How to extract every candles data to Excel?

Viewing 15 posts - 16 through 30 (of 32 total)
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  • #133491 quote
    Bard
    Participant
    Master

    Mine only takes one trade with your code, same €/$ market, daily , 20,000 units, tick by tick testing unselected?

    #138167 quote
    Bard
    Participant
    Master

    I’d like to bump this comment please as I couldn’t get the Optical Character Recognition s/ware to work:
    https://www.prorealcode.com/topic/how-to-extract-every-candles-data/#post-132850

    and https://www.prorealcode.com/topic/how-to-extract-every-candles-data/#post-133490

    Also I was reading PRT conditions here: https://www.prorealtime.com/en/help-manual/dde-data-export

    and it states:

    ProRealTime DDE does not allow to export historical data or candlestick values. However, you can use a third party software that will store price values at specific times to create Open / High / Low / Close values in the timeframe of your choice.

    Wondering what software that is?

    As of the last month looking into this issue it seems the other alternatives are either an Office 365 subscription (you’ll have to add indicator code to the Excel template), an a/c with IG Index, Interactive Brokers (who allow past data downloads to Excel) or a Pro a/c with TradingView are some ways to get the past data plus indicator values into an Excel sheet easily.

    Why won’t PRT let us have the historic data?

    Thanks,

    #139266 quote
    Bard
    Participant
    Master

    Hi there, can anyone figure out why this code: https://www.prorealcode.com/topic/how-to-extract-every-candles-data/#post-96205

    doesn’t produce any output? Pls see image.

    Cheers,

    #139269 quote
    Bard
    Participant
    Master

    @Nicolas, I can’t seem to post here anymore? I also posted this morning and it said my post is being moderated?

    #139264 quote
    Bard
    Participant
    Master

    Hi there,

    Can anyone figure out why this code doesn’t work for me?

    Pls see image, it’s the OCR code from the 1st page of this thread: https://www.prorealcode.com/topic/how-to-extract-every-candles-data/#post-96205

    If I can get this to work then hopefully next I can get indicators to also be outputted.

    Cheers,

    #139268 quote
    Bard
    Participant
    Master

    No idea what’s going on here….
    First post here disappeared.
    Second post with “test” posted okay, so I added text question below, plus an image and then that disappeared too?

    Okay so trying third attempt without an image.
    Basically the indicator leaves no data whether I use a black or white background on the chart.

    Hi there,

    Can anyone figure out why this code: https://www.prorealcode.com/topic/how-to-extract-every-candles-data/#post-96205

    doesn’t produce any output?

    Cheers,

    #139277 quote
    GraHal
    Participant
    Master

    No idea what’s going on here…. First post here disappeared.

    It’s been happening to me also since Saturday … I was beginning to think @Nicolas was trying to tell me something!? 🙂

    I’ve posted several of my posts several times as I was thinking I hadn’t pressed submit or had exited the screen before the post had fully submitted.

    Maybe Nicolas can enlighten us what is going on??

    EDIT / PS

    I think i may have sussed out what it is … any post with a link in it is not posting?
    The post above didn’t send so I removed the Quote Bard said and sent again and it submitted just fine!
    Maybe Nicolas is checking individually all post with links due to spam??

    #139279 quote
    Bard
    Participant
    Master

    Ha ha. Just because you’re not paranoid doesn’t mean they’re not out to get you! I was beginning to think he’s tired of members with 4 years experience still asking newbie questions! 😹

    What about this morning’s post being moderated? Should that make me paranoid? Double 😹

    I think actually the “link” is the issue. I tried to link an image earlier here and it wouldn’t post…. Yep it’s links as I tried to quote you: “I was beginning to think @Nicolas was trying to tell me something!?” and it failed to post.

    GraHal thanked this post
    #139280 quote
    Vonasi
    Moderator
    Master

    Nicolas has been doing some upgrades and updates to the website and it seems perhaps some gremlins have found their way in. I’ll highlight it to Nicolas off forum although I believe he is up to his eyeballs in debugging at the moment already!

    GraHal and Bard thanked this post
    #139276 quote
    GraHal
    Participant
    Master

    No idea what’s going on here…. First post here disappeared.

    It’s been happening to me also since Saturday … I was beginning to think @Nicolas was trying to tell me something!? 🙂

    I’ve posted several of my posts several times as I was thinking I hadn’t pressed submit or had exited the screen before the post had fully submitted.

    Maybe Nicolas can enlighten us what is going on??

    #139278 quote
    Bard
    Participant
    Master

    I was beginning to think @Nicolas was trying to tell me something!?

    Haha. Just because you’re not paranoid doesn’t mean they’re not out to get you!
    I was beginning to think he’s tired of members with 4 years experience still asking newbie questions! 😹

    I think actually the “link” is the issue. I tried to link an image, wouldn’t post….

    What about this morning’s post being moderated? Should that make me paranoid? Double 😹

    #139307 quote
    Nicolas
    Keymaster
    Master

    Sorry for that, i’m about to fix that soon. If it happens again, please don’t try to post again the same message and contact me directly with the contact form. Thanks and sorry again 🙂

    GraHal and Bard thanked this post
    #139639 quote
    Finning
    Participant
    Veteran

    Hi all,

    have to ask – have you used the IG Excel API?? You can get 1 Minute, 1 Hour, 1 Day, 1 Week and 1 Month for data types – so it is a bit limited in some ways, but it is a start.

    There is a data tab that spits out the values that you are looking for. Download the 32/64 bit excel version from here. You will need an API key from settings in you My IG as well.

    https://labs.ig.com/sample-apps

    Cheers,

    Finning.

    #139644 quote
    Finning
    Participant
    Veteran

    $15 a month and there is this software as well – https://www.excelpricefeed.com/userguide/account-setup-ig-index

    #139668 quote
    Bard
    Participant
    Master

    Hi @Finning, thanks, yes I’ve looked at the IG API and yes it will download their O/H/L/C/Vol and indicator values. I was after more sophisitcaed de-trending and signal processing values, indicators like John Ehler’s Empirical Mode Decomposition and Correlation Trend Indicator.

    I’ve made an Excel master sheet that now includes the:

    Accumulation Distribution Line
    ADX (14)
    CCI
    EMA (2/10/50/200)
    MACD (12,26)
    OBV
    RSI (14)
    SMA (2/10/50/200)
    Stochastic Oscillator (14)
    Williams R (4)

    but it’s slow progress so I posted to see if anyone can help further with adding more complex indicators to Excel here: https://www.prorealcode.com/topic/collaboration-to-code-indicators-into-excel-file/#post-139665

    Personally I wish their was a way that didn’t involve having to personally build Excel data sets as I find Excel iritating, eg, you go back to the file you’ve been working on for hours later to find all your formulas have disappeared and “show formulas” doesn’t fix it!

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How to extract every candles data to Excel?


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jebus89 @jebus89 Participant
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This topic contains 33 replies,
has 9 voices, and was last updated by Dow Jones
4 years, 8 months ago.

Topic Details
Forum: ProOrder support
Language: English
Started: 04/11/2019
Status: Active
Attachments: 6 files
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