NexusFi: Find Your Edge


Home Menu

 





Best platform for Backtesting own CSV files


Discussion in Platforms and Indicators

Updated
      Top Posters
    1. looks_one FAUGH45568 with 11 posts (0 thanks)
    2. looks_two Big Mike with 9 posts (1 thanks)
    3. looks_3 Lornz with 3 posts (0 thanks)
    4. looks_4 kamicrazy with 2 posts (1 thanks)
    1. trending_up 9,921 views
    2. thumb_up 2 thanks given
    3. group 3 followers
    1. forum 26 posts
    2. attach_file 0 attachments




 
Search this Thread

Best platform for Backtesting own CSV files

  #11 (permalink)
FAUGH45568
ireland
 
Posts: 18 since Mar 2011
Thanks Given: 3
Thanks Received: 1

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?

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Better Renko Gaps
The Elite Circle
Trade idea based off three indicators.
Traders Hideout
What broker to use for trading palladium futures
Commodities
REcommedations for programming help
Sierra Chart
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
 
  #12 (permalink)
 
Lornz's Avatar
 Lornz 
Oslo, Norway
 
Experience: Advanced
Platform: CQG, Excel
Trading: CL
Posts: 1,193 since Apr 2010


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..

Visit my NexusFi Trade Journal Reply With Quote
  #13 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,469 since Jun 2009
Thanks Given: 33,249
Thanks Received: 101,669



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



Join the free Markets Chat beta: one platform, all the trade rooms!

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #14 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,469 since Jun 2009
Thanks Given: 33,249
Thanks Received: 101,669


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



Join the free Markets Chat beta: one platform, all the trade rooms!

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #15 (permalink)
FAUGH45568
ireland
 
Posts: 18 since Mar 2011
Thanks Given: 3
Thanks Received: 1


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

Reply With Quote
  #16 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,469 since Jun 2009
Thanks Given: 33,249
Thanks Received: 101,669


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



Join the free Markets Chat beta: one platform, all the trade rooms!

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #17 (permalink)
 
Lornz's Avatar
 Lornz 
Oslo, Norway
 
Experience: Advanced
Platform: CQG, Excel
Trading: CL
Posts: 1,193 since Apr 2010


Big Mike View Post
Amibroker is C# right?

Mike

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

Visit my NexusFi Trade Journal Reply With Quote
  #18 (permalink)
FAUGH45568
ireland
 
Posts: 18 since Mar 2011
Thanks Given: 3
Thanks Received: 1

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..

Reply With Quote
  #19 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,469 since Jun 2009
Thanks Given: 33,249
Thanks Received: 101,669


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



Join the free Markets Chat beta: one platform, all the trade rooms!

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #20 (permalink)
FAUGH45568
ireland
 
Posts: 18 since Mar 2011
Thanks Given: 3
Thanks Received: 1


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

Reply With Quote




Last Updated on July 21, 2011


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts