Amibroker futures data

Amibroker futures data

Posted: K2K Date of post: 08.07.2017

Norgate has developed an integration system for AmiBroker that creates a database for each of our data products. The integration scripts that we provide automatically populate a large number of useful Amibroker symbol lists Markets, Groups and Watchlists and provide Watchlist updates. They also maintain each database for symbol and name changes, new listings, delistings etc.

With our ASX stocks service, securities are divided into Groups Equities, ETOs, Indictors, Indices, Interest Bearing, Warrants, World Indices , as well as into hundreds of pre-built watchlists. These pre-built watchlists allow you to view groups of stocks with characteristics not otherwise easily obtainable eg: With our Futures service, other important information is provided including currency, tick sizes and point values, which are essential for backtesting.

Our integration scripts will ONLY work with AmiBroker version 5. If you have an earlier version of AmiBroker, you can get the latest official release from the AmiBroker downloads area. The integration scripts work with both the 32 and bit versions of AmiBroker. You need to have Internet Explorer installed and functional on your machine, even if you don't use it as your default browser.

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There are separate integration scripts for each of our ASX, US, Futures and Forex services. If you have subscribed to more than one service, then you will need to run each relevant script this will not interfere with your existing AmiBroker workspaces - new ones will be created. Installers for the various integration scripts are available from our Downloads area. Click on a link below to find instructions and illustrations on how to integrate our data with AmiBroker. ASX Stocks US Stocks Forex Futures.

As the majority of the database maintenance is done over the weekend, we recommend that the maintenance script is run every Monday as a minimum. What do I need to do to be able to see them? Run the Maintenance as above. My AmiBroker database is missing a lot of data or seems to be corrupt.

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How can I fix this? If the AmiBroker database still appears to be corrupt, you can always create a fresh one. The instructions below refer to the US-PremiumData database but are equally applicable to any AmiBroker PremiumData database. This can be reversed later. If you don't have another AmiBroker database to use as the default, simply create an empty folder on your machine and give it a name like "tempdefault". Then select that folder to be the default database.

Make sure that AmiBroker is closed.

amibroker futures data

Go to the AmiBroker folder c: Run the US-PremiumData integration script which you can get from the Downloads area of our website. This will create a fresh US-PremiumData database under the AmiBroker folder. Start AmiBroker and open the US-PremiumData database c: Once everything is up and running, you can safely delete the "c: Sometimes after upgrading or reinstalling AmiBroker, the Tools menu gets reset.

You can manually add the symbol maintenance script to the Tools menu as follows:. What should I do? Such add-ons interfere with the normal operation of Internet Explorer which we use to display the status of the maintenance script. Microsoft have details on how to fix this here. How do I reorder the watchlists? Using Windows Explorer, navigate to "C: This must be done while AmiBroker is not running. You can move your preferred watchlists to the top of the list be sure to move the items and not copy them as the system cannot handle duplicate entries.

Alternatively, if you just want to reorder the watchlists alphabetically, just delete the index. The Dow Jones Industrial Average only shows a few days of data. How can I see more? Prior to Amibroker v5. How can I use Markets, Groups, and Watchlists in an Exploration? Due to the automated set of markets, groups, and watchlists, it is now very easy to specify in an Exploration a filter to limit your scan to a specific set of securities.

How do I fix this? Firstly, make sure that Internet Explorer is installed in your machine and fully functional, even if you don't use it as your default browser. Otherwise, this error may be due to parts of the Windows Operating System not being properly installed or modified by a badly behaving program.

We have only seen this twice with Windows Vista users and we suspect it is due to a not-so-Vista-compatible piece of software interfering with the registry.

Click Start, All Programs, Accessories, right-click on Command Prompt, and then click Run as Administrator. Type the following command and press ENTER. For bit Windows type: How do I access the watchlists in my AFL code? You can reference the watchlists by name. Put your data on a SSD drive or purchase a SSD drive to replace your main system drive. Your exploration will run approximately 8 times quicker. Prevent your virus scanner from performing real-time scanning of both AmiBroker Database and the actual data storage locations e.

Since there are no executable programs in these folders, scanning them is superfluous. Your exploration will run approximately 2 times quicker. If you increase the In-memory cache size to max symbols that should cover growth in this area for a while. The Max MegaBytes can also be increased. Perhaps try increasing this to MB if you have at least 2GB of RAM and increase further if you have more RAM.

The 64 bit version of AmiBroker allows you to increase this to many Gigabytes - MB is a good choice if you have the RAM to spare. For example, if your scans only require the last year of trading history, try changing the number of bars to When you wish to perform backtesting, remember to increase this level.

Use the a 64 bit operating system and the 64 bit version of AmiBroker. This requires you to have purchased or upgraded to the AmiBroker Professional Edition. Start Windows Explorer or click your My Computer icon and navigate to Drive C, Trading Data, Stocks, ASX. Click the Configuration Tab. Click the Save button.

Lastly, AmiBroker can duplicate the data from the MetaStock format database into its own local database which performs the quickest. This duplication of data comes at the cost of increased disk storage requirements and a more difficult updating process. This is considered to be an advanced step so only do this if you understand the implications.

After performing step 1, this causes AmiBroker to copy all MetaStock format data into the Local Database. Note that by using the local database you will not receive any daily updates that are present in the MetaStock format data. Using your MetaStock format database To view and use the daily updates, you must swap back to the Metastock format database. If you want to perform significant system tests again in the future, repeat steps 2 and 3 to repopulate your local database with up-to-date data.

How can I transfer my AmiBroker database to a new computer? Show transfer steps Hide Transfer Steps The instructions below refer to US Stocks, but are equally applicable to ASX stocks and are broadly applicable to Forex or Futures. These steps cover the transfer of both the AmiBroker symbols database and the underlying MetaStock-format price database. The latter may be installed rather than copied across.

Network your old machine and your new one, or use some external medium to handle the transfer large USB memory stick of GB or an external USB hard drive. Back-up the entire "AmiBroker" folder to the external medium usually c: Back-up the entire "Trading Data" folder to the external medium usually c: Install AmiBroker on your new machine get the AmiBroker program installer from the AmiBroker website.

amibroker futures data

Transfer the contents of the "AmiBroker" folder from the external medium to the "AmiBroker" folder on the new machine C: Transfer the "Trading Data" folder to the new machine c: Install the Premium Data updating application on the new machine get the program installer from the Downloads area of our website.

Configure the Premium Data updating application so that its recognizes the data history location open the application, click the Configuration tab and make sure that the entry for "Stocks Folder" reads - "c: Run an update with the updating application. Run the Amibroker integration script which you can get from the Downloads area of our website. How do I setup ASX Delisted stocks? Show ASX Delisted Stock Setup Hide ASX Delisted Stock Setup We do not officially support the ASX delisted securities within AmiBroker due to code overlap issues whereby new stocks having the same symbol as delisted stocks cannot co-exist in the same database.

Work is underway to resolve the overlapping code issue. However, if you still want to access them and understand this limitation you can add them to your database by clicking: How do I backtest on delisted data? Assuming you have purchased your delisted data installed and updating within the Premium Data program, follow these steps: Hide ASX Delisted Stock access Ensure you complete the steps shown above in "How do I setup ASX Delisted Stocks" In your backtest formula, you will have a Buy condition After running a backtest I still have an open position in a delisted stock.

How can I get my backtest to exit this position? Sometimes when you are backtesting with data that includes delisted stocks, you end up with an open position that is never closed.

Here is some code that should be added to your trading system to simulate exiting the position on the final bar: How can I remove them? In AmiBroker there is an option under the View menu to "Pad non-trading days". If you uncheck this your charts will go back to normal.

amibroker futures data

Futures can only be traded in whole contracts i. Backtests on Futures can be quite sensitive to this setting. Here are some things that you can check: Do you have enough equity to cover the margin required for a round lot? If your base currency is different to the currency of the Futures contract then your available equity may have been reduced due to the currency conversion. When backtesting, Error 47 occurs. When SetForeign is used, AmiBroker needs to keep the contents of the foreign symbol referenced in SetForeign in its in-memory cache.

If the number of foreign symbols accessed exceeds the cache size then error 47 will be given. Ensure that the max symbols and max megabytes has enough size to cache all symbols. Where can I get help on using AmiBroker?

For help with using AmiBroker see the AmiBroker website. The AmiBroker staff are also quick to respond to support emails. Some great books have been written on trading systems that use AmiBroker as the underlying anlaysis software by Howard Bandy. There are also some AmiBroker user forums available on the Internet - The Official AmiBroker Forum , the old AmiBroker Yahoo Group this group is due to be archived in July - all content from remains searchable , and the Unofficial AmiBroker Users Forum.

Other generic forums also have threads on AmiBroker coding including: Aussie Stock Forums Software and Data , EliteTrader and Trade2Win.

Should you require it, paid assistance is also available from AmiBrokerCoding.

Com , TheChartist and Alvarez Quant Trading. Click here for some examples. Here was how it was fixed. Click here for instructions. Show ASX Delisted Stock Setup. Hide ASX Delisted Stock Setup. Hide ASX Delisted Stock access. Hide US Delisted Stock access. Using Our Data With AmiBroker Overview Requirements Installation FAQ Known Issues ARE THERE ANY??? Installation There are separate integration scripts for each of our ASX, US, Futures and Forex services.

You can manually add the symbol maintenance script to the Tools menu as follows: Here was how it was fixed Hide Click Start, All Programs, Accessories, right-click on Command Prompt, and then click Run as Administrator. Click here for instructions Hide instructions Step 1: Hide US Delisted Stock access In your backtest formula, you will have a Buy condition Then run your backtest against All securities no filter set After running a backtest I still have an open position in a delisted stock.

US-PremiumData I currently have a trial subscription and would like to subscribe to your service. There is no functional difference between a free trial and a daily update subscription with our service. Just subscribe and keep updating as you did before - there is no need to download or install anything. However, if you decide to upgrade your data history, you will need to download and install a fresh extended data history.

How can I see the ASX delisted stocks? We don't officially support the ASX delisted securities within AmiBroker due to code overlap issues. I no longer require ASX ETO's in my AmiBroker database. To remove the ETO's from AmiBroker you will need to do the following: With AmiBroker and Premium Data closed, delete the "C: Open Premium Data, go to the Configuration tab and uncheck the boxes for "Warrants" and "Exchange Traded Options" on the right, about half way down.

Hit save and then do an update in Premium Data. This will remove the ETO's from AmiBroker but not any "company issued" options.

The Premium Data application is saying that AmiBroker is still open but it isnt'. If the Premium Data application is saying that AmiBroker is still open but you can't see it, then it is likely that AmiBroker did not shut down properly when you last closed it, and it is actually still running in the background.

If you know how to, you can end the "Broker. Why is the FX Tick size pip 0? We provide the Tick sizes for our futures data as well as the Margins and Point Values because each exchange has specified these values and they are the same for everyone. However, we cannot automatically provide the pip in the Tick size field for FX because the value is not the same across all of the various FX brokers - therefore different clients will require different pip sizes and point values.

So specifying a tick size for Stocks only makes sense if you are trying to generate specific price levels instead of calculated ones. If you were in Japan and dealing in Yen for example, you would set the tick size or define the global tick size to 1 - because you can't have a fraction of a Yen.

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