Tradestation data question

trader3cnd · Oct 15, 2008

Does anyone know how I can easily export intraday data from TS in a .txt file with the following format?

YYYYMMDD, TIME, OPEN, HIGH, LOW, CLOSE, VOLUME

Is there any way NOT to have a header in the data?

Thank you in advance...

StratOpt · Oct 23, 2008

I have included a function that I wrote which will allow you to specify different date formats.

Usage will be as follows for your supplied case:

print( file( "C:\MyFile.txt" ), DateFormat( "YYYYMMDD", ""), ",", time, ",", O, ",", H, ",", L, ",", C, "," V );

As for a header, if you don't build a header then it won't have one.

amar_gr · Apr 22, 2009

Need help in using the Dateformat.eld

StratOpt said:
I have included a function that I wrote which will allow you to specify different date formats.

Usage will be as follows for your supplied case:

print( file( "C:\MyFile.txt" ), DateFormat( "YYYYMMDD", ""), ",", time, ",", O, ",", H, ",", L, ",", C, "," V );

As for a header, if you don't build a header then it won't have one.

I am new to using easylanguage, please guide me how to use the dateformat.eld to export data.

I am trying to export 1minute data for YM. and am using TS 8.3. I have been able to import the .eld into TS, but am stuck beyond this.

Thanks in advance for your help.

StratOpt · Apr 24, 2009

Once you have imported the function into TradeStation then all you would need to do is copy the line of code above and put it into an indicator and verify the indicator and apply it to the chart that you are needing data from. You also have the ability to simply write a file by clicking on a chart and then going to menu item VIEW ... data Window ... and you will see the button for saving the data.

The function DateFormat just allows you to specify how you want your dates to appear in the file. It does not export data by itself. The print( file( is the part that does this.

amar_gr · Apr 24, 2009

Thanks a ton

StratOpt said:
Once you have imported the function into TradeStation then all you would need to do is copy the line of code above and put it into an indicator and verify the indicator and apply it to the chart that you are needing data from. You also have the ability to simply write a file by clicking on a chart and then going to menu item VIEW ... data Window ... and you will see the button for saving the data.

The function DateFormat just allows you to specify how you want your dates to appear in the file. It does not export data by itself. The print( file( is the part that does this.

Man, I have looked all over for this, many many thanks to you.

Finally I have been able to get the data into Amibroker. I have spent umpteen hrs trying & looking everywhere... what looked so difficult, turned out to be quite a straightforward task. I desperately need this data to backtest a strategy in Amibroker... thanks to you, I almost ended up buying the data.

BTW, can you suggest some good sources who can help convert AFL code to TS Easy language.

Once again appreciate your response.

Cheers
Amar

StratOpt · May 4, 2009

I have never used AmiBroker code before, but I am a programmer by vocation and specialize in writing computer automated trading strategies. I can pretty much take a bit of time and read any program code and then it would be a matter of translating that into EL code. I am quite proficient in Easylanguage programming and I am both a EasyLanguage Specialist and an AddOn Developer for TradeStation. Outside of this, I am unable to help you with any resources for this as I have no knowledge of anyone who does this sort of work.

amar_gr · May 4, 2009

StratOpt said:
I have never used AmiBroker code before, but I am a programmer by vocation and specialize in writing computer automated trading strategies. I can pretty much take a bit of time and read any program code and then it would be a matter of translating that into EL code. I am quite proficient in Easylanguage programming and I am both a EasyLanguage Specialist and an AddOn Developer for TradeStation. Outside of this, I am unable to help you with any resources for this as I have no knowledge of anyone who does this sort of work.

Thanks a lot for your response.. I am completely amazed with your very impressive & diverse array of skills sets. Man I just wish i had a teeny weeny 10% of the amazing skills you have.

Cheers & hats off to you once again.

Amar.

candy.chiu.ad · Dec 8, 2010

@StratOpt
Is it possible to export multiple symbols at a time?
Thanks.

bomberone3 · Jan 21, 2012

I follow the set.
When i create a new indicator and past it
print( file( "C:\MyFile.txt" ), DateFormat( "YYYYMMDD", ""), ",", time, ",", O, ",", H, ",", L, ",", C, "," V );

I recive a error message by tradestaion.

PetePierre · Feb 10, 2014

Tiny correction

bomberone3 said:
I follow the set.
When i create a new indicator and past it
print( file( "C:\MyFile.txt" ), DateFormat( "YYYYMMDD", ""), ",", time, ",", O, ",", H, ",", L, ",", C, "," V );

I recive a error message by tradestaion.

I guess you sorted this some time ago Bomber - but for anyone who has just found this, the code needs another comma before the V
print( file( "C:\MyFile.txt" ), DateFormat( "YYYYMMDD", ""), ",", time, ",", O, ",", H, ",", L, ",", C, ",", V );
That just about exhausts my programming skill.

Thanks StratOpt for the code

misssnp · Nov 16, 2014

Thanks

Tradestation data question

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