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.
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mannick
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Data from Excel to TB

Post by mannick »

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
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Post by cryder »

Have a look for LoadExternalData, LoadSymbol, LoadIPVFromFile functions in the Builder Users guide.
rgd
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Post by rgd »

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
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Post by mannick »

Thanks very much for the inputs, will have a look in to that!
ES
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intra day data - minute data

Post by ES »

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
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Post by sluggo »

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" .
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Tim Arnold
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Post by Tim Arnold »

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
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feedback

Post by ES »

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