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Re: [GT] was posted at [system-traders] Some database questions

apparently an anonymous hacker now known as dark shadow writes:

    * /To/: system-traders AT geniustrader.org
      <mailto:system-traders_AT_geniustrader.org>
    * /Subject/: [system-traders] Some database questions
    * /From/: Dark Shadow <darkshadow200710 AT gmx.de
      <mailto:darkshadow200710_AT_gmx.de>>
    * /Date/: Thu, 21 Feb 2008 15:40:44 +0100
    * /Message-id/: <1203604844.5963.35.camel

AT
frabla-laptop <msg00199.html>>

    * /Reply-to/: system-traders AT geniustrader.org
      <mailto:system-traders_AT_geniustrader.org>,Dark Shadow
      <darkshadow200710 AT gmx.de <mailto:darkshadow200710_AT_gmx.de>>

------------------------------------------------------------------------
Hello first i want to apologize that i dont use my real name, but i want to hide my identity. 
I have a Metastock database generated with MLdownloader which uses yahoo
quotes to build the database. I have compiled the cpp file which has
been delivered in this Mailinglist.
But when i use it with the call : ./backtest.pl TFS[30,7,7] AIX.DE the following errors are repeated for every symbol Argument "J : 13\n" isn't numeric in numeric lt (<) at ../GT/Tools.pm 
line 92.
Argument "Symbol : ES6.DE\n" isn't numeric in numeric lt (<)
at ../GT/Tools.pm line 92.

It would be great if somebody could give an example how to use the
metastock database tool.

Second problem i have right now is i dont understand how to set up a
text database. There could be two ways to do that. 

1. For every security one big csv file which contains every date.
   If i want to use the data delivered at
http://ratedata.gaincapital.com/ i have the problem that i must manually
connect all the monthly files to years which would result in a very
large csv file and maybe perl cannot handle such a big file size.
Joao mentioned in his post that he has a script to convert from tick
data to other time formats see
http://www.geniustrader.org/lists/system-traders/msg00172.html


2. To all the files containing the information for only one security
into one folder, and the text database scripts scans them automatically
and orders them automatically by date. I dont know if that is possible
and how i can tell GT::Data to do that.

Last but not least i want to tell you about my intention for using GT.
It is easy do buy a good charting software which incorporates a
scripting language to build systems in a easy way. But when it comes to
automatic trading most of those languages are week. They are just good
for testing. So here comes a bunch of Perl scripts called GeniusTrader.
It is my intention to set up a server with GeniusTrader which performs
the task to create and deliver trading signals to a website called
collective2.

I have a background in C++ but dont know anything about perl yet.
So i give me 1 year time to solve that task and because of safty i will
double that time because things normally dont run best.

Any suggestions of how to deal with such a task are very welcome.
Best Regards 


aloha dark

first off it's just a fluke i saw your posting, i don't subscribe to
the traders list. if you've looked at that lists archives you will see
it doesn't get much in the way of question-answer.

but since you took the time to post and are having some sort of issue
getting backtest to work i'll see if i can help you. but please post
to the devel list.


I have a Metastock database generated with MLdownloader which uses yahoo
quotes to build the database. I have compiled the cpp file which has
been delivered in this Mailinglist.


sorry -- but i don't understand what MLdownloader which uses yahoo quotes
to build the database.

nor do i understand about the cpp file ... as far as i know gt is all perl.

please provide file names or some other solid reference so i (we) can
work out what the nature of the problem is.
But when i use it with the call : ./backtest.pl TFS[30,7,7] AIX.DE the following errors are repeated for every symbol Argument "J : 13\n" isn't numeric in numeric lt (<) at ../GT/Tools.pm 
line 92.
Argument "Symbol : ES6.DE\n" isn't numeric in numeric lt (<)
at ../GT/Tools.pm line 92.


ok -- it looks to me like you've got some sort of database and therefore
have a file $HOME/.gt/options which identifies the database.

if you're using a text (file) based system you likely need to define
the columns correctly in your options file . perl plain old documentation
(pod) can be had using perldoc -t <perl_file> you might read up on these
database interfaces:
  GT/DB/Text.pm, GT/DB/CSV.pm, GT/DB/MetaStock.pm
you don't really indicate which you're trying to use.

you might also consider looking at the sample data in file 13000.txt

is there a reason you aren't using GT/DB/MetaStock.pm?

as far as your other questions about databases:
* the text db uses 1 file per security and timebase
* a database user interface (like bean, pg or genericdbi) relies on
  the underlying database engine (whatever is being used) to provide the data

if you need more assistance getting your database working please provide
complete details so i (we) can better help.
things like copy of $HOME/.gt/options, a fragment of the database (if it is
file (text) based.

best of luck

ras