Downloading data to external files. Is possible?
Forums › ProRealTime English forum › ProRealTime platform support › Downloading data to external files. Is possible?
- This topic has 6 replies, 5 voices, and was last updated 5 months ago by robertogozzi.
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07/20/2024 at 7:38 PM #23557907/21/2024 at 6:20 AM #235580
In the Main Menu under Setup there’s the option “DDE Stream On”. With this you can export the instruments visible in current Lists on the screen to Excel. This is a live stream. You can filter out instruments you don’t want to see showing up in Excel.
If you add a List especially for this, you can let show up in Excel what you want. You can *not* appoint existing Lists to not show up in Excel. In this regard the Portfolio is a List too and that is dynamic (contains your Positions and they change). I deem this a negative, but alas.Regards,
Peter07/22/2024 at 9:17 AM #235610I already knew this possibility, but I was asking about the possibility of exporting ENTIRE series to subject them to a more complete statistical and mathematical analysis. In fact, I’m already doing this with R, possibly the best (and free!) statistical software. In any case, thank you very much for your response.
Manuel.
07/22/2024 at 10:27 AM #23561907/22/2024 at 10:38 AM #235620I know, Ivan. And it's a shame, because I think the PRT data is of high quality. Read my previous post. The problem with R is that from time to time the sources (Yahoo, Google, etc.) stop supplying data. And then everything goes to hell. Anyway, thank you very much. Manuel
07/22/2024 at 5:30 PM #235639you can do it. It is not trivial, but technically it is possible and it does not take long either. You create a bot with 1M dollars in the account (simulated in backtesting), you set it to buy as many positions in each candle as the share price is worth, and in the next one to close, sell everything. And this will be the case in each backtesting candle. You do the backtesting, you go to the closed positions indicator, and that will precisely serve as a history of the price of your action in all the candles that you have run it.
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07/22/2024 at 7:47 PM #235645Hey guys, please only post in the language of the forum that you are posting in. For example English only in the English speaking forums and French only in the French speaking forums.
Thanks 🙂
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