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Best platform for Backtesting own CSV files


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Best platform for Backtesting own CSV files

  #11 (permalink)
FAUGH45568
ireland
 
Posts: 18 since Mar 2011
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Thanks Mike,

Problem I have is using importing the files are coming up as being corrupted..

They are CSV files...

Whats the best format for importing? ASCII?
Can one change the properties of csv files to fit best format for fitting?

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  #12 (permalink)
 
Lornz's Avatar
 Lornz 
Oslo, Norway
 
Experience: Advanced
Platform: CQG, Excel
Trading: CL
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gktk View Post
everyone here seems to forget amibroker, undoubtedly the fastest backtesting available on the market which will make a difference if you need to access 15yrs of tick data ... and it's very cheap

I haven't used Amibroker in years, so it slipped my mind. It is indeed powerful and very cheap...

As for SmartQuant, I tested it several years ago, but it was still being developed and I was concerned with the reliability of the platform. It looked interesting, though..

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  #13 (permalink)
 
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 Big Mike 
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FAUGH45568 View Post
Thanks Mike,

Problem I have is using importing the files are coming up as being corrupted..

They are CSV files...

Whats the best format for importing? ASCII?
Can one change the properties of csv files to fit best format for fitting?

CSV should just be plain text, with commas separating values. Please post a screen shot of what you mean by corrupted.

I've not personally used the real-time ASCII mapping. Is this what you require? Real-time mapping, with the file being updated in real time outside of MultiCharts?

Don't confuse ASCII mapping with regular importing of data, they are two different things.

Mike

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  #14 (permalink)
 
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 Big Mike 
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Lornz View Post
I haven't used Amibroker in years, so it slipped my mind. It is indeed powerful and very cheap...

Amibroker is C# right?

Mike

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  #15 (permalink)
FAUGH45568
ireland
 
Posts: 18 since Mar 2011
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Big Mike View Post
CSV should just be plain text, with commas separating values. Please post a screen shot of what you mean by corrupted.

I've not personally used the real-time ASCII mapping. Is this what you require? Real-time mapping, with the file being updated in real time outside of MultiCharts?

Don't confuse ASCII mapping with regular importing of data, they are two different things.

Mike

Understand the difference now, didnt before TBH..
Dont need the real time updating ATM so importing and being able to backtest own data is priority..
The message I get is

File is corrupted ES0306TK.csv

and also if I use text format
File is corrupted ES0306TK.txt

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  #16 (permalink)
 
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 Big Mike 
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FAUGH45568 View Post
File is corrupted ES0306TK.csv

and also if I use text format
File is corrupted ES0306TK.txt

You confirmed this is a plain text file? Open it in notepad. Maybe you accidentally saved it as Excel format using the csv extension.

Mike

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  #17 (permalink)
 
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 Lornz 
Oslo, Norway
 
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Big Mike View Post
Amibroker is C# right?

Mike

They call their language AFL, which is derived from C...

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  #18 (permalink)
FAUGH45568
ireland
 
Posts: 18 since Mar 2011
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Got everything working, csv files issues, and not seeing name in file an issue, few others..
I have now loaded my first text file 128mb as an example, data looks like it is loaded correctly...
I have loaded the next data file into quotemanager, loads up fine and is available to see in Multicharts DT, however
How do you merge previous data files and the new data file so that it is continuous.?

When I know actually how to do it I will look into the accuracy issues of rollovers etc..

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  #19 (permalink)
 
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 Big Mike 
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FAUGH45568 View Post
How do you merge previous data files and the new data file so that it is continuous.?

When I know actually how to do it I will look into the accuracy issues of rollovers etc..

If you create a synthetic imported instrument, there isn't much need to do rollover. If you are importing years of CL tick data for instance, instead of CL 08-10, 09-10, 10-10, 11-10, 12-10 and etc, you could just create "CL" and import.

For real data feeds, like IQfeed, Zen Fire/Rithmic, etc, you can create a custom futures contract and then specify a rollover schedule in QuoteManager based on several different criteria including volume or dates.

Mike

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  #20 (permalink)
FAUGH45568
ireland
 
Posts: 18 since Mar 2011
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Thanks Mike, I will try that..

Came across this for other reference just in case any newbies like me to multicharts need it later...

https://www.multicharts.com/downloads/tutorials/multicharts.pdf

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Last Updated on July 21, 2011


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