Re: Data conversion

["Kent Rollins" <kentr@xxxxxxxxxxxxxx>]

Below is a perl script that I used to turn tics into 1 minute bars.  It
could fairly easily be adapted to convert 1 minute bars into 10 mins or
perform other similar conversions.  If you're not familiar with perl, ask
questions and I'll answer them the best I can.  I'm not a hardcore perl'er
myself (although I am a programmer), but I have found perl to be very useful
at performing data translations.  Free perl interpreters can be downloaded
from www.cpan.org or www.cpan.org.

Kent

#!/perl5

$barFile  = "";
$barDate  = "";
$barMins  = 0;
$barHigh  = 0;
$barLow   = 99999;
$barClose = 0;
$currDate = "";
$currMins = 0;
$currTic  = 0;

while (<>)
  {
  if (/(..)(..)(..) (.+) (.+)/o)
    {
    $currDate = $1 . "/" . $2 . "/" . $3;
    $currMins = int( $4 / 100) * 60 + $4 % 100;
    $currMins = int( $currMins / 30) * 30;
    $currTic  = $5;

    if (($currDate ne $barDate) || ($currMins ne $barMins))
      {
      if ($barDate ne "")
        {
        $h = int( $barMins / 60);
        $m = $barMins % 60;

        print "$barFile,$barDate $h:$m,$barHigh,$barLow,$barClose\n";
        }

      $barFile  = $ARGV;
      $barDate  = $currDate;
      $barMins  = $currMins;
      $barHigh  = $currTic;
      $barLow   = $currTic;
      $barClose = $currTic;
      }

    if ($currTic < $barLow)   { $barLow = $currTic;  }
    if ($currTic > $barHigh)  { $barHigh = $currTic; }
    $barClose = $currTic;
    }
  }

$h = int( $barMins / 60);
$m = $barMins % 60;

print "$barFile,$barDate $h:$m,$barHigh,$barLow,$barClose\n";



-----Original Message-----
From: Glen Wallace <gcwallace@xxxxxxxx>
To: MetaStock listserver <metastock@xxxxxxxxxxxxx>
Date: Wednesday, September 01, 1999 11:50 AM
Subject: Data conversion


Does anyone know of any applications that can take tick, one-minute and
five-minute data from a DownLoader datasheet and convert it to, say,
ten-minute or sixty-minute data?  Either MetaStock or ASCII format.

I am constantly bumping up against that annoying 65,500 record limit.