Although you can use Polygon data to import into Amibroker, IQFeed is a better choice, simply because it's so much faster.

There's a IQFeed plugin for Amibroker, so simply create a database and point to IQFeed, and away you go.

For my backtesting database, I have a specific way I like to perform backfills.

It's tempting to check the Wait for Backfill checkbox for every backtest you run, but I do something different.

Instead of backfilling as part of every backtest I run, I leave that box UNchecked.

I have a specific AFL file I use for backfilling everything in the database. I run this only periodically, when needed.

Remember, this is the backtesting database - you don't necessarily need the most up to date data every time you run a backtest.

Here's a summary of what I do:

• All my analysis windows for backtests and explorations have the Wait for Backfill checkbox disabled
• I manually disconnect the datafeed for most operations
• When I want to backfill the database, I wait until after hours, Reconnect the datafeed, and backfill all symbols using my backfill_only.afl script (see below)
• Once it's complete, I manually disconnect the datafeed again

Here's the backfill_only.afl script I use - basically it does nothing:

Buy = 0;
Sell = 0;
Short = 0;
Cover = 0;
Filter = 0;

I save this to a backfill_only.apx file with the following settings saved:

• Wait for Backfill checked
• Apply To All Symbols
• Range: 1 Recent Bar(s)

To populate 10 years of 1 minute bar data for all US stocks in a new Amibroker database takes around 2 hours.

To do an incremental backfill of an existing database takes significantly less time.

Here's a video explaining my setup and this procedure: