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Re: [amibroker] How to Backtest Signals Imported from External File?


  • To: "onlyobsession2k3" <jmpatton@xxxxxxxxxxxxx>
  • Subject: Re: [amibroker] How to Backtest Signals Imported from External File?
  • From: Herman <psytek@xxxxxxxx>
  • Date: Thu, 8 Nov 2007 13:08:13 -0500

PureBytes Links

Trading Reference Links

besides writing special software and copy the dates to an array you can import the trades into excel and use Excvel functions to convert the tradelist to AFL. Once you have done this you can the paste any trade list into the Excel sheet and it would convert into AFL that you can substitute (use include file) for you system's code. Something like:


DT = DateTime();

Buy = 

TradeDateTimeNumber1 == DT OR

TradeDateTimeNumber2 == DT OR

....


herman




For tips on developing Real-Time Auto-Trading systems visit:

http://www.amibroker.org/userkb/


Thursday, November 8, 2007, 12:26:10 PM, you wrote:


> Hello, does anyone know how to do this?


> I have an externally-generated list of Trades in a .csv file, e.g.:


> Signal Date,Symbol

> 2007-11-01,GOOG

> 2007-11-02,AAPL

> 2007-11-03,INTC


> I'd like to import these signals into the backtester so that I test

> the performance of entering trades only on these dates for those symbols.


> I'm guessing I need some method of converting the file into an

> Amibroker signal variable/array for each symbol, but I have no idea

> where to start for this.


> Any help is greatly appreciated,


> Joel




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To get support from AmiBroker please send an e-mail directly to
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
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