Amibroker to Metastock data export

mrkanitkar

Well-Known Member
#1
Anyone interested to export Amibroker data to Metastock?
You can use this AFL and set time interval in backtesting settings and click on scan. It will export data in CSV file. You can use asc2ms or metastock downloader to import data in MS format.
-------------
// Originally By Barry Scarborough 7/14/2008, updated to handle large files 8/30/08
// Modified by 8/1/2012 Maheshwar Kanitkar & Santosh Gadre for exporting data in metastock format.
// Output symbols will be less than 14 character to work with MS. Also we added Period as 1 min, which is hardcoded.


// #### READ THIS FIRST #### READ THIS FIRST #### READ THIS FIRST #### READ
//THIS FIRST #### READ THIS FIRST ####
// Export intraday and EOD data to .csv files
// One file for each stock but the symbol name must be a valid Microsoft file Name OR you will have to modify it, see code below to change Name
// if the data exceeds 65500 lines it will be broken into separate files up to 327,500 lines OR about 227 days of 24 Hour, one Minute data
// This will create a directory C:\AmiBackup
// Select your symbols to export with the "Apply to" filter in AA window, to save data base use all symbols AND all quotes
// Make sure the chart is on the period you want to save
// Select the same timeframe period you want to save as using the AA "Settings"
// Press Scan button
//

// created a directory on your C drive named AmiBroker data backup
dayhours = ParamToggle("Day hours only", "No|Yes");
fmkdir("c:\\AmiBackup\\");
SetBarsRequired(100000,100000);
lname = Name(); // gets the name of the symbol
// note: if you have names with invalid characters like / you must rename the file before you try to create a Name
// add an IF line for each symbol you need to rename
if (lname == "ER2U8-GLOBEX-FUT") lname = "ER2U8GLOBEXFUT";

lname1 = StrReplace(lname , "12", "" );
lname = lname1;
lname1 = StrReplace(lname , "00", "" );
lname = lname1;

fh = fopen( "c:\\AmiBackup\\" + lname + ".csv", "w");
//PER = GetOption("Periodicity");
PER=1;
PERs= StrFormat( "%g", PER );

if( fh )
{
if(Interval() == inDaily OR Interval() == inMonthly OR Interval() ==
inWeekly)
{
fputs( "Ticker,PER, Date,Open,High,Low,Close,Volume \n", fh );
for( i = 0; i < BarCount; i++ )
{
y = Year();
m = Month();
d = Day();
fputs( lname + "," , fh );
fputs( PERs + "," , fh );

ds = StrFormat("%02.0f%02.0f%02.0f,", y[ i ], m[ i ], d[ i ] );
fputs( ds, fh );
qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i
],V[ i ] );
fputs( qs, fh );
if(i == 65500 OR i == 130000 OR i == 196500 OR i == 262000)
{
fclose( fh );
if(i == 65500 ) fh = fopen( "c:\\AmiBackup\\" + lname + " A.csv", "w");
if(i == 130000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " B.csv", "w");
if(i == 196500 ) fh = fopen( "c:\\AmiBackup\\" + lname + " C.csv", "w");
if(i == 262000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " D.csv", "w");
}
}
}
else // intraday so add time field
{
fputs( "Ticker,PER,Date,Time,Open,High,Low,Close,Volume \n", fh );
y = Year();
m = Month();
d = Day();
r = Hour();
e = Minute();
n = Second();

for( i = 1; i < BarCount; i++ )
{
if (dayhours AND LastValue(TimeNum()) >= 92900 AND LastValue(TimeNum()) <=
161500)
{
fputs( lname + "," , fh );
fputs( PERs + "," , fh );
ds = StrFormat("%02.0f%02.0f%02.0f,", y[ i ], m[ i ], d[ i ] );
fputs( ds, fh );

ts = StrFormat("%02.0f:%02.0f:%02.0f,", r[ i ],e[ i ],n[ i ] );
fputs( ts, fh );

qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i
],V[ i ] );
fputs( qs, fh );
}
else
{
fputs( lname + "," , fh );

fputs( PERs + "," , fh );

ds = StrFormat("%02.0f%02.0f%02.0f,", y[ i ], m[ i ], d[ i ] );
fputs( ds, fh );

ts = StrFormat("%02.0f:%02.0f:%02.0f,", r[ i ],e[ i ],n[ i ] );
fputs( ts, fh );

qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i
],V[ i ] );
fputs( qs, fh );
}
if(i == 65500 OR i == 130000 OR i == 196500 OR i == 262000)
{
fclose( fh );
if(i == 65500 ) fh = fopen( "c:\\AmiBackup\\" + lname + " A.csv", "w");
if(i == 130000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " B.csv", "w");
if(i == 196500 ) fh = fopen( "c:\\AmiBackup\\" + lname + " C.csv", "w");
if(i == 262000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " D.csv", "w");
}
}
}
fclose( fh );

}

// ShellExecute("C:\\MoveDataFromAMI2MS.bat","",""); // calling asc2ms for file conversion in metastock format.

//ShellExecute ("asc2ms.exe", "-f C:\\AmiBackup\\GOLDM12AUGFUT.csv -r r -O C:\\AmiBackup\\RT --forceWrite=yes", "showcmd=1");

Buy = 1;
-------------------
 
#2
Hi, Thanks for providing this afl

This afl only providing csv file. How to use these two lines, to convert to metastock file.

// ShellExecute("C:\\MoveDataFromAMI2MS.bat","",""); // calling asc2ms for file conversion in metastock format.

//ShellExecute ("asc2ms.exe", "-f C:\\AmiBackup\\GOLDM12AUGFUT.csv -r r -O C:\\AmiBackup\\RT --forceWrite=yes", "showcmd=1");

Please provide MoveDataFromAMI2MS.bat file

Regards
John
 

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