I suspect my workflow is a bit different than most AB users.  I trade futures 
on daily data which I get from CSI.  I import this data from ASCII files which 
are generated by CSI's desktop app.  It didn't seem to me that there was a good 
way to automate this process using the built in tools (AmiQuote?).

So I've written a couple of scripts to automate importing my data and running 
the strategies I trade.  After struggling with WSH and JScript for a while, I 
decided to see if I could get a real language to work with AB, and to my 
surprise the integration with Python was a no-brainer.

I've uploaded 2 Python scripts:

1. data_import.py: this allows you to import ASCII data from multiple 
directories in one or more formats.
2. run_production.py: this allows you to execute all AFL files in a directory 
(like the sample in the docs); it runs an Exploration on the last 30 days of 
data as well as a full Backtest on all of the data, saves both sets of results, 
and converts the Explore results to one HTML file.

By setting these up in Task Scheduler, you can just check the HTML file after 
the scripts are run for your daily signals.

These scripts follow the sample code in the AB documentation, but additionally 
show you how to access the AB functionality via Python.  There are no other 
dependencies; you'd just need to install the latest Python 2.6 build from 
ActiveState.  It's safest to use the 32 bit version even if you're on 64 bit 
Windows; I'm not really sure of the state of PyWin32 on the 64 bit build.

I uploaded the scripts to this directory: 
http://finance.groups.yahoo.com/group/amibroker/files/OVTrading%20Share/

Maybe someone else will find them useful.

ovt

Reply via email to