Forex Hourly and minute data import

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Forex Hourly and minute data import

Postby fcardix » Sat Dec 01, 2012 1:41 pm

It is possible to import and use FOREX hourly and minute based candlestick quotes from ascii files ?
Thanks
Francesco
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Re: Forex Hourly and minute data import

Postby Overload » Sat Dec 01, 2012 6:46 pm

Sorry, but no. StrataSearch can use EOD data only.

Pete
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Re: Forex Hourly and minute data import

Postby mandelmus » Sun Jan 13, 2013 4:12 am

Well, here is what I do:
> download your intraday data ... this will probably be in the *.csv file format
> convert your intraday data to daily (EOD) data using my spreadsheet (https://www.dropbox.com/s/225ob38aii2cj ... earch.xlsx) and the following instructions:

Instructions for using the spreadsheet (also included with spreadsheet)
> Paste your intraday data into columns A through G
> Columns I through O will automatically reformat your data for StrataSearch
> Copy the contents of Column O only (excluding the header row) and paste it (as "values" only ) into the top of column A on a new spreadsheet
> Without closing the new spreadsheet, save the new spreadsheet as a unique_symbol_name.csv (e.g., AAPL30MIN.csv) ... your csv file may not import properly if you save it first as an *.xlsx and then re-save it as *.csv
> Use StrataSearch to import your new "symbol" in the following way ... "StrataSearch > File > Import Prices > Source Type: (ASCII format) > Directory: (browse to the folder that contains the*.csv file you just created ... make sure that folder only contains your newly-created symbol files or StrataSearch will try to import your non-symbol *.csv files) > Delimiter: (Comma) > Symbol: (From Filename) > Product (whatever is appropriate) > Record Layout: (Date MDY ... make sure this matches the date format of your csv file, Open Price, High Price, Low Price, Close Price, Volume) > Bypass Header: (Yes if you left the header, NO if you removed the header line) > OK"
> Let StrataSearch import and process the new data file so it will be available for analysis

Just remember, you will have to repeat the steps above periodically, as StrataSearch will not be able to automatically update the data in that file.

Some observations: I have not done a lot of analysis on intraday data with StrataSearch, but I will share what I have noticed, so far. On stock symbols where intraday price movement is not as volatile as daily price movement, StrataSearch struggles to produce results as good as daily data from the same symbol over the same period. Perhaps that's because I have not yet learned how to properly configure StrataSearch for intraday use (I know SS was not intended for intraday analysis, but there may be some settings which improve intraday search results). Also, the flat (low-volume, low-volatility) lunch-time trading period may be reducing strategy performance. I might try creating data files containing only the first 2-3 hours of morning trading (typically, the more volatile trading period). Forex currency pairs also have their periods of higher and lower volatility, so consider those as well.
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