I have some proprietary indicators in Tradestation that I need to get into Amibroker in 60min, Daily and Weekly intervals. I built a data-export app in TS and now have the SP500 constituents' data for these indicators, bar-by-bar, for all three time frames, going back for 10+ years. I then built an exploration script in Amibroker that reads all of these files and assigns each indicator value bar-by-bar to staticvars. The key being something like: "myIndicator_AAPL_60min_DateNum_TimeNum" and the value being the indicator value for that particular bar. I then built an AB reader/backtester script that can assign these staticvars to arrays for bar-by-bar analysis and backtesting.
The issue is that it works for a handful of symbols ok, but populating the staticvars from files for the entire SP500 takes hours and also AB becomes really bulky and cumbersome. I've check my system resources and AB grows to be many gigs. I am thinking this solution will not work now....
I have read about other people trying to do this but have found no solutions other than Aux1 and Aux2, which are not enough fields. I need about twenty fields, not two.