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[system-traders] Some database questions
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