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I have no idea how to export OHLC and volume from 30 days of one
minute YM data I have.
Is this possible with AB? Could do it with AIQ/mytrack as you could
edit raw data.
Ray
--- In amibroker@xxxxxxxxxxxxxxx, "me_rayme" <raycherry1@xxxx> wrote:
> 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
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > --
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> > > Version: 7.0.322 / Virus Database: 267.6.2 - Release Date:
> 6/4/2005
> > >
> > > --
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> >
> >
> >
> >
> >
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> >
> > 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
> >
> >
> >
> >
> >
> >
> >
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6/4/2005
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6/4/2005
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