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OHLC Data for downloading to Excel.csv
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OHLC Data for downloading to Excel.csv

  #11 (permalink)
Elite Member
Sydney, NS
 
Futures Experience: Intermediate
Platform: Ninja
Broker/Data: Zen-Fire
Favorite Futures: TF,S,GC
 
cclsys's Avatar
 
Posts: 607 since Nov 2009
Thanks: 248 given, 379 received

Mike, your forum is amazing. This morning I decided to try to export data from NT into text files so I could work on coding simple patterns into TS in order to do easy P-L analysis. I find the NT strategy writing and analysis interface too hard at this point.

So I managed to get your strategy to output fine after a few hiccups, but now want to now how to get it to first erase all previous data and then append in the new run. I've been on the MS C+ area but just can't understand anything there. I've managed to delete the file but then it only prints out one line.

If you could show me how to write that out properly would be much appreciated.

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  #12 (permalink)
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
Futures Experience: Advanced
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Broker/Data: IB/Kinetick
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sam028's Avatar
 
Posts: 3,366 since Jun 2009
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Something like this:
 
Code
                            
        protected override void Initialize()
        {
            
CalculateOnBarClose true;            
            
logfile= @"c:\temp\ninja.txt";    
            
File.Delete(logfile);
            
log=File.CreateText(logfile);            
        } 

Success requires no deodorant! (Sun Tzu)
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The following user says Thank You to sam028 for this post:
 
  #13 (permalink)
Elite Member
Sydney, NS
 
Futures Experience: Intermediate
Platform: Ninja
Broker/Data: Zen-Fire
Favorite Futures: TF,S,GC
 
cclsys's Avatar
 
Posts: 607 since Nov 2009
Thanks: 248 given, 379 received



sam028 View Post
Something like this:
 
Code
                            
        protected override void Initialize()
        {
            
CalculateOnBarClose true;            
            
logfile= @"c:\temp\ninja.txt";    
            
File.Delete(logfile);
            
log=File.CreateText(logfile);            
        } 

Thanks. Of course. I thought maybe there was a different word I should be using. But also I didn't know about File.CreateText.

Apologies for multiple posts. Had connection timeout problems and some of them were not showing.

PS What seems to work is to put the File.Delete in the Initialize Section but the File.Append in the OnBarUpdate section.

Now it works great. I can export intraday data to a file and read it in TS where I can much more easily code in and evaluate simple ideas in strategies versus indicators. This single thing will save me hours/weeks of delays in testing which I have basically avoided since moving to Ninja a year ago when TS closed down accounts to people in certain Canadian provinces for reasons which I have never been able to determine (no doubt local financial industry lobbying).


Last edited by cclsys; November 20th, 2009 at 05:38 PM. Reason: addendum
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  #14 (permalink)
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
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sam028's Avatar
 
Posts: 3,366 since Jun 2009
Thanks: 3,572 given, 3,982 received

No problem.
Some tuto.examples in C#, here, easy to read, easy to find, good website.

Success requires no deodorant! (Sun Tzu)
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  #15 (permalink)
Elite Member
Sydney, NS
 
Futures Experience: Intermediate
Platform: Ninja
Broker/Data: Zen-Fire
Favorite Futures: TF,S,GC
 
cclsys's Avatar
 
Posts: 607 since Nov 2009
Thanks: 248 given, 379 received


sam028 View Post
No problem.
Some tuto.examples in C#, here, easy to read, easy to find, good website.

Sam thank for link.

Downside: now I have no more excuses!

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  #16 (permalink)
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Seattle, WA
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: Interactive Brokers/IQFeed
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Posts: 27 since Nov 2009
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If you want to do analysis in Excel, I highly recommend XLQ:

XLQ

It's capable of getting quotes from IB and IQFeed, plus way more. XLQ is far superior to the Excel capabilities supplied by IB and IQFeed.

If you're just looking to download quotes into a CSV file, you could also consider QCollector:

Tradeworks Software

It can pull quotes from eSignal or IQFeed and create CSV files.



suprsnipes View Post
Hi Big Mike,

I have a question regarding this code. I appreciate the effort you have put into this and had no problem setting this up but I was hoping you could answer a question for me.

As the data is stored in a .txt file do you have any suggestions as to how I could access this file and use the data within Excel in real-time for further analysis?

Regards,
suprsnipes


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