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Best platform for Backtesting own CSV files
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Best platform for Backtesting own CSV files

  #11 (permalink)
Trading Apprentice
ireland
 
Futures Experience: Intermediate
Platform: tos
Favorite Futures: es
 
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)
Membership Revoked
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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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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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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

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
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4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
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  #15 (permalink)
Trading Apprentice
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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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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

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
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The following user says Thank You to Big Mike for this post:
 
  #17 (permalink)
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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)
Trading Apprentice
ireland
 
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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)
Site Administrator
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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

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #20 (permalink)
Trading Apprentice
ireland
 
Futures Experience: Intermediate
Platform: tos
Favorite Futures: es
 
Posts: 18 since Mar 2011
Thanks: 3 given, 1 received


Thanks Mike, I will try that..

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

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

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