EOD as numerical - Tradestation help

amnonco

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Hi all,
I'm thinking of switching to TS, but first I have to make sure if this is possible as I use it in my work all the time.

I need to export EOD data, as numerical fields (not as a chart) to excel. about 500 trading days of o/h/l/c for back adjusted future contracts. is it possible?
 
Hi all,
I'm thinking of switching to TS, but first I have to make sure if this is possible as I use it in my work all the time.

I need to export EOD data, as numerical fields (not as a chart) to excel. about 500 trading days of o/h/l/c for back adjusted future contracts. is it possible?

Yes it is possible and I will refer you back to an eariler post by StratOpt

http://www.trade2win.com/boards/tradestation/41592-tradestation-data-question.html#post543008

Charlton
 
Yes it is possible and I will refer you back to an eariler post by StratOpt

http://www.trade2win.com/boards/tradestation/41592-tradestation-data-question.html#post543008

Charlton

thanks,
but just a quick follow up - the thread here talks about printing to a txt file,
i need it in excel, and furthermore, I need more than 1 contract in the workbook.
meaning I'm looking for an excel add-on of some sort (like you can do with bloomberg - if you're familiar) for TS...
 
You can push the data directly into Excel through a DLL that is provided by TS or through one of your own creation. You can pass data into and out of TS fairly easily.
 
use the "FileAppend" feature to create a comma seperated file.

Set the file name like something like this :

Code:
FullFileName = "C:\temp\bars" +  symbolname + "_" + FormatDate( "yyMMdd", computerdatetime) + "_" + FormatTime("hhmm", computerdatetime) + ".csv";

Then on each bar issue a command to append to the file:

Code:
	FileAppend(FullFileName,  
			FormatDate( "dd MMM yy", ElDateToDateTime(date))
			+ "," + FormatTime( "hh:mm tt", ElTimeToDateTime(Time))
			+ "," + numtostr(Open,2)
			+ "," +  numtostr(High,2)
			+ "," + numtostr(Low,2)
			+ "," + numtostr(Close,2)
			+ newline);

Then open the file in Excel....

For more than 1 workbook - cut & paste or get the dll...
 
Last edited:
thank you both,
TS support told me about a DLL, but since I have no idea what that is...(im a trader not a techy).
so you're saying 1 excel workbook with 400 days of EOD data for 50 different markets simultaneously is possible?
 
:?:
thank you both,
TS support told me about a DLL, but since I have no idea what that is...(im a trader not a techy).
so you're saying 1 excel workbook with 400 days of EOD data for 50 different markets simultaneously is possible?

You can create it - but not simultaneously.

If you are willing to cut & paste - half an hours work (or just use the code I posted up).

If you are not willing to cut & paste and want a system that builds data simultaneously, knows which data goes in which chart etc, etc - probably 2+ days work depending on the complexity.

There's a lot of screwing about with doing this simultaneously & building 50 worksheets on the fly. Seems not worth the bother to me.
 
with bloomberg it's 10 min. work...there's an excel function that pulls data in whatever format/fields you want it...

let's say I cut and paste it 1 time.
then everyday I'd have to get the lastest data' can this be automatically somehow?
are you implying that I can't export TS data for many markets into 1 spreadsheet?
 
with bloomberg it's 10 min. work...there's an excel function that pulls data in whatever format/fields you want it...

let's say I cut and paste it 1 time.
then everyday I'd have to get the lastest data' can this be automatically somehow?
are you implying that I can't export TS data for many markets into 1 spreadsheet?

It's possible - but you'll probably have to pay someone to develop it for you.

Saying that - the alternative is to do in TS whatever it is you are doing in Excel.

In my opinion Excel is not a great tool for dealing with price data. Certainly a spreadsheet with 50 worksheets is cumbersome whatever you are doing.

How about some insights into the kinds of things you are doing in Excel ?
 
It's possible - but you'll probably have to pay someone to develop it for you.

Saying that - the alternative is to do in TS whatever it is you are doing in Excel.

In my opinion Excel is not a great tool for dealing with price data. Certainly a spreadsheet with 50 worksheets is cumbersome whatever you are doing.

How about some insights into the kinds of things you are doing in Excel ?

first of all, because of the nature of the bloomberg function (which I no longer have) I have (had) a workbook with 2 worksheets with all the data not 50. 25 markets on each sheet. add to that some calculations sheets, and some technical (P&L, trade mgmt. etc.), all in all my excel workbook has 8 sheets total.

and basically, i'm calculating some sort of a correlation matrix, volatility measure, and my system setup.
 
Hi all,
I'm thinking of switching to TS, but first I have to make sure if this is possible as I use it in my work all the time.

I need to export EOD data, as numerical fields (not as a chart) to excel. about 500 trading days of o/h/l/c for back adjusted future contracts. is it possible?


eod data?
you don't need TS

you could do that with yahoo finance or google finance, and the data is free !!!

the downloaded data go straight to the excel worksheet
 
eod data?
you don't need TS

you could do that with yahoo finance or google finance, and the data is free !!!

the downloaded data go straight to the excel worksheet

TS is for automated trading.
I don't think yahoo and google has data for backadjusted future contracts
 
I'd say you need to give the specs to a programmer, then let them decide which tool is best.

You may/may not need Excel but you need to lay it all out to let the developer make a call on that.
 
I'd say you need to give the specs to a programmer, then let them decide which tool is best.

You may/may not need Excel but you need to lay it all out to let the developer make a call on that.

where do I find one?
 
Tradestation forums are a good place to start, in fact - you may get what you want for free on there if you are nice !
 
Tradestation forums are a good place to start, in fact - you may get what you want for free on there if you are nice !

problem is - you can only get into the forum if you are a customer.
I'm trying to decide - before I become one...
 
OK - understood.

If you want to put details here or send them to me by email, I can give you an idea of what it would take to offer something similar in TS.
 
OK - understood.

If you want to put details here or send them to me by email, I can give you an idea of what it would take to offer something similar in TS.

Hi Pedro,

Would it be possible to pm or email you regarding Tradestation, please?

I would really appreciate it as I am having problems with #MC_Trending from Mr Charts thread. I ask on this thread as this seems to be where you are posting most recently.

Sorry to others on this thread but there are no contact details for Pedro on profile.:eek:
 
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