Re: BackTesting resolution

[Bob Fulks <bfulks@xxxxxxxxxxxx>]

At 2:47 PM -0700 8/18/01, Jack Griffin wrote:

>Can someone who has had success getting intra-day data
>imported into the global server please post a
>correctly formatted two-day-long ascii intra-day
>1-minute file with header/dop file to the list as an
>example for me and anyone else who has been
>unsuccessful at this?

You do not import it into the server. You open it in TradeStation
directly. (You cannot import it into the Server.)

Attached is a ZIP file of "SPX_5Min.txt"  (3 days of 5 minute SPX
data) It was "sent to file" from the Data Window in TS2000i. The
process for TS2000i is this:

Unzip the file into some directory. The file should be called
"SPX_5Min.txt".

Insert Symbol

Add the directory where you put the file - this will then bring up a
dialog to specify the type of file - select ASCII

Find the file "SPX_5Min.txt", click Plot - this will bring up a Data
Settings dialog

Select "Date-Time-Open-High-Low-Close-Vol-OpenInt" and the "Month Day
Year" date format and click OK.

This brings up the Settings-Ascii-SPX dialog. It should have found
the correct settings for SPX. Click OK.

This brings you to the Format Symbol dialog - choose First Date =
08/14/01 and Last Date = 08/17/01 Intraday 5 Minute and click OK.

It should plot the 5 minute bars. All indicators and trading systems
work on these bars just as they do on bars loaded from the Global
Server. I have plotted files with hundreds of thousands of bars from
ASCII files. Works fine.

If you want to convert an ASCII file to an OMX file or an XPO file,
both of which can be imported into the Global Server, you need
another tool. I recently bought HistoryCentre at www.traders-soft.com
and it seems to work well. It can handle almost any input format. I
converted a complete DSP contract (about 4.7 MB of ASCII 1-tick bars)
to OMZ in about a minute of run-time.

Also, DynaLoader (available at www.dynastorelight.com) can download
historical tick data from Quote.com (if you have a Quote.com account)
and convert it to OMZ format. It also works well.

(No connection with either company, just a customer.)

Bob Fulks

Attachment: Description: "SPX_5min.zip"

Attachment: Description: "%SPX_5min.zip"