David, If you could rename tickers internally would it help?
I am pretty certain that the only way to internally rename tickers is via OLE .... I think there was some discussion and a post or two. Possibly Dingo was involved in posting the CBT code? I think you could also run an ATC and just add OHLCVOI, to each psuedo ticker, for one symbol only. --- In [email protected], "ang_60" <ima_c...@...> wrote: > > --- In [email protected], "dbwyatt_1999" <dbw451@> wrote: > > > > ang_60, > > > > Duplicating the symbol data for each model is actually a very interesting > > idea. In my case that would be 12 x 27 = 324 symbols and 12 watchlists. > > Is there an easy way to duplicate a symbol? If I export, copy file, rename > > file, import, manually type in the symbol information (tick size, margin, > > point value), and manually add to a watchlist, I think I'm looking at about > > 2 minutes labor per symbol. That would be about 11 hours of setup where > > it's easy to make a mistake... One little mistake can lead to much more > > time trying to locate mis-typed symbol information or missing symbol in > > watchlist... > > > > In addition to the 12 watchlists, I assume there would need to be a > > super-watchlist with all the symbols that would be specified for use by the > > portfolio back-tester. > > > > Your excellent suggestion actually gives us a way to run multiple systems > > simutaneously on the same instruments (via different symbol names) without > > worrying about scaling-in and out or simultaneous long and short trades. I > > now have to decide if I want to take on the labor to set it all up and > > verify... I've read posts in the past of people running back-tests and > > explorations with hundreds of symbols so I assume AB can handle 324 symbols > > (I know it will be hardware dependent). AB uses so little resources with > > 27 symbols, I'm thinking 324 should not be a problem. > > > > Many Thanks, > > > > David > > > > > > David, > > every solution ha s its pro's and con's. > As you know, the csv file you export from AB, is not instantly readable from > MSA, you need to label every column, and this takes time too (MY time and not > machine time).... and should be repeated for every test and every file. > > Copying data requires time too, but.... I mostly use Metastock data format > (also intraday) and use two utilities-handling data, so > > - creating copies of present directories takes minutes not hours; > - it is au automated task, and so it doens't bother me how many time it si > required. > > The boring part is chianging the names, but this could be automated too > (people thinking to write a C program, like the person starting this thread > should be able to do it for breakfast) and - after all - is "una tantum". > > But.... as I said, my method is just a stupid workaround.... the definitive > solution has yet to come. > > For the rest, I don't understand the need of a superwatchist with all the > symbol, as this is simply the "ALL" symbol in the database, ... neither the > need to use the CBT (nothing against with the CBT, but here it is not needed). > > As for AB, I had no problem in testing 300+ symbols with more than 20 years > of daily data (simple code, no loops that are time consuming). I have some > problems in testing large amount of intraday data, but as I'm not sure what > is the cause, I will retain myself for any further comment on this matter. > > Greetings, > > Angelo. >
