Re: RE : Re: [GT] backtesting intraday question

["Robert A. Schmied" <ras AT acm.org>]

godbillot sam wrote:
> Hi.
>
> That's fine, you just confirm my first feeling: GT is not ready for
> playing with Intraday data. I saw that there is some things in
> DateTime.pm which were not very clean, and not very easy to debug. On
> way might be to convert my intraday data in "classical" data, but
> it's not very nice ;).

although i've not tried it, it should be possible to use intraday data
in timeframes of day and larger (and for the most part the *.pl scripts
should do that automatically. the largest issue (well one of many probably)
will the size of the data set, depending of course on it's time resolution.

> Until now, I was just using day to day market data to play with
> stocks, using a Beancounter database structure, but now I'm trying to
> play with Forex and Futures/CFD in intraday, so that's why I'm trying
> to make Intraday stuff working.

seems to me joao costa was (is) doing similar forex stuff. you might
want to review the pod and code in gt/db/text.pm and review list
messages from him about that same module (time frame is around 
end of jan 2005 and message subject Intraday support)

if you find there are patches he submitted that failed to be added
to the repository (or if you find and fix bugs) please let the list
know.

best of luck

aloha

ras

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