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Import TickData   Message List  
Reply | Forward Message #116178 of 143805 |
Hi,
Iīm on my way to figure out how to get a trading simulation software
for me newby to learn. Two weeks ago I posted the question, if its
possible to replay tickdata with amibroker for simulation.

The answers were more positive than negative, so I decided to
download amibroker 5.00

Iīve historical tick data of the Dax Future (Eurex). I have seperated
one day of data (csv) and I tried to import it to AB with the import
wizard. But it wasnīt successful.
The problem: the data: Name; Date; Time; Price; Volume !!! Thatīs it!
Thereīs no open, close, high, low price. No bar-spezifikations, just
one (tick) price.
I donīt know if itīs possible to import the tick data I described
with the wizard in AB? Is there an other way? And if yes, how to do
that?

And by the way, if there is a way to import the data and replay it
(for example for times faster than realtime), can I place orders
manually? Or is this simulation mode only for testing automated
trading systems in back tests?

Thankīs for answers

Martin





Mon Oct 15, 2007 6:30 pm

martin.uhlich
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Message #116178 of 143805 |
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Hi, Iīm on my way to figure out how to get a trading simulation software for me newby to learn. Two weeks ago I posted the question, if its possible to replay...
martin.uhlich
Offline Send Email
Oct 15, 2007
6:31 pm

By definition, there is no open, high, low, close in tick data. Just the price and the time. If you want to see bars, you would have to change the format to a...
James
jamesmemphis
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Oct 15, 2007
9:20 pm

Ok, tick data has only price and time. But my problem is, how to import this tick data with the wizard into AB? The wizard offers only high, low, open, close...
martin.uhlich
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Oct 16, 2007
6:04 am

use the same procedure you use to import bar data....
kar_avi
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Oct 16, 2007
3:59 pm

It's not working when I used the same procedure for importing bar data. I used wordpad to open the tick data I exported and it was the same as shown from quote...
wel6
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Oct 17, 2007
1:57 am

I seems that I havnīt described my problem clearly. There are many kinds of data users wish to import into AB. 1. There is tickdata with one price at time x...
martin.uhlich
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Oct 17, 2007
7:53 am

Hello, Was explained several times If you import tick data you must use $TICKMODE 1 in import definition. http://www.amibroker.com/guide/d_ascii.html This is...
Tomasz Janeczko
amibroker
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Oct 17, 2007
8:25 am

Hello Tomasz, yes, ist was explained: Import ASCII AmiBroker has easy-to-use and flexible quotation import feature. This document describes advanced concepts...
martin.uhlich
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Oct 18, 2007
5:05 am

Hello, Tick mode _is_ supported by the wizard. You just need to add $TICKMODE 1 in the "Additional Commands" field in the wizard. And use "Close" for Last tick...
Tomasz Janeczko
amibroker
Offline Send Email
Oct 18, 2007
6:58 am
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