It seems other people already solved similar problems with which I am still struggling with.
How would I go about a simpler problem (just one symbol): reading an external CSV file with trade(s) information (i.e date/buy(sell) entry time/buy(sell)price/exit time /exit price 1 line per trade) and plotting arrows on the proper price bar at the given price? Joseph Biran ____________________________________________ -----Original Message----- From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of dingo Sent: Tuesday, August 08, 2006 4:05 PM To: [email protected] Subject: RE: [amibroker] Re: Reading in trades from a CSV file This may give you some ideas. http://finance.groups.yahoo.com/group/amibroker/message/65181 d > -----Original Message----- > From: [email protected] > [mailto:[EMAIL PROTECTED] On Behalf Of tycanadian2003 > Sent: Tuesday, August 08, 2006 5:10 PM > To: [email protected] > Subject: [amibroker] Re: Reading in trades from a CSV file > > Hi there, > > Thanks for the reply, it does provide some insight for me. I > am familiar with the Buy/Sell/Short/Cover and > BuyPrice/Shortprice...arrays, and you were correct in that > the hard part seems to be making it remotely efficient :). > Ideally I'd like to read every ticker, trade type > (long/short), date, and entryprice into arrays within > AmiBroker and then as the backtester iterates over each > symbol, it would check these arrays for any occurrence of the > symbol, and for each occurrence it finds it will look at the > corresponding dates and append a "1" in the "Buy" array for > that date as well as the proper BuyPrice. > > Any further suggestions on how to accomplish this or make it > faster are most welcome! > > Thanks again for the reply. > > --- In [email protected], "Metasan" <[EMAIL PROTECTED]> wrote: > > > > That can be implemented by writing code to modify > Buy/Sell/Short/Cover > > and BuyPrice/SellPrice/ShortPrice/CoverPrice > > arrays. > > > > The difficult part is converting date to bar index number. > > The code below will be very very slow since you have to > loop through > > all bars for all trades in your file for all symbols, but may give > > your some ideas: > > > > // loop through every line of the file: > > // assume that ticker, month1, day1, year1, buyprice1 are > the fields > > from the file > > > > if(ticker == Name()) > > { > > m = month(); > > y = year(); > > d = day(); > > for(i=0; i<BarCount; i++) > > { > > if(m[i] == month1 and d[i] == days and y[i] == year1) > > { Buy[i] = 1; BuyPrice[i] = buyprice1; } > > } > > } > > > > --- In [email protected], "tycanadian2003" <tyrules@> > > wrote: > > > > > > Hi, > > > > > > I'm trying to read in trades from a CSV file, whose format is : > > > > > > TICKER,(LONG OR SHORT),DATE,ENTRY PRICE,EXIT PRICE > > > > > > This part I can kind of do (I know how to read and write to > > files). > > > However, I'd like to use this data in backtests for a few > thousand > > > symbols with intraday data. My confusion comes when I'm > trying to > > > figure out how to read in all the data from the CSV file and then > > use > > > it to generate buy and sort signals in the backtester. For > > example, > > > if a line in my CSV file is: > > > > > > INTC,Long,08/08/2006,17.40,17.45 > > > > > > I want to be able to extract that information in my AFL code, and > > as > > > I'm backtesting through many symbols, when the backtester gets to > > > INTC, I want it to have a BUY signal for INTC on 08/08/2006 with a > > buy > > > price of 17.40. In case you're interested, I'm backtesting to try > > to > > > optimize the best time of day to exit my trades since I recently > > > subscribed to an intraday data service. > > > > > > Efficiency may also be an issue, but for now I'd just love for it > > to > > > work. Can anyone help me get started? I know how to > open the file > > > and grab the strings, but that's about it. > > > > > > Thank you very much! > > > > > > Tyler > > > > > > > > > > > > > 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 > > > > > > > -- > No virus found in this incoming message. > Checked by AVG Free Edition. > Version: 7.1.405 / Virus Database: 268.10.7/411 - Release > Date: 8/7/2006 > > 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 Please note that this group is for discussion between users only. 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