Tutorial – Using EasyLanguage to Export Data From TradeStation to Excel
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In this TradeStation tutorial, we discover how to use EasyLanguage to export data from TradeStation to 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 and MULTICHARTS

First of all, we have to create a heading.

The code in EasyLanguage export to Excel:

FileAppend(“c:\TS_TO_EXCEL\”+NameFile1+”.txt”,
“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:

Export data from TradeStation - easylanguage export to excel - how to download historical data tradestation

Now we have to get all the data from our chart.

But, how to get data from TradeStation and MultiCharts?

We use this simple trick to grab data from every candle in the chart:

// EasyLanguage Indicator from CSV 

If Close[1] <> Close[2] then begin

_Open = Open[0];
_High = High[0];
_Low = Low[0];
_Close = Close[0];
_Volume = Volume[0];
_Body = Abs(Close[0]-Open[0]);
_Range = High[0] – Low[0];
_RSI = Rsi(Close, Rsi_Period);
_ATR = AvgTrueRange(ATR_Period);

End;

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:

FileAppend for Excel export code easylanguage tradestation indicator

When you attach the Data Extractor Indicator to a chart, TradeStation data creates a text file in the folder “TS_TO_EXCEL”.

how to get data from tradestation export trades Excel MultiCharts

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My name is Luca. I grew up in Italy. I have a degree in law and I’m an independent trader since 2007. 

I’m a systematic trader and sometimes, I trade using options strategies with US ETFs and Stocks.

I have built hundreds of automated trading systems and indicators for TradeStation, MultiCharts and MetaTrader.

I started this blog in 2017 to share what I learned in the financial market.

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