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Please HELP. Historical text or Metastock to Chart

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    Please HELP. Historical text or Metastock to Chart

    Hi All.

    I'm using the free version of NT7 for simulation and backtesting. I was able to download a ton of historical market data in both text and metastock format. For NYSE stocks BTW.

    The data consist of 5min Date,Time,Open,High,Low,Close,Volume so it would be great to use for more accurate charting and backtesting strategies.

    So my question.

    I'm having trouble using the "Historical Data Manager".. however lets assume I get the data imported correctly.. How do I use this data for charting and backtesting.?? When I load a new chart I only get daily candles and not the 5min candles that i know I have the data for.

    Help would be much appreciated.

    Thanks

    #2
    Hello,

    Thanks for writing in.

    It would not be expected behavior that downloaded Historical Data in the Historical Data Manager would not be visible when charting. To look into this item, I'd like to see your log and trace files. Please send me a note to platformsupport (at) ninjatrader (dot) com. Attach your most current log and trace files to the email, and put a link to this forum post in the body of the email. Please note "ATTN: Drew" in the body of the response.

    You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.

    The log file will be named "log.20160823.txt"

    You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.

    The trace file will be named "trace.20160823.txt"

    I look forward to hearing from you.
    Drew O.NinjaTrader Customer Service

    Comment


      #3
      Drew. Thank you for your post. I sent you a PM with the logs you requested. But I have a follow up question below.

      I just tried to import one .txt file only and then i get this error in the log.
      ....8/24/2016 9:43:14 AM|3|4|CNTY: Numeric price format not supported. (where cnty was the filename in .txt format)

      The first few lines of the text file read as follows

      Date,Time,Open,High,Low,Close,Volume,OpenInt
      2016-02-02,16:00:00,6.78,6.79,6.72,6.77,9911,0
      2016-02-02,17:00:00,6.78,6.8,6.7625,6.8,16928,0
      2016-02-02,18:00:00,6.79,6.8,6.78,6.8,87672,0
      2016-02-02,19:00:00,6.8,6.8,6.7801,6.8,21788,0
      ...and so on

      So I exported some historical data from NT7 to compare to the text i'm trying to import.

      Here's the first few lines of the text from that file.

      20160701;6.17;6.49;6.17;6.45;113199
      20160705;6.37;6.49;6.25;6.36;101723
      20160706;6.3;6.3;6.14;6.21;67809
      20160707;6.3;6.32;5.97;6.05;65281

      The format seems to be
      Date,open,high,low,close,volume. but since the data exported by NT7 is only daily there is no time.
      and the filename output by NT7 is CNTY.last

      How should I modify the file i want to import to work correctly?

      Thanks




      What do I need to do to this text file to get it to import correctly??

      Thank you

      Comment


        #4
        Hello,

        Thanks for getting back to me.

        I have included a link going over import options and the necessary formatting:



        I have not yet received these files on my end, could you please instead send me at note tat platformsupport (at) ninjatrader (dot) com. Attach your most current log and trace files to the email, and put a link to this forum post in the body of the email. Please note "ATTN: Drew" in the body of the response.

        You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.

        The log file will be named "log.20160823.txt"

        You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.

        The trace file will be named "trace.20160823.txt"

        I look forward to hearing from you.
        Drew O.NinjaTrader Customer Service

        Comment


          #5
          Hi Drew.

          A colleugue of yours emailed me this morning and I was able to determine that I needed to change the syntax of the data inside the text file in order to import correctly. I have been able to do so by opening the text file in excel and then applying formalas and so on... only one file at a time though so i'll have to do each ticker as needed. It would be great to have a batch script that could do all the files in the folder. I have zero dos batch file programming skills..

          I need to take the current data that looks like this

          Date,Time,Open,High,Low,Close,Volume,OpenInt
          2016-02-02,16:00:00,6.78,6.79,6.72,6.77,9911,0
          2016-02-02,17:00:00,6.78,6.8,6.7625,6.8,16928,0
          2016-02-02,18:00:00,6.79,6.8,6.78,6.8,87672,0
          2016-02-02,19:00:00,6.8,6.8,6.7801,6.8,21788,0
          ...First line of every text file includes the heading "date,time,open...." Needs to be removed(I think)
          ...The last entry on each line is ",0"..that needs to be removed
          ...Filename is xxxx.us

          and change it to this...

          20160202 160000;6.78;6.79;6.72;6.77;9911
          20160202 170000;6.78;6.8;6.7625;6.8;16928
          20160202 180000;6.79;6.8;6.78;6.8;87672
          20160202 190000;6.8;6.8;6.7801;6.8;21788
          ...Filename should be xxxx.Last (or name given to new text file saved somewhere else)


          I lack the skills to write this script. Any thougth??

          Comment


            #6
            Hello,

            Thanks for your reply.

            Unfortunately, we do not have a resource on auto formatting in Excel, as this would be an item outside of NinjaScript.

            However, please let us know if we may assist with any additional inquiries.
            Drew O.NinjaTrader Customer Service

            Comment

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