Re: [amibroker] Re: Exploration For Exporting ASCii Intraday Data Won't Work

["Prashanth" <prash454.ta@xxxxxxxxx>]

Lester,

I have used Graham's formula and it works like a charm without me inducing anything extra.

Last line of Code, ie Buy = 0; has been given to enable Scanning using the formula and there shouldnt be any problem with it.

Please do make sure that the directory which is given in the formula Exits.

Regarding extracting of 1 minute, have you changed Periodicity in Settings to 1 minute?

http://img153.imageshack.us/img153/506/settingsabxi9.gif

Cheers

Prashanth


  ----- Original Message ----- 
  From: Lester Vanhoff 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Monday, December 25, 2006 10:46 PM
  Subject: [amibroker] Re: Exploration For Exporting ASCii Intraday Data Won't Work


  Thanks, Prashanth. I have the code that I've been using to export Eod data to ASCii. It's based on Graham's work and I created it with his help some time ago. It works like a charm with eod files but when tweaked a bit to accommodate intraday data it only works properly if I hit Apply or Verify button from inside the formula editor:

  http://img409.imageshack.us/img409/1940/12252006115935vw2.png

  If I use the Scan button from AA window the resulting CSV file is nothing more than Eod file with the "Time" field added:

  http://img135.imageshack.us/img135/9584/12252006115123mm8.png

  The last line in this type of a formula (see below) usually works like a "link" to Scan button, but in this case it fails:

  Buy = 0; // link to Scan button

  Below is the full code. The reason for the lines with "w" and "a" (overwrite and append) is to first overwrite and old file (if it exists) and then to append the data from each ticker (needed if you want to export data from multiple tickers, eg. from a watch list).

  /***************/

  output_folder = "C:\\ZZ";
  output_file = "RT.csv";

  if ( Status("stocknum") == 0 )
  {
  fmkdir( output_folder ); // if the directory doesn't exists it will be automatically created
  fopen( output_folder + "\\" + output_file, "w"); // if the file already exists all data will be w=overwritten
  }

  fh = fopen( output_folder + "\\" + output_file, "a"); // a=append needed to get all tickers from watch list
  if (fh)
  {
  fputs( "Ticker,Date,Time,Open,High,Low,Close,Volume,Trades\n", fh );
  t = Name();
  y = Year(); // to get two digit year use: y = Year()%100;
  m = Month(); 
  d = Day(); 
  r = Hour();
  e = Minute();
  n = Second();
  for( i = 0; i < BarCount; i++ ) // loop
  {
  fputs( t + ", " , fh );
  ds = StrFormat("%02.0f/%02.0f/%02.0f, ", m[i], d[i], y[i] ); // date string
  fputs( ds, fh );
  ts = StrFormat("%02.0f:%02.0f:%02.0f, ", r[i], e[i], n[i] ); // time string
  fputs( ts, fh );
  qs = StrFormat("%.4f, %.4f, %.4f, %.4f, %.0f, %.0f\n", O[i], H[i], L[i], C[i], V[i], OI[i] ); // quote string
  fputs( qs, fh );
  }
  fclose( fh );
  }
  Buy = 0; // link to "scan" button

  /***************/

  > In Settings change to 1 Minute.
  > Use Grahams Intra-Day Export AFL available at Library for a composite Export.
  > 
  > Prashanth
  > ----- Original Message ----- 
  > From: Lester Vanhoff 
  > 
  > I have 1-min chart and run the following exploration:
  > 
  > Filter = 1;
  > AddColumn( Open, "Open", 1.4 );
  > AddColumn( High, "High", 1.4 );
  > AddColumn( Low, "Low", 1.4 );
  > AddColumn( Close, "Close", 1.4 );
  > AddColumn( Volume, "Volume", 1.0 );
  > AddColumn( OpenInt, "Trades", 1.0 );
  > 
  > However, instead of rows of intraday data I'm only getting eod data:
  > 
  > http://img411.imageshack.us/img411/863/12252006022253hr7.png
  > 
  > Database Settings:
  > 
  > - 1 minute
  > - 6780 bars (I don't have eSignal, so 90000 shouldn't be needed)
  > - hours: 09:30-16:14 and 16:15-09:29
  > - allow mixed/eod data: YES
  > - show day sessison only
  > 
  > Tnx



   
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.15.27/602 - Release Date: 12/25/2006 10:19 AM