need for efficient export

[ionaz]

Dear Ninjatrader
Please advise if exporting the following information using Kinetick EOD is possible programmatically:

• entry/exit dates of the trade
• close price of each bar between the 2 dates

I do appreciate the solution to this can be:

1. get the dates when looking at the trades summary,
2. lookup the symbol and
3. lookup the close prices from historical data on the web.

However, I’d be doing it many times while in trading system research mode the above sequence would quickly become too cumbersome. Naturally, I’d want to streamline the process as much as possible and the best thing I can think of would be embedding such query or part of it into the strategy code if possible.
Please advise of any ready solutions/examples available or direct to a good place to start. THANK YOU.

[NinjaTrader_CalH]

Hello Ionaz,

Thank you for your post.

You would need to use IOrder functions in conjunction with System.IO to write or read to a text file.
http://www.ninjatrader.com/support/h...tml?iorder.htm
http://www.ninjatrader.com/support/f...ead.php?t=3477

[ionaz]

Hi Cal

Thank you for your post.
Which function(s) would help me in retrieving each day’s Close price? I looked into the IOrder list of functions you shared - it's not quite obvious. I will be working with historic EOD Kinetick data when testing the systems.

Also, Is there a way to export to excel instead of to a text file?

Thanks
Jonas

[NinjaTrader_CalH]

Ionaz,

If you are just getting the close price of the bar then you would want to use Close[0]. When you run the backtest it will go through each day and get that closing price for the bar.

Yes, you would need to use the Microsoft.Office.Interop DLL for the ability to write to an excel.
http://msdn.microsoft.com/en-us/library/15s06t57.aspx

[ionaz]

Hi Cal

Not sure this will give me what I need.
As I need to export programatically closing prices of all bars within each backtested trade.

Example:
trade#1
buy MSFT 22/01/2009 @ 18.05; sell MSFT 06/02/2009 @ 19.86
I'd need to export programatically closing prices of MSFT between the dates shown. So there'd be 15 closing prices I'd need to programatically export as the trade lasted 15 days.

I'd need to do the same for all the trades and export the data into one file.

Not sure if relevant, but FYI: I've managed to achieve the list of all trades in one window after the backtest ends as per this thread and now want to go 1 step further and that is - be able to export the closing prices OF EACH BAR within ALL trades that took place.

[NinjaTrader_CalH]

Ionaz,

There are a couple ways that you could do this for getting the the close price.
You can test for when you are in a Position and then print or write the close prices of the position that it held.

if(Position.MarketPosition == MarketPosition.Long)
Print(Close[0]);