(if re-importing don’t forget to set $TICKMODE command of import format to 1 if you want all timestamps) // Export tick dataįilename = "DataCompressed_" + nm + "_" + Interval( 2 ) + ". If you are exporting 1-tick then you just need close array.Īnd if using barinrange then you can set date range via From-to of Range setting of analysis toolbar so no paramdate required. Scrap all the paramdate “junk” and OHL arrays.
#Hng dn code amibroker how to#
StrFormat( ",%06.0f,%06.6f,%g,%g,%g,%g,%g,%g,%g,%g\n",ĪddTextColumn( "Export done " + NumToStr(exportedbars,1.0) + "bars", "Status",1.2,colorBlack,colorDefault,200 ) ĪddTextColumn( Interval( 2 ), "Timeframe",1.2,colorBlack,colorDefault,200 ) Īny idea of how to manage microsecond timestamp in exporting data?Īny other idea about how to have a reduced copy of the symbol with the data just in a short period of time? I need to reduce the number of bars because I don’t like to work with millions tick bars loaded in memory for some months history when I need to work just in one or two days in the middle of the data period Startdata = ParamDate( "Data start", "" ) Ĭheckdata = DateNum() >= startdata AND DateNum() <= enddata There are several methods to do so and the choice depends on the signals that our system generates. To simulate such scenario in a backtest, we need to count the signals and remove them accordingly after we reach our limit. Of course exporting/re-importing is not needed at all, it’s just an idea I had to have a new symbol with a manageable number of bars Symbol = Name() įh = fopen( "C:\\DataCompressed\\DataCompressed_" + Symbol + "_" + Interval( 2 ) + ".csv", "w" ) įputs( "Symbol,Date,Time,Open,High,Low,Close,OpenInt,Volume,Aux1,Aux2\n", fh ) The scenario is as follows: we are intraday traders and we want to limit the number of trades made per day per symbol.
#Hng dn code amibroker code#
It usually works with the following code but I am not able to manage the timestamp of tick data that cointains microseconds like 12.45.47.844.003 in many trading platforms (e.g., MetaTrader, MetaStock, Amibroker.
Maybe the deleting of millions of bars is considered “not normal”Įxporting the data in the desidered period of time and import again as a new symbol. The vast majority of computer users do not know how to code, and thus can only. two days, from a big tick database of circa 4 millions barĭeleting the not needed bars in the Quotations Editor fails because AB crashes in doing that. I would like to extract a short period of tick data, i.e.
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