"How can I split data across multiple Amibroker databases?"
By Dave Mabe
Here's a question from Jason D. (name used with permission, edited lightly for clarity):
Jason D.
After obtaining the full 24 years of minute bar data, what is the recommended way to parse or divide it into the five separate databases (each containing about 5 years of data)? Is there a specific tool inside of Amibroker to use?
Dave:
By default, I recommend putting all your data into a single backtesting database in Amibroker.
But there are reasons you might want to split it across multiple databases.
For example, your computer doesn't have enough resources to run a large backtest.
In this case, you could create separate databases for X year segments (say, every 5 years).
You could then choose the database to run your backtest on and generate a CSV file per database, then merge the results into a single CSV file.
You could even create a Python script to run each Amibroker backtest programmatically through the Amibroker COM interface.
There are command-line parameters for Amibroker to open a specific database:
C:\Program Files\AmiBroker>broker /database "C:\path\to\database"
Another reason is for pure efficiency purposes - I'll explore this tomorrow.
Thanks for the question, Jason!
-Dave
P.S. Do you wish you had a column library that would tell YOU how to make your strategy profitable? My column library is now included with MabeKit.