Importing Data from TradeStation problem

[NinjaTrader_Bertrand]

You're welcome, please report back tomorrow when you have the full TS charts up and running then.

[tooearly]

Problem solved. I was able to import historical data from TradeStation into NT and use the data to run backtests and Optiminizations successfully on all my instruments.

The original problem lies with TradeStation and not NinjaTrader.

For others that may encounter the same difficulty, it is essential to modify the procedures recommended in NT Help, which follow, at step 9:


1. Set the symbol
2. Set the interval to 1 Minute bars (do not set to any other interval)
3. Last date should be today's date
4. First date should be set to the first data you wish to download historical data for
5. Set the time zone to "Local"
6. Press the "OK" button

7. Right mouse button click in your TradeStation chart and select "Insert Strategies"
8. Select the "NTDataDownload" strategy.


Here it is critical to inspect the list in the Strategies tab of the Format Analysis of Techniques & Strategies; if there is more than one entry that reads "NTDataDownload" then turn off all but one by pressing the Status button on the right panel, otherwise the same data will be downloaded several times, as happened to me.



Then continue with step 9)



9. Press the "OK" button
10. Press the "CLOSE" button
11. The NTDataDownload strategy is now creating a file that contains historical data that can be imported into NinjaTrader
12. Start NinjaTrader
13. Select the menu Tools-->Historical Data-->Import to import the downloaded historical data which will be visible in the File Dialog window


If this does not work then close your TradeStation WorkSpace and DeskTop and start over. This will clear the cache.



After importing data successfully into NinjaTrader using Tools > Historical Data > Import, I found that I had to delete my instruments and set them up again using File > Utilitis > Import Symbol List before the program would integrate the new data in backtests.



Thanks to Bertrand for bearing with me on this one!


Tooearly

[NinjaTrader_Bertrand]

Tooearly, great have this resolved - thanks for the persistence!

[tooearly]

One note to the preceding:

1 year's worth of minute data from TS, regardless of the symbol, creates a .txt file of 5,300 +/- kbs. Six months worth of data, 2,650 +/-, and so forth.

When, as happened to me, the data file for one year of minute bars downloaded from TS into NT Data/Import folder was 10,600 or even, as in one case, 63,000 kbs, then you know something is wrong.

Turn off the duplicate transfer switches as mentioned in earlier discussion.

[NinjaTrader_Bertrand]

tooearly, thanks for adding this advise here - maybe best would be to wait until the TS loading process is done and the yellow 'PD' sign is removed...