export historical data from strategy

[federicoo]

Hello,

I need that my strategy export historical data to a text file, only for specific periods of time, while running in strategy analyzer. Any idea?

Is there some code to export data to a text file?

Thanks

[fx.practic]

This link may helps You to save text to file.

https://ninjatrader.com/support/forum/showthread.php?t=3475

Most general approaches, I believe are:

StreamWriter Output_File;

OnStateChange()
{
    if (State == State.Active)
    {                
        StreamWriter Output_File= new StreamWriter( Output_Dir +Output_File_Name)            
    }        

    if (State == State.Terminated)
    {                
        Output_File.Close();            
    }        
}

OnBarUpdate()
{
    if( Data_Selection_Condition_Is_Ok ) 
    {
         output_file.WriteLine( Time.ToString( yyyyMMdd HH:mm:ss ) +";"+ Open[0] +";"+ High[0] +";"+ Low[0] +";"+ Close[0] );
    }
} 

and

List<string> Data_Lines = new List<string>();

OnStateChange()
{
    if (State == State.Terminated)
    {                
        using( StreamWriter output_file = new StreamWriter( Output_Dir +Output_File_Name )) 
        {
            foreach( var line in Data_Lines )                
                output_file.WriteLine( line );
        }                            
    }        
}

OnBarUpdate()
{
    if( Data_Selection_Condition_Is_Ok ) 
    {
         Data_Lines.Add( Time.ToString( yyyyMMdd HH:mm:ss ) +";"+ Open[0] +";"+ High[0] +";"+ Low[0] +";"+ Close[0] );
    }
} 

[federicoo]

Thank you fx.practic, but I'm using NT 7, I think OnStateChange() is only for NT 8...

[NinjaTrader_AlanP]

Hello federicoo,

Thank you for your note.

You could use streamwriter. Please see the following example,

https://ninjatrader.com/support/forum/showthread.php?t=3475

Please let us know if you need further assistance.

[federicoo]

In this example, only Date and OHLC data are acquired, but I need: Time, Last and Vol data too, in the following format: 20180513 141358;70.47;5 (date time;last;vol).

How can I get this? I try with the example file but getting an error.

Thanks

[NinjaTrader_AlanP]

Hello federicoo,

Date would be the same as time, for the time rather than date and time you could use Time[0].TimeOfDay.

Close would be the last price if you run the indicator with Calculate set to OnEachTick.
See Calculate section of our helpguide,

https://ninjatrader.com/support/helpGuides/nt8/en-us/?calculate.htm

If you wanted to add volume you would use Volume[0].

Please see the following sections of our helpguide,

https://ninjatrader.com/support/helpGuides/nt8/en-us/volume.htm

https://ninjatrader.com/support/helpGuides/nt8/en-us/?iseries_time.htm

https://ninjatrader.com/support/helpGuides/nt8/en-us/?priceseries.htm

Please let us know if you need further assistance.

[federicoo]

Thank you for your response.

Added to the file format, I am trying to add a condition to the sample file, because I want to write down the data to the text file only for some days/times, for example, I want to export data from the chart for 3 specific dates, between 090000 to 150000. Adding the "if" sentence for this, I'm getting the "object reference not set..." error.

Any ideas?

Thanks

[NinjaTrader_PatrickH]

Hello federicoo,

Thank you for your response.

Can you provide the full code of the 'if' condition that is generating the error?

I also recommend taking a look at our time filter condition at the following link: https://ninjatrader.com/support/help...to_limit_t.htm

I look forward to your response.

[federicoo]

I already fix the issue, thank you!