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How to Export DataSeries from NT to Excel?
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How to Export DataSeries from NT to Excel?

  #21 (permalink)
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I used this stategy (Export Data.zip) to export hour data from NT to a csv file and wanted to see how it would handle the transition from one contract to another for NQ (mergebackadjusted). I was looking to see if it really exported the data "back adjusted". But what I found I think may be a bug. There are 3 hours missing in the data at the end of the old contract (see attachment). From 0021 to 0100 the next day (first hour of rollover contract). Can someone explain this to me? I hope this is not what NT means by "merge back adjusted" - just lop off a few hours.

Attached Thumbnails
How to Export DataSeries from NT to Excel?-nq_12_09_nov09_60_minute.csv.pdf  
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  #22 (permalink)
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gunsnmoney View Post
I used this stategy (Export Data.zip) to export hour data from NT to a csv file and wanted to see how it would handle the transition from one contract to another for NQ (mergebackadjusted). I was looking to see if it really exported the data "back adjusted". But what I found I think may be a bug. There are 3 hours missing in the data at the end of the old contract (see attachment). From 0021 to 0100 the next day (first hour of rollover contract). Can someone explain this to me? I hope this is not what NT means by "merge back adjusted" - just lop off a few hours.

@Fat Tails is a master at how NT handles back adjusted/rollover. So I've shouted at him to come take a look, he probably knows the answer and can help you.

Mike

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  #23 (permalink)
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You could join the elite section & then read up this thread on how to fully integrate Ninja & Excel using Microsoft Interop...


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  #24 (permalink)
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Exporting Data Tested


gunsnmoney View Post
I used this stategy (Export Data.zip) to export hour data from NT to a csv file and wanted to see how it would handle the transition from one contract to another for NQ (mergebackadjusted). I was looking to see if it really exported the data "back adjusted". But what I found I think may be a bug. There are 3 hours missing in the data at the end of the old contract (see attachment). From 0021 to 0100 the next day (first hour of rollover contract). Can someone explain this to me? I hope this is not what NT means by "merge back adjusted" - just lop off a few hours.


This is a difficult subject. I have exported my backadjusted data for NQ 03-11 from 01-01-2009 up to now. So here are the results.

First of all, the export strategy works well, you can easily export a text file and convert it to Excel. Thank you @MXASJ for this tool.

-> I have different values for Dec 10 2009 compared to those shown above. I do not have any value above 1,800. This points to different offsets or a different backadjustment method.

-> I use a session template, which is in line with market hours. My trading session starts at 3:30 PM CT (night session) and 8:30 AM CT (real trading hours). You obviously did not use a session template adapted to NQ, but something else.

If we really want to compare our results, we will first have to agree on identical market hours and offsets. I do not pretend that my data is clean, as I am not trading NQ. I simply exported what I had in my data base without checking any details.

Bugs

-> The data export only started on January 5, 2009. The data for January 2, 2009 and for part of January 5, 2009 is missing. In practice you would need to export the data starting somewhere from December 2008 and then delete the data for December manually.

-> The last candle of my database is missing, that is the closing candle of last Friday. I have seen things like this before with NinjaTrader. You need to add the last candle manually.


Rollover Dates

I have found that the exported data series correctly reflects the mergebackadjusted data in my data base.

I attach the exported data, so that you can compare the values.

Attached Thumbnails
How to Export DataSeries from NT to Excel?-nq_03_11_60_minute.pdf  

Last edited by Fat Tails; February 26th, 2011 at 08:43 AM.
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  #25 (permalink)
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Fat Tails View Post
First of all, the export strategy works well, you can easily export a text file and convert it to Excel. Thank you @MXASJ for this tool.

Thanks for the kind words. It has been through a major refactor and the latest version (3.35) was posted yesterday here:

https://futures.io/free_downloads/ninjatrader-7/misc/339-download.html

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  #26 (permalink)
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MXASJ View Post
Thanks for the kind words. It has been through a major refactor and the latest version (3.35) was posted yesterday here:

https://futures.io/free_downloads/ninjatrader-7/misc/339-download.html

Thanks a lot, I have made the test above with the new version, which I had downloaded today.

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  #27 (permalink)
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NT7 historical FX data into MC

Hi, I posted this problem in the "multicharts" thread but I've been searching for a solution and this thread seems to be the closest fit.
When using the Export data strategy I get the message "Invalid path. Please check your Path and Filename variables". I've tried changing the path to "C:\Documents" but that didn't help. I left eveything else as default.
Do I change session template to "forex"?
Thanks

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  #28 (permalink)
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Stem1 View Post
Hi, I posted this problem in the "multicharts" thread but I've been searching for a solution and this thread seems to be the closest fit.
When using the Export data strategy I get the message "Invalid path. Please check your Path and Filename variables". I've tried changing the path to "C:\Documents" but that didn't help. I left eveything else as default.
Do I change session template to "forex"?
Thanks

Are you running Windows Vista or higher? Or XP?

Modify the cs file so the path is correct. It will be different depending on your username and operating system.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

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  #29 (permalink)
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I'm using W7.
I'm not sure how to modify it.
Thanks

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  #30 (permalink)
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Stem1 View Post
Hi, I posted this problem in the "multicharts" thread but I've been searching for a solution and this thread seems to be the closest fit.
When using the Export data strategy I get the message "Invalid path. Please check your Path and Filename variables". I've tried changing the path to "C:\Documents" but that didn't help. I left eveything else as default.
Do I change session template to "forex"?
Thanks

Do you have a folder named "Documents" at the root of your C drive? That error usually indicates the path or destination folder is not valid, and if you have an Output window open you should see the full error message.

If you were looking to save it to your "My Documents" folder, the path should be C:\Users\<user name>\My Documents or C:\\Users\<user name>\My Documents. Both will work.

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Last edited by MXASJ; March 12th, 2011 at 04:23 AM.
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