Topic: Defining a custom ASCII file format
Hello Popov
i noticed that data folder in forex strategy builder contains IBM stock data which has different format of ASCII
So how many ASCII data format supported by FSB
- Popov
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Re: Defining a custom ASCII file format
This is the full answer:
SpacePattern = @"[\t ;,]";
DatePattern = @"\d{1,4}[\./-]\d{1,4}[\./-]\d{1,4}";
TimePattern = @"\d{1,2}(:\d{1,2}){1,2}";
PricePattern = @"\d+([\.,]\d+)?";
VolumePattern = @"\d{1,10}";Separator between columns can be tab, space, semicolon or comma
Date can be three groups of digits separated by point, dash or '/' : 2012-03-21, 12.03.21, 12/2/1
Price can be with decimal point or without one: 1.234 or 1,234 or 1234
Volume must be an integer number 1 to 10 digits
Re: Defining a custom ASCII file format
hello popov and thanks for the answer , May you ease the instrument name to be able to read any name for example names containing "^" and "." .
Also may you add the option of sub-folder in data directory.
Regards
- Popov
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Re: Defining a custom ASCII file format
Forex names are fixed to 6 chars.
Sub-folders of Data folder are called "Data Sources" in FSB Pro, Data sources also comprise all symbol settings of its data.
Re: Defining a custom ASCII file format
Popov wrote:
Forex names are fixed to 6 chars.
Sub-folders of Data folder are called "Data Sources" in FSB Pro, Data sources also comprise all symbol settings of its data.
I know But i considering trade with interactive brokers now and they offer global stocks plus forex as well this is why iam asking to make FSB more fixable in reading the instruments names , if that happens the FSB itself will have more benefits for any market and BTW this small modification will spread the use of FSB hugely
Regards And thanks for the great job
- Popov
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Re: Defining a custom ASCII file format
What names do you want to use?
Re: Defining a custom ASCII file format
Note : ''and its not an Ad to the software '' iam using Mldownloader to obtain EOD data , AND they have a good ASCII editor , one of the options there when selecting the name of file ( either Name or Symbol or both ) iam selecting both so the format comes like that (Stock Name_Symbol)
this come with empty Spaces , Dots ,^ ,_,- ,& and numbers) also it comes with no 1440 at the end of the name
Example Nasdaq 100 stocks
Nasdaq 100_^NDX
Activision Blizza_ATVI
Apple Inc._AAPL
Bed Bath & Beyond_BBBY
O'Reilly Automoti_ORLY
Regards
8 2013-02-02 09:45:17 (edited by ahmedalhoseny 2013-02-02 09:58:24)
Re: Defining a custom ASCII file format
TO make FSB read these names i have to edit the stock files every day when the price get updated
I used advanced renamer which is a free software to rename bulk amount of files So for example
Apple Inc._AAPL Becomes AppleIncAAPL1440
O'Reilly Automoti_ORLY Becomes OReillyAutomotiORLY1440 but this process couldnot be done every day or even every week using 100s of stock data
With these steps i managed to export and edit 10 historical stock data and FSB read them perfectly
It will be better if FSB manage to read these names without the external editing process
Regards
9 2013-02-02 09:50:48 (edited by ahmedalhoseny 2013-02-02 09:55:33)
Re: Defining a custom ASCII file format
mldownloader ASCII format setup that can be used with FSB attached
Re: Defining a custom ASCII file format
Data after editing works fine with FSB
- Popov
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Re: Defining a custom ASCII file format
I can easily allow FSB to read no-forex symbols (Stocks, Indexes) containing requested by you symbols.
But adding the numerical representation of the period (1, 5, 15,... ,1440) is obligatory. There is no other way for FSB to know what data period is in a file.
Without '1440', FSB must open and read all files in order to determine the period and this will be unpractical.
Re: Defining a custom ASCII file format
It will be nice At least we need only to add 1440 at the end of file name . Thanks in advance
Another idea i dnonot if it is applicable or not !!
The idea is : to write a function that will add 1440 to (only EOD stock data from FSB instrument editor ) ??
Thanks again
Re: Defining a custom ASCII file format
I managed to convert stock data EOD using Mldownloader and text editor to make it compatible with FSB
i applied it on Nasdaq Composite Stocks and it works fine
i uploaded data here if any one interested to test
http://www.4shared.com/rar/wqi3H8Rw/Nasdaq_Composite.html?
Re: Defining a custom ASCII file format
1st notice : to edit instrument for each stock one by one it will be a time wasting for 100s of stocks , Do you have a way to edit multiple instruments and/or edit instruments by folder not one by one !!!
Another Notice Regarding to ambiguous bars why all stocks come with that huge number of ambiguous bars
Regards
15 2013-02-06 11:24:39 (edited by ab 2013-02-06 11:25:30)
Re: Defining a custom ASCII file format
The reason that you are seeing so many ambiguous bars is likely that you don't have any intraday data loaded (ie. you only have the EOD bars). When there are times when FSB needed to perform actions inside a bar, and if there is no intraday data to support the backtester, the bar is marked as ambiguous.
Some further information on this is available at http://forexsb.com/wiki/fsb/manual/ambiguous_bars and http://forexsb.com/wiki/fsb/manual/scanner.
I would suggest trying to find some stock data that you can get EOD and intraday data files for, and then run some tests in FSB to see if the accuracy is improved. Not sure about how to do this with mldownloader, although I have successfully used non-FX data in FSB using QCollector as per the documentation available at http://forexsb.com/wiki/fsb/manual/iqfeed_esignal_data.
ab