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Re: [amibroker] How to fill the AUX fields with EOD data?



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Thank you Mark!

I'll try to get that going :-)  but it looks like this job isn't going to be that easy. It means that I first have to run an EOD exploration, followed by and export, perform a symbol name change. Next I'll have to develop OLEcode to import it.. OLE is not my strong point.

There must be an easier way (wrt programming skills required). I wonder if StaticVariables retain their values during a DB change ... Or if I create a big exploration, one date column with lots of stock columns, export that and use afl to copy it to composites. Loading time is not an issue... But of course, in RT use, having to call foreign() for each ticker i test (I run large scans) to get the extra fields will slow down everything.

Too bad we can't simply, while running RT, access a Local EOD DataBase directly from afl...

Nothing is ever easy :-D

Herman

Mark Hike wrote:
Herman:

You can set a symbol's database to local manually or use OLE code such as this:

    AB = CreateObject("Broker.Application");
    Stocks_ = AB.Stocks;
    Stock_ = Stocks_.Add(symol);
    // set datasource to local
    Stock_.DataSource = 1;

- Mark

On Mon, Nov 16, 2009 at 8:52 AM, Herman <psytek@xxxxxxxx> wrote:
 

thank you Tomasz, you may have just saved me a lot of experimental work!

What do you mean with "...that will have "use only local database" turned on"? There is only one DB setting in the Rt DB...how to apply a different setting to the individual imported symbols, i.e., how do I exclude individual symbols from RT Updates?

btw, What would happen if I simply copied a composite symbol from the EOD DB to the RT DB (before AB launch), and tried to read it in my 1-min RT DB using Foreign?

thanks for the help,
herman


Tomasz Janeczko wrote:

Hello,

If you are using external data source via plugin, the plugin
takes over any values in the database, so any "imported" values will
be overwritten by the plugin. The only exceptions are
symbols that are EXCLUDED from RT update by "use only local database" option.

You may import data into your IQFeed database using ASCII importer
into separate symbols like XXX_EOD that will have "use only local database"
turned on and later refer to them using Foreign().


Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Herman" <psytek@xxxxxxxx>
To: "AmiBroker User Group" <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, November 16, 2009 2:04 PM
Subject: [amibroker] How to fill the AUX fields with EOD data?


  
Perhaps a smart member on this list can show me an easy way to fill the 
AUX1 and AUX2 fields in my 1-Min IQFeed DB with data from my PD EOD 
Datbase. For example, during trading and 1-Min Backtesting I need access 
to parameters/prices (arrays) that were calculated in my EOD PDdatabase. 
It would be great if I could stuff these parameters into the new AUX1 
and AUX2 fields.

I am sure there are manual ways to transform and import the EOD data but 
this is a task that needs to be performed daily so I would prefer it 
automated - or at least simple and foolproof. Also, since my portfolio 
1-Min Backtest already takes a very long time to complete, any time 
consuming method, like ready a file during the 1-Min Backtest would no 
be suitable.

The obvious comment I expect is to use the TimeFrame functions. The 
problem is that my 1-min data varies too much from my EOD data and that 
the 1-min database gets corrupted too easily - I am unable to match EOD 
daily with 1-Min Daily TF results.

Any ideas anyone?

many thanks,
herman


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**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/





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