Data from Excel to TB

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
Post Reply
mannick
Contributor
Contributor
Posts: 2
Joined: Sun Dec 05, 2010 10:27 am

Data from Excel to TB

Post by mannick » Thu Jun 16, 2011 5:36 pm

I have price data from a non exchange traded market which I would like to back test in TB.

Does anyone know if there is a way to convert data from an excel sheet into the format needed to create instruments in TB?

Any guide would be much appreciated.

M

cryder
Roundtable Knight
Roundtable Knight
Posts: 101
Joined: Tue Jul 22, 2008 5:02 am
Location: Melbourne, Australia

Post by cryder » Thu Jun 16, 2011 5:52 pm

Have a look for LoadExternalData, LoadSymbol, LoadIPVFromFile functions in the Builder Users guide.

rgd
Roundtable Knight
Roundtable Knight
Posts: 396
Joined: Thu Aug 10, 2006 5:21 pm

Post by rgd » Thu Jun 16, 2011 7:01 pm

if it has dates, and a price series, be sure to copy the price series into 4 columns representing open,high,low,close and save it as a .csv file in the appropriate folder.

mannick
Contributor
Contributor
Posts: 2
Joined: Sun Dec 05, 2010 10:27 am

Post by mannick » Fri Jun 17, 2011 6:44 am

Thanks very much for the inputs, will have a look in to that!

ES
Roundtable Fellow
Roundtable Fellow
Posts: 97
Joined: Mon May 05, 2003 1:02 am

intra day data - minute data

Post by ES » Wed Jun 22, 2011 7:41 am

Can TB handle data for minute time frames such as 4 minute or 15 minute time lines? Next, can TB also handle simultaneous long short positions?

sluggo
Roundtable Knight
Roundtable Knight
Posts: 2986
Joined: Fri Jun 11, 2004 2:50 pm

Post by sluggo » Wed Jun 22, 2011 9:49 am

Answers to questions about what Trading Blox can and cannot do, may be found here: http://www.tradingblox.com/Manuals/Trad ... 0Guide.pdf

You might also enjoy reading the posts on this forum written by member "babyturtle" .
Attachments
Year_2008.png
Year_2008.png (10.39 KiB) Viewed 2974 times

Tim Arnold
Site Admin
Site Admin
Posts: 8500
Joined: Tue Apr 06, 2004 1:41 pm
Location: Boston, MA
Contact:

Post by Tim Arnold » Wed Jun 22, 2011 2:01 pm

Yes TB can handle multiple intraday timeframes. Each system can only be long or short a market, but multiple systems can be tested at the same time so a market can be long and short at the same time.

ES
Roundtable Fellow
Roundtable Fellow
Posts: 97
Joined: Mon May 05, 2003 1:02 am

feedback

Post by ES » Wed Jun 22, 2011 11:17 pm

Thanks Tim and yes Sluggo we're finally taking the plunge.

Post Reply