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"Condensed" Tick Chart


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"Condensed" Tick Chart

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  #1 (permalink)
mks212
NY, NY
 
 
Posts: 12 since Apr 2015
Thanks: 6 given, 1 received

Hi,

I want to export tick data from Tradestation to a CSV that shows 1 price per bar and the only way I can see to do this is to use a tick chart and set the Tick Bar size to 1:



While that does accomplish what I want, there is a lot of "extra" data that takes time for Tradestation to load then export and which needs to be cleaned. Looking at this chart and table:

Starting at the top, there are 27 rows that show a price of 2081.25. I'd prefer just one row for this price and then the next one that is 2081.

Is there a way to do this? I tried with renko and range charts, but each bar still has a min of two different ticks in it whereas I only want one.

Thank you.

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  #2 (permalink)
 ABCTG   is a Vendor
 
 
Posts: 2,238 since Apr 2013
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mks212,

your best chance is probably to collect the data in a format you want from a one tick chart via code and write that to text files or to Excel.

Regards,

ABCTG

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  #3 (permalink)
mks212
NY, NY
 
 
Posts: 12 since Apr 2015
Thanks: 6 given, 1 received



ABCTG View Post
your best chance is probably to collect the data in a format you want from a one tick chart via code and write that to text files or to Excel.

Hi ABCTG,

Thank you for your reply.

That is exactly what I did. Since this is the e-mini, there are quite a few data points which makes the file size large. To keep tradestation from crashing, I had to load and then export one week at a time. After that I wrote a script in R to combine the files.

This is certainly a manageable process for 2 months of data on one contract, but if I want to look at a few years of data for different contracts, it can get cumbersome, particularly the export part.

The other idea I had, but have not implemented, is to write an "indicator" in easylanguage that basically writes each price change with time to a csv.

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 ABCTG   is a Vendor
 
 
Posts: 2,238 since Apr 2013
Thanks: 417 given, 1,489 received

mks212,

you are welcome. What I meant was along the lines of your other idea. Let EasyLanguage do it and write to one fill.

Regards,

ABCTG


mks212 View Post
Hi ABCTG,

Thank you for your reply.

That is exactly what I did. Since this is the e-mini, there are quite a few data points which makes the file size large. To keep tradestation from crashing, I had to load and then export one week at a time. After that I wrote a script in R to combine the files.

This is certainly a manageable process for 2 months of data on one contract, but if I want to look at a few years of data for different contracts, it can get cumbersome, particularly the export part.

The other idea I had, but have not implemented, is to write an "indicator" in easylanguage that basically writes each price change with time to a csv.


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  #5 (permalink)
mks212
NY, NY
 
 
Posts: 12 since Apr 2015
Thanks: 6 given, 1 received


ABCTG View Post
you are welcome. What I meant was along the lines of your other idea. Let EasyLanguage do it and write to one fill.

Got it. I see that now re-reading your first reply. Thanks again.

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