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Converting historical (EOD daily data) to Zorro #457190
01/04/16 05:21
01/04/16 05:21
Joined: Feb 2014
Posts: 181
R
RTG Offline OP
Member
RTG  Offline OP
Member
R

Joined: Feb 2014
Posts: 181
I have S&P500 data daily data going back to 1950 in a csv file which would be worthwhile for backtesting longer duration strategies. Aside from breaking it up into years, what else do I need to use it in Zorro?

I couldn't add to this message as a file as it was too big.

Here is a sample of the data as is.

Date Open High Low Close Volume Adj Close
4/29/11 1360.14 1364.56 1358.69 1363.61 3479070000 1363.61
4/28/11 1353.86 1361.71 1353.6 1360.48 4036820000 1360.48
4/27/11 1348.43 1357.49 1344.25 1355.66 4051570000 1355.66
4/26/11 1336.75 1349.55 1336.75 1347.24 3908060000 1347.24
4/25/11 1337.14 1337.55 1331.47 1335.25 2142130000 1335.25
4/21/11 1333.23 1337.49 1332.83 1337.38 3587240000 1337.38
4/20/11 1319.12 1332.66 1319.12 1330.36 4236280000 1330.36
4/19/11 1305.99 1312.7 1303.97 1312.62 3886300000 1312.62
4/18/11 1313.35 1313.35 1294.7 1305.14 4223740000 1305.14
4/15/11 1314.54 1322.88 1313.68 1319.68 4223740000 1319.68
4/14/11 1311.13 1316.79 1302.42 1314.52 3872630000 1314.52
4/13/11 1314.03 1321.35 1309.19 1314.41 3850860000 1314.41
4/12/11 1321.96 1321.96 1309.51 1314.16 4275490000 1314.16
4/11/11 1329.01 1333.77 1321.06 1324.46 3478970000 1324.46
4/8/11 1336.16 1339.46 1322.94 1328.17 3582810000 1328.17
4/7/11 1334.82 1338.8 1326.56 1333.51 4005600000 1333.51


Last edited by RTG; 01/04/16 05:22.
Re: Converting historical (EOD daily data) to Zorro [Re: RTG] #457191
01/04/16 07:48
01/04/16 07:48
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,986
Frankfurt
The Convert.c script converts YAHOO data.

Re: Converting historical (EOD daily data) to Zorro [Re: jcl] #457204
01/05/16 04:37
01/05/16 04:37
Joined: Feb 2014
Posts: 181
R
RTG Offline OP
Member
RTG  Offline OP
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R

Joined: Feb 2014
Posts: 181
That worked perfectly.


Moderated by  Petra 

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