How to extract every candles data to Excel?
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- This topic has 33 replies, 9 voices, and was last updated 3 years ago by Dow Jones.
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04/11/2019 at 7:35 PM #96166
So im making a tool that analyses my systems, but i need the underlying market data, so for example i would love to see the open, close, high, low of every candle in the chart. (on any timeframe)
Could i perhaps make a system that trades on every candle to get that info?
Any thoughts?04/11/2019 at 7:50 PM #9616704/11/2019 at 8:00 PM #96169maybe im the stupid one but how would i use that?
I would love a way to extract the high, low, open, close of every candle to excel.
i was thinking that if i could “buy the open” and hold thru the candle then buy the next candle and so on, i could see the high/low with the mfe/mae on the detailed report but i guess thats faulty thinking anyways because it wouldnt say what the price is but rather the +/- of pips, which might help but i dunno..
04/11/2019 at 9:43 PM #96176excel
The critical missing bit of information from your topic title and first post! I’ve edited your title.
04/11/2019 at 10:20 PM #96183There’s no way to export candles’data. Just use a pen and plenty of paper!
I don’t think any broker would let anyone do this, maybe some make that data avilable if you pay a fee.
04/11/2019 at 10:38 PM #9618704/11/2019 at 11:38 PM #96190Use this code, then drag data from report to excel:
123DEFPARAM CumulateOrders = trueSELL AT MARKETBUY AT MARKET04/12/2019 at 7:26 AM #9619704/12/2019 at 8:09 AM #96205This code works only for daily timeframe:
123456789101112131415161718192021222324defparam drawonlastbaronly=truestartDate = 20190101once plotted=0if date=startDate thenstartbar=barindexendifif date=today and not plotted thenfor i = 0 to barindex-startbar doiday=day[i]imonth=month[i]iyear=year[i]iopen=open[i]ihigh=high[i]ilow=low[i]iclose=close[i]y=i*0.1drawtext("#iyear#.#imonth#.#iday#;#iopen#;#ihigh#;#ilow#;#iclose#",barindex,y,dialog,standard,12)nextplotted=1endifreturnLet’s try an OCR now..
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04/12/2019 at 8:19 AM #96209OCR works, but the result is not yet perfect, should try black text on white background and/or with larger text. The thousand separator with comma is also annoying..
I used this website: https://www.onlineocr.net/
I was able to generate a txt file and imported it as text data into an Excel worksheet as data separated with semicolon.
1 user thanked author for this post.
04/12/2019 at 11:45 AM #9624505/22/2020 at 10:59 AM #132795Thanks Nicolas, okay so there is a kind of work around. A couple of thoughts:
What is line 18 for?
How would I derive the values for say, eg Ehler’s Universal Oscillator, a Zero Lag Average and a DPO or COG?
I’m not clear how you lift the data in your image into a text file for the OCR website assuming there are more rows than a snapshot can take for the OCR s/ware?Cheers,
05/22/2020 at 1:54 PM #132820Y variable is the price coordinate.
How would I derive the values for say, eg Ehler’s Universal Oscillator, a Zero Lag Average and a DPO or COG?
By learning how to use a loop 😉
05/22/2020 at 3:40 PM #132850I’m guessing a blank indicator (whether the background is white or black) isn’t right? Loops, yes I’m familiar with the concept!
I tried an RSI but got a warning about a positive integer is needed for the RSI?
Then I added Ehler’s Oscillator, my original Ehler’s indicator returns the “Result” of the oscillator and the 0 as “0.” I also have the bandedge added as a variable in the indicator.So its warning me: The function “Ehler’s Unic Osc SuperSmoother” called from “Get OHLC Data” returns 2 values but your code needs 1…. but I am not sure how to correct the syntax because I am already using an “=” sign straight after the “UnivOsc ” (pls see second line) but I need to use “indicator1, ignored = Call….” and that’s two equals signs in one line?
Cheers again,
12345678910111213141516171819202122232425262728defparam drawonlastbaronly=true//UnivOsc = indicator1, ignored = Call "Ehler's Univ Osc SuperSmoother"UnivOsc = Call "Ehler's Univ Osc SuperSmoother"[25]startDate = 20190522once plotted=0if date=startDate thenstartbar=barindexendifif date=today and not plotted thenfor i = 0 to barindex-startbar doiday=day[i]imonth=month[i]iyear=year[i]iopen=open[i]ihigh=high[i]ilow=low[i]iclose=close[i]iRSI = RSI[i]iUnivOsc = UnivOsc[i]y=i*0.1drawtext("#iyear#.#imonth#.#iday#;#iopen#;#ihigh#;#ilow#;#iclose#;#iRSI#;#iUnivOsc#",barindex,y,dialog,standard,12)nextplotted=1endifreturn05/27/2020 at 6:22 PM #133490I meant, the indicator — even in it’s original form — doesn’t produce anything, regardless of a white or black background?
I have it set on daily £/$ candles.Any ideas? (Anything to avoid having to use Yahoo Finance O/H/L/C and formulate indicator values in Excel!). Cheers,
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