Word(WordPad) Open the file to "Edit|Replace" the not visable TABs by blanks
(eg leave the tiny window for</FONT><FONT size=-1>the "replacement" plain
empty).</FONT> <B><FONT color=#800000><FONT size=-1>Another
example:</FONT></FONT></B><FONT size=-1>This ASCII-TXT file (eg its
contents) can be directly Pasted into an already Open-ed Downloader's
Datafile sheet</FONT> <FONT size=-1>07/06/1999
35.50 36.45 35.40
36.00 8036736 1</FONT><FONT
size=-1>07/07/1999 36.65
37.40 34.20 35.00
6540326 1</FONT> <BR><FONT
size=-1>07/08/1999 35.40
35.75 32.55 33.10
5821690 1</FONT> <BR><FONT
size=-1>07/09/1999 33.70
34.40 33.20 33.55
5271435 1</FONT> <BR><FONT
size=-1>07/12/1999 33.80
33.85 32.95 33.30
2921341 1</FONT> <BR><FONT
size=-1>07/13/1999 33.20
34.80 33.00 34.70
4662857 1</FONT> <BR><FONT
size=-1>07/14/1999 35.25
36.90 34.75 36.25
5673425 1</FONT> <FONT
size=-1> Note5: the columns
here (have to be) are also TAB-delimited (eg for this, the "html
mail"-editor does not seem to be</FONT><FONT
size=-1>
able to pick up the TAB's, but they were there when I Pasted them in this
mail).</FONT> <B><FONT color=#800000><FONT
size=-1>Second</FONT></FONT></B><FONT size=-1>Read on up on the Convert-Tool
and its sometimes parculiar Options, this as you will also have to get
aquinted.</FONT><FONT
size=-1> Eg., with the
program's handles for the:</FONT><FONT
size=-1>
-Convert dialog window (p.65-67)</FONT><FONT
size=-1>
-Options|Source TAB (p.67-68)</FONT><FONT
size=-1>
-Options|Destination TAB (p.68-69)</FONT> <B><FONT color=#800000><FONT
size=-1>Third</FONT></FONT></B><FONT size=-1>See the new DL page 70-72
<now revisioned -but with the still incorrect ASCII headers-
version> below.</FONT><FONT size=-1>This was taken from the build-in DL
Help-file (DL6.52a) and note that the headers here given are for Excel-files
only.</FONT><FONT size=-1>The parts that are correct only, are the ASCII's
"<" and ">" characters, eg the ones hugging the Excel
headers.</FONT> <FONT size=-1>Also quickly noticed that there were a
few new features added:</FONT><FONT size=-1>- new - new is the <name>
for the "name field" that was added for header's+column's option</FONT><FONT
size=-1>- new - if all the data in the ASCII file is for one security only,
then only one column could be used (also in the header),</FONT><FONT
size=-1> eg this is
done so by omitting any of the other available columns
(fields).</FONT> <FONT size=-1>Regards,</FONT> <BR><FONT size=-1>Ton
Maas</FONT> <BR><FONT size=-1><A
href="mailto:ms-irb@xxxxxxxxxxxxx";>ms-irb@xxxxxxxxxxxxx</A></FONT> <BR><FONT
size=-1>Dismiss the ".nospam" bit (including the dot) when
replying.</FONT> <FONT
size=-1>===========================================</FONT> <B><FONT
size=-1>ASCII Source File Layout</FONT></B> <FONT size=-1>In order for
an ASCII source file to convert properly, the file must be arranged
correctly. This section explains the proper alignment.</FONT>
<BR><FONT size=-1>The data in the ASCII file should be arranged as shown
below.</FONT> <BR><FONT size=-1><ticker>, <per>,
<date>, <time>, <open>, <high>, <low>,
<close>, <vol>, <o/i></FONT> <BR><FONT
size=-1><<B>ticker</B>> The ticker symbol of the security.
The ticker symbol is used to determine which MetaStock data file to post the
data to.</FONT><FONT
size=-1>
The ticker symbol (if you choose to specify it in the ASCII file) must be
included on every line of data.</FONT><FONT
size=-1>
-If the ticker symbol in the ASCII file does not match a ticker symbol in
the MetaStock data files, you will be asked</FONT><FONT
size=-1>
if you want to create a new MetaStock data file.</FONT> <BR><FONT
size=-1>
-If the ticker symbol in the ASCII file includes a space, a comma-delimited
header line must be created at the top</FONT><FONT
size=-1>
of the ASCII file (see <U><FONT color=#008000>ASCII Source File Layout
</FONT></U>on how to create a header line). The header line allows the
file to</FONT><FONT
size=-1>
be processed using only commas as delimiter characters.</FONT><FONT
size=-1>
-The ticker field can be omitted, but only if the <per> field is also
omitted. If the ticker symbol is omitted, you are</FONT><FONT
size=-1>
prompted to supply the ticker symbol (see <U><FONT color=#008000>Ticker
Symbol Dialog</FONT></U>).</FONT> <BR><FONT
size=-1><<B>per</B>> The periodicity of the
data (e.g., Intraday, Daily, Weekly, Monthly, or Yearly).</FONT> <BR><FONT
size=-1>
-If this field is omitted, the periodicity selected in the Conversion
Options dialog is used (see</FONT><FONT
size=-1>
<U><FONT color=#008000>Conversion Options Dialog</FONT></U>).</FONT>
<BR><FONT size=-1><<B>date</B>> The date of the data
contained on the line of the ASCII file. Each line of the ASCII file must
have a date.</FONT><FONT
size=-1>
The date can be in either the yymmdd or mm/dd/yy formats (e.g., 891222 or
12/22/89).</FONT><FONT
size=-1>
The dates must be in ascending order (i.e., most recent date is listed on
the last line).</FONT><FONT
size=-1>
-If the dates in the ASCII file precede the dates in the existing MetaStock
file (i.e., the file you are appending to),</FONT><FONT
size=-1>
the data will be ignored.</FONT> <BR><FONT
size=-1><<B>time</B>> The time of the data contained
on the line of the ASCII file.</FONT><FONT
size=-1>
This field should only be used if the ASCII file contains intraday price
data (i.e., the periodicity is intraday).</FONT><FONT
size=-1>
The time should be entered using a 24 hour clock (e.g., 3:30 PM =
15:30).</FONT> <BR><FONT size=-1><<B>open</B>> The opening
price of the security. The open field can be omitted if the open
interest (<o/i>) field is also omitted.</FONT><FONT
size=-1><<B>high</B>> The high price for this
date.</FONT> <BR><FONT size=-1><<B>low</B>>
The low price for this date.</FONT> <BR><FONT
size=-1><<B>close</B>> The closing (last) price for this
date.</FONT> <BR><FONT
size=-1><<B>vol</B>> The volume for this
date.</FONT> <BR><FONT
size=-1><<B>o/i</B>> The open
interest for this date. The open interest field can be omitted if the
open (<open>) field is also omitted.</FONT> <B><FONT
size=-1>EXAMPLE INPUT:</FONT></B> <BR><FONT
size=-1>IBM,D,7/29/86,121,122.375,120.500,121.75,624589,0</FONT><FONT
size=-1>IBM,D,7/30/86,123.375,123.125,122.5,122.75,431234,0</FONT> <BR><FONT
size=-1>MOB,D,7/29/86,28.25,29.5,27.125,28,12627,0</FONT> <BR><FONT
size=-1>MOB,D,7/30/86,30,30.625,29.875,30.375,7588,0</FONT> <FONT
size=-1>Because the <open> and <o/i> fields are optional, this
data also could be arranged as shown below.</FONT> <BR><FONT
size=-1>IBM,D,7/29/86,122.375,120.500,121.75,624589</FONT> <BR><FONT
size=-1>IBM,D,7/30/86,123.125,122.5,122.75,431234</FONT> <BR><FONT
size=-1>MOB,D,7/29/86,29.5,27.125,28,12627</FONT> <BR><FONT
size=-1>MOB,D,7/30/86,30.625,29.875,30.375,7588</FONT> <BR><FONT
size=-1>If all the data in the ASCII file is for one security only, then the
<ticker> and <per> fields can be omitted.</FONT><FONT
size=-1>The data can be arranged as shown below. You will be prompted
for the ticker symbol.</FONT> <FONT
size=-1>7/27/96,41.375,40.5,40.75,524589</FONT> <BR><FONT
size=-1>7/38/96,42.5,40.5,41.75,345679</FONT> <BR><FONT
size=-1>7/29/96,42.375,41.125,41.75,678967</FONT> <BR><FONT
size=-1>7/30/96,43.625,42.500,43.125,564479</FONT> <BR><FONT
size=-1>If all the data in the ASCII file is for one security only, then the
<ticker> ,<per>,<high>,<low>, and <vol>
fields</FONT><FONT size=-1>can be omitted. The data can be arranged as shown
below. You will be prompted for the ticker symbol.</FONT>
<BR><FONT size=-1>7/27/96,40.75</FONT> <BR><FONT
size=-1>7/38/96,41.75</FONT> <BR><FONT size=-1>7/29/96,41.75</FONT>
<BR><FONT size=-1>7/30/96,43.125</FONT> <BR><FONT size=-1>In the
resulting MetaStock files, the other price fields will be automatically
filled with the close values.</FONT><FONT size=-1>The volume fields will be
filled with zeros.</FONT> <FONT size=-1>A header line can be placed at
the top of the ASCII file to specify the arrangement of the data. This
allows you to</FONT><FONT size=-1>arrange the data in any order you
wish.</FONT><FONT size=-1>The line below shows volume appearing before the
price fields.</FONT> <BR><FONT
size=-1><date>,<vol>,<high>,<low>,<close></FONT>
<BR><FONT size=-1>7/29/86,624589,122.375,120.500,121.75</FONT> <BR><FONT
size=-1>7/30/86,431234,123.125,122.5,122.75</FONT> <BR><FONT
size=-1>7/29/86,12627,29.5,27.125,28</FONT> <BR><FONT
size=-1>7/30/86,7588,30.625,29.875,30.375</FONT> <BR><FONT size=-1>An
ASCII source file can also contain a <name> field. This is
helpful if your destination file is in the MetaStock format</FONT><FONT
size=-1>and you want the name of MetaStock file to be different than the
ticker symbol.</FONT><FONT size=-1>If you choose to include a <name>
field in your ASCII file, you must define a header line, otherwise the
conversion will fail.</FONT><FONT size=-1>The following header line is an
example.</FONT> <FONT size=-1><ticker>, <name>,
<per>, <date>, <close>, <vol></FONT> <FONT
size=-1>========================================================</FONT> <FONT
size=-1>----- Original Message -----</FONT><FONT size=-1>From: Raidak <<A
href="mailto:raidak@xxxxxxxxx";>raidak@xxxxxxxxx</A>></FONT><FONT
size=-1>To: Metastock List <<A
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>></FONT><FONT
size=-1>Sent: woensdag 14 juli 1999 4:15</FONT><FONT size=-1>Subject:
converting ascii file</FONT> <FONT size=-1>> i have an eod ASCII
file which contains the following fields for 250 stocks:</FONT> <BR><FONT
size=-1>> symbol, date, high, low close, vol.</FONT> <BR><FONT
size=-1>> AA,00,00,00,00</FONT> <BR><FONT size=-1>>
BB,00,00,00,00</FONT> <BR><FONT size=-1>></FONT> <BR><FONT size=-1>> I
have tried with the downloader but i couldn't get good results.</FONT>
<BR><FONT size=-1>></FONT> <BR><FONT size=-1>> Thanks</FONT> <BR><FONT
size=-1>></FONT> <BR><FONT size=-1>> raidak</FONT> <BR><FONT
size=-1>></FONT> <BR><FONT size=-1>></FONT> <BR><FONT
size=-1>></FONT></BLOCKQUOTE></BLOCKQUOTE></BODY></HTML>
</x-html>From ???@??? Sat Jul 17 17:13:43 1999
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From: "rudolf stricker" <rst@xxxxxxxxxxx>
To: metastock@xxxxxxxxxxxxx
Subject: Optimal f and system optimization
Date: Sat, 17 Jul 1999 18:05:01 +0200
Organization: tbus tech-consult & simulation, 80538 munich, germany
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Status:
Optimizing 4 simple ROC-based systems for long/short positions in
calls/puts for the DAX, I found that money management by Optimal f,
like proposed in Futures Magazine 1992 (as posted here by Ed Winters;
thanks again) does not lead automatically to the best results in terms
of profit. This is, because imo system optimization and Optimal f
calculation can not be seen as independent procedures, that can be
done consecutively.
Therefore, imo system optimization should not be done at f=1 (like
implemented hard-wired in MetaStock) or at f=0 (like suggested by the
Optimal f procedure posted here). The best choice should be to include
f into the list of system parameters for optimization, and I'm ready
to enter this line.
Does anybody around here have similar experiences? Or did I get
something wrong? - Any suggestions?
mfg rudolf stricker
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