Spreadsheet Advice for ZN pricing

April 6th, 2016, 02:44 AM

Blash

Great stuff bro lets do it! Love it! Let's touch base tomorrow. Or I should say, since it is already tomorrow...lol... In about 7-10 hrs. Cool?

Ron

right on. if you're willing to do it, I've got a zillion more questions

April 6th, 2016, 10:17 AM

jackbravo

right on. if you're willing to do it, I've got a zillion more questions

Totally willing.... And you will be able to soon too. In a few years you will amaze yourself.

Collaborating everybody wins.

What version of Microsoft Excel do you have?

Just in the past few months I upgraded to Office360 for $35 what a great steal for all my machines and devices and that's the total price for a year with 1TB (with a "T") storage on OneDrive. I like the changes I see in Excel Pivot Tables and the new "IFS" function to name a few things.

Are you able to get data into Excel from TS?

Ron

April 6th, 2016, 10:26 AM

Blash

Totally willing.... And you will be able to soon too. In a few years you will amaze yourself.

Collaborating everybody wins.

What version of Microsoft Excel do you have?

Just in the past few months I upgraded to Office360 for $35 what a great steal for all my machines and devices and that's the total price for a year with 1TB (with a "T") storage on OneDrive. I like the changes I see in Excel Pivot Tables and the new "IFS" function to name a few things.

Are you able to get data into Excel from TS?

Ron

Actually I use WPS spreadsheets. Just fired up a new computer, and was looking for some free alternatives until I decided about MS Office.

Yep, I can export data from tradestation. I'm also subscribed to StockCharts, and can get data from them as well.

I wonder if we can share a OneDrive folder for this kind of stuff.

April 6th, 2016, 11:39 AM

Hinneni

Thank you for the sheet and the advice! How did you import the data? I usually just eyeball it, day to day
using a zig zag indicator and manually recording the values (it is laborious).

@Hinneni,
It's a three step process in Ninja Trader,

1) Select "Tools" --> Select "Historical Data Manager"

--> Select "Export"

--> then choose the Contract and Data you want

2) Save the Data [in a .txt file] and

3) Import the .txt file into Excel [or whatever spreadsheet program you use]

That's about it
TGN

**Note** I don't want to steal this conversation, @Blash is doing great work with you here @Hinneni,
I just posted this to explain how I downloaded a small amount of data into Excel to show you the =DOLLARFR function.
Trade Well,
TGN

April 6th, 2016, 12:19 PM

Blash

Regarding importing chart data......

Since you are using Ninja surf on over to Rainbow: The best free [AUTOLINK]NinjaTrader[/AUTOLINK] indicator

Lucas has these amazing FREE tools for NinjaTrader 7. Once Rainbow is on the chart just click the price bars so they highlight (squares appear on them) and hit ctrl-c and it puts all bar info for entire chart on the clipboard OHLC volume date time. You can do this with anything you put on the chart. From there you just dump it in Excel. And there are a few ways to place in Excel. Entire process takes a minute or less.

Let me know if I can help with anything.......

Ron

TopGunNote

@Hinneni,
It's a three step process in Ninja Trader,

1) Select "Tools" --> Select "Historical Data Manager"

--> Select "Export"

--> then choose the Contract and Data you want

2) Save the Data [in a .txt file] and

3) Import the .txt file into Excel [or whatever spreadsheet program you use]

That's about it
TGN

This is helpful but reasonably out of reach for most people IMHO.

The issue with this method of exporting data from NT and importing into Excel is that is gives you info that is much harder to use for perhaps someone new to doing this and working with market data in Excel. It's every single trade where a typical ES day of tick trade data produces over 300,000 Excel rows and its just more work to turn it into bar data.

StreamWriter is an easier way than this..... and Rainbow tools easier still ...by a lot.....

Here's the NT SampleStreamWriter indicator.....
SampleStreamWriter.cs

Ron

April 6th, 2016, 01:48 PM

jackbravo

I wonder if we can share a OneDrive folder for this kind of stuff.

Sounds like a plan.......

Ron

April 7th, 2016, 12:34 PM

Blash

Sounds like a plan.......

Ron

Alright, I made a onedrive folder shareable at this link

https://onedrive.live.com/redir?resid=5F2ED2CA4C801455!514&authkey=!AGF9Fr8wJ2ltwGI&ithint=folder%2c

September 12th, 2016, 08:00 AM

Hi Im still banging my head against the wall... Its a sickness

A ZN price as I take it from my chart in ninjatrader

Open 131,120 High 132,000 Low 131,095 Close 131,315.... I used the 24 hour day

When I subtract the High and Low for the range, I get 905? Im still having problems formatting the spreadsheets and conceptualizing the daily movements. the ZN did not move 905 ticks for August 29th?

I know it has been discussed before, but could we please go over it again

trying to revive this thread

thanks

September 12th, 2016, 11:13 AM

Hinneni

Hi Im still banging my head against the wall... Its a sickness

A ZN price as I take it from my chart in ninjatrader

Open 131,120 High 132,000 Low 131,095 Close 131,315.... I used the 24 hour day

When I subtract the High and Low for the range, I get 905? Im still having problems formatting the spreadsheets and conceptualizing the daily movements. the ZN did not move 905 ticks for August 29th?

I know it has been discussed before, but could we please go over it again

trying to revive this thread

thanks

It's quoted in 32nds, but you can trade half points (which are then 64ths). So

Open 131,120 = 131 +12/32 [or 131.375 decimal]
High 132 = 132 [or 132 decimal]
Low 131,095 = 131 + 9.5/32 (same as 131 + 19/64) [or 131.297 decimal]
Close 131,315 = 131 +31.5/32 (same as 131 + 63/64) [or 131.984 decimal]

So High-Low = 132 - 131,095 = 132 - 131 9.5/32 = 22.5/32 = 22.5 ticks
[In Decimal 132 - 131.297 = 0.703 ~ 22.5/32]

September 12th, 2016, 12:30 PM

Hinneni

Hi Im still banging my head against the wall... Its a sickness

A ZN price as I take it from my chart in ninjatrader

Open 131,120 High 132,000 Low 131,095 Close 131,315.... I used the 24 hour day

When I subtract the High and Low for the range, I get 905? Im still having problems formatting the spreadsheets and conceptualizing the daily movements. the ZN did not move 905 ticks for August 29th?

I know it has been discussed before, but could we please go over it again

trying to revive this thread

thanks

This is the Excel formula I use for T-notes (10 Y)

=ROUND(IF(E2="Long",(INT(J2)*64+(J2-INT(J2))/0.005)-(INT(G2)*64+(G2-INT(G2))/0.005),(INT(G2)*64+(G2-INT(G2))/0.005)-(INT(J2)*64+(J2-INT(J2))/0.005)),0)

Where

E2 is "Short" or "Long"
G2 is Entry
J2 is Exit

In order for the formula above to work I enter the prices as follows

131'120 would be 131.120
126'30 would be 126.030

in other words you replace the separator with a dot.

This gives you Profit or Loss in ticks. I have another formula that converts it in $.

Hope this helps.

Spreadsheet Advice for ZN pricing

Discussion in Treasury Notes and Bonds

Spreadsheet Advice for ZN pricing