[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Back Testing Futures



PureBytes Links

Trading Reference Links

Yes will try exporting them with excel and bring them back as a EOD 
file, with a new number.

I did this last year with AIQ futures and use of a macro. Had to 
copy OHLC and volume for EACH minute as I use volume and OHLC in my 
formula, each minute.

Thought AB could make it easier since afl is so powerfull.

Any body else with any other ideas?

Thanks ron.

Ray

--- In amibroker@xxxxxxxxxxxxxxx, "ronbo" <ronbo@xxxx> wrote:
> 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:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> > --
> > No virus found in this incoming message.
> > Checked by AVG Anti-Virus.
> > Version: 7.0.322 / Virus Database: 267.6.2 - Release Date: 
6/4/2005
> >
> > --
> > No virus found in this outgoing message.
> > Checked by AVG Anti-Virus.
> > Version: 7.0.322 / Virus Database: 267.6.2 - Release Date: 
6/4/2005
> 
> 
> 
> 
> 
> 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:
> http://www.amibroker.com/support.html
> 
> 
> Yahoo! Groups Links
> 
> 
> 
> 
> 
> 
> 
> --
> No virus found in this incoming message.
> Checked by AVG Anti-Virus.
> Version: 7.0.322 / Virus Database: 267.6.2 - Release Date: 6/4/2005
> 
> --
> No virus found in this outgoing message.
> Checked by AVG Anti-Virus.
> Version: 7.0.322 / Virus Database: 267.6.2 - Release Date: 6/4/2005




------------------------ Yahoo! Groups Sponsor --------------------~--> 
Has someone you know been affected by illness or disease?
Network for Good is THE place to support health awareness efforts!
http://us.click.yahoo.com/Rcy2bD/UOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

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:
http://www.amibroker.com/support.html

 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/