Today we discover how to export data from TradeStation to use it in Excel. It’s straightforward; you only need our free indicator.
This project is open, and we’ll add many functions in the future.
Extract data from TradeStation is essential when you need to perform statistical analysis on data series. TradeStation is perfect for BackTest, but Excel is the most potent tool to analyze data.
If you are searching price pattern or seasonality, you can do that with our Data Extractor Indicator and Excel.
EXPORT DATA FROM TRADESTATION
First of all, we have to create a heading.
The code in EasyLanguage:
“DATE;TIME;OPEN;HIGH;LOW;CLOSE;VOLUME;BODY;RANGE;RSI;ATR” + NewLine);
With this part of code we created the first part of our spreadsheet:
Now we have to get all the data from our chart.
We use this simple trick to grab data from every candle in the chart:
If Close <> Close then begin
_Open = Open;
_High = High;
_Low = Low;
_Close = Close;
_Volume = Volume;
_Body = Abs(Close-Open);
_Range = High – Low;
_RSI = Rsi(Close, Rsi_Period);
_ATR = AvgTrueRange(ATR_Period);
In this way, at the end of the bar, the system will write on each variable.
Now we only have to transfer this data in our file.txt with this code:
When you attach the Data Extractor Indicator to a chart, TradeStation creates a text file in the folder “TS_TO_EXCEL”.
IMPORT TRADESTATION DATA INTO EXCEL
Open Excel and in the Menu “Data” click on “Get Data: From Text/CSV”
Now you can load the data in excel:
Now you are free to organize and utilize this data or you can create a chart.
DOWNLOAD LINK: DataExtractor Indicator for TradeStation
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You can learn how to create a chart in Excel here: