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



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Thanks. I'm already actually using the OI field for other data. Plus
this is for more of a side experiment so I want to keep my main data
clean.

I wasn't aware of the ODBC plugin. I think that will suit my needs,
especially since I can connect it directly to .csv files.

Thanks for the info!


--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> Hello Joel,
> 
> Another way?
> If you are adventurous! (I don't give money back guarantees though).
> 
> Add a third column to your signal as data e.g. 1 or a value that 
> quantifies the strength of your signal.
> 
> ASCII import the 'data' into the OI field (the data will enter as 
> symbol specific and only have a value for the symbol on the day of 
> your signal).
> 
> (The OI field has no use outside of futures trading - for equity 
> traders it is a 'spare' field - lots of traders stuff things into it).
> 
> If it is a long term ongoing project, with your signals continually 
> updating, the ODBC plug in should give you dynamic access to your 
> signal from an external file (Access or SQL).
> 
> Cheers,
> 
> Brian_Z
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "onlyobsession2k3" <jmpatton@> 
> 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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