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Amibroker : How to get easily 12 years of Amibroker 1 minutes data for backtesting


Guest lambic

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Guest lambic

You can also import 12 years of 1 minute forex database easily via

download and extract the file then

copy this file

in the amibroker formats folder

and then go to the menu files/import ASCII and chose forexite format

http://img33.imageshack.us/img33/4954/importj.png

 

Just wait 5 minutes for udating and you have 12 years of 1 minutes data.

Edited by lambic
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lambic,

 

This is great. It imports into a Group easily; however, I have some trouble importing it into a watchlist. I like the idea of having all 12 years of 1 minuted data, because the website that I found you'd have to update you 1 minute data every day.

http://www.forexite.com/free_forex_quotes/forex_history_arhiv.html

 

Anyway, with the data that I imported into a Group, I was able to run the market replay on Amibroker. Although it imports the volume with the rest of the data, I can't seem to get the volume indicator to display correctly.

 

This is good to have some historical data to do a market replay, because I've been looking for historical 1 minute data for stocks and I haven't found it yet.

Edited by Bill Bundle
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Do you know to put in a period separator on the chart, like the dotted line in MT4 to separate the days? After import the data flows continuously without separators.

 

Did you use the import specification file that he gave you? If you are using the import wizard, don't forget to set it to skip the first data line that has the column headers.

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It occured to me that even though you can import all 12 years of data that if some days are missing since the last day in the data file, that the missing days can be filled in using data from http://www.forexite.com/free_forex_quotes/forex_history_arhiv.html

 

As for the volume, there must be a volume indicator for tick volumes; because tick volume can be calculated from the price movement.

 

I'm still looking for archived 1 minute data for stocks, so if anyone finds it please let me know.

 

++++++++++

Edit: I found some tick volume code for Amibroker. When tick volume is not provided by your data source, it can be simulated through a relational bar calculation. Try this code with the imported data.

// TickVolume.afl
//Written by: Mac Bosh

data[0]=0;
dc[0]=colorWhite;

bc=BarCount-1;
lvb = Status("lastvisiblebar");
lvb = IIf(lvb > bc, bc,lvb);
fvb = Status("firstvisiblebar");

for(i=fvb+1; i <= lvb; i++)//
{
v1 = (H[i]-C[i-1]) * (C[i-1] < C[i]);
v2 = (C[i-1]-L[i]) * (C[i-1] > C[i]);
v11 = (H[i]-C[i-1]) * (O[i] < C[i]);
v12 = (C[i-1]-L[i]) * (O[i] > C[i]);

data[i] = IIf(v1+v2 > 0, v1+v2,
IIf(v11+v12 > 0, v11+v12,
IIf(H[i]-C[i-1] > C[i-1]-L[i], H[i]-C[i-1], C[i-1]-L[i])));

dc[i] = IIf(Data[i]>Data[i-1],colorGreen,IIf(Data[i]<Data[i-1],colorRed,dc[i-1]));
}

Plot(data,"",dc, styleHistogram|styleThick);

Edited by Bill Bundle
Found Tick Volume Indicator Code
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