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after june expires next week i think, who cares about june---it's history.
so just change the "m" to "u" and do a backfill. since you just started
today---you will get the 24hrs of backfill.
I have not tried this, but IF you had started last week, then the data
from IB will only fill 24hrs. I would then try to export the 2 symbols as a
csv's, combine them in notepad or Excel, and then Import the combined .csv
file back to AB....
ron
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
Behalf Of me_rayme
Sent: Thursday, June 09, 2005 9:34 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Back Testing Futures
Yes that is what I do BUT how can I connect to two together (June &
Sept), for backtesting over 3 or more months, as a continous stream
of data.
Ray
--- In amibroker@xxxxxxxxxxxxxxx, "ronbo" <ronbo@xxxx> wrote:
> save your database before trying this of coarse---
>
> since you have just started the Sept, try---
> in the Workspace, right click on the symbol, click Information,
and change
> the symbol "m" to "u". it won't be and exact continuation chart
because of
> the "time" premium. This is how i do it....
>
> hth,
> ron
>
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On
> Behalf Of me_rayme
> Sent: Thursday, June 09, 2005 8:48 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Back Testing Futures
>
>
> How can I join the June futures to the Sept futures, using one
> minute,so the backtesting can cover more than 3 months. The Sept
> futures stared today. Using IB, AB ver 4.70.5 Prof
>
> Is this possible?
>
> At the moment I have about 25 days of the June futures, so I now
> want to add the Sept futures to the June continously.I also want to
> keep this file forever, maybe for several years.
>
> The following is what I want to store for purposes of back testing.
>
> 6EM5-GLOBEX-FUT
> 6EU5-GLOBEX-FUT
> ER2M5-GLOBEX-FUT
> ER2U5-GLOBEX-FUT
> ESM5-GLOBEX-FUT
> NQM5-GLOBEX-FUT
> NQU5-GLOBEX-FUT
> YM JUN 05-ECBOT-FUT
> YM SEP 05-ECBOT-FUT
> ZB JUN 05-ECBOT-FUT
> ZB SEP 05-ECBOT-FUT
>
> Ray
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
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>
>
>
>
>
>
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