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convert metastock to something more useful
Rank: Newbie
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Joined: 10/22/2011(UTC)
Posts: 2
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Hello,
I'm writing an indicator based trading system which is basically one big set of scripts around my indicator functions implemenred in R.
Before going live with my system I want to fix some problem spots, one of them being the data side, for which I use The Downloader and some python scripts to get the data in shape for R. Apart from the performance of my python solution being DREADFUL my biggest worry is that I haven't fully understood the metastock format, and completely reverse-engineering it takes too much time.
So I was wondering if the community has come up with solutions that fit my needs, a SCRIPTABLE tool that takes metastock data and outputs time series in .csv format. If that tool would let me configure or choose what symbols to export, that would be the icing on the cake.
Thanks in advance
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Rank: Advanced Member
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Joined: 5/13/2005(UTC)
Posts: 715
Location: Midwest, USA
Was thanked: 1 time(s) in 1 post(s)
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So, the only part of Metastock you use is The Downloader, as a batch conversion tool? You'll need a Windows scripting tool, like AutoIt. FWIW, rather than "reverse-engineer" the file specs, you could always get the Developer Kit, which should have them.
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Rank: Newbie
Groups: Registered, Registered Users, Subscribers
Joined: 10/22/2011(UTC)
Posts: 2
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Thanks for the reply. I found this: MetaStock Custom User Interface Utility
and this:
Re: How to have a symbol list of a directory?
http://freshmeat.net/projects/atem I think I'll give them a try. I tried autoit today and I must say it's more than fragile.
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 5/13/2005(UTC)
Posts: 715
Location: Midwest, USA
Was thanked: 1 time(s) in 1 post(s)
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>>I tried autoit today and I must say it's more than fragile.
Hmmm. I found it to be quite robust, awhile ago; when running multiple walk-forward Monte-Carlo simulations between Metastock, TradeSim and Excel.
As I recall, there were a few caveats before I got things running smoothly -- stuff like always maximizing the main window, making sure an app was selected, etc. I did more customized scripting than just "record & playback" macro stuff, FWIW.
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convert metastock to something more useful
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