(1) Click Tools
, select Historical data and then click Export.
(2) Select the Instrument to export historical data for and the Data series starting and ending date
(3) Click OK
and then select the data directory and file name
(4) Click Save to export the historical data
Data Format:
Daily data:
PAL can read directly the ASCII text format used by NinjaTrader to export historical daily data.
Intraday data
With intraday data export, NinjaTrader does not place a delimiter after the date. Data are exported in the following form (see the NinjaTrader manual under "export"):
20061023 004400;1377.25;1377.25;1377.25;1377.25;86
20061023 004500;1377.25;1377.25;1377.25;1377.25;27
20061023 004600;1377.25;1377.25;1377.25;1377.25;24
20061023 004700;1377.50;1377.50;1377.25;1377.25;82
Note that there is no delimiter after the date.
There are at least two ways of converting the data to a format that can be then converted to PAL intraday file:
1. Use a script to output the data in text file in a format that can be converted to PAL format. Output the date, time, open, high, low, close separated by a comma.
Then use the Intraday File Creation tool from the PAL main menu to convert the file to PAL format.
2. Use Wordpad and Search and Replace (recommended for quick conversion)
Export a .txt file from NinjaTrader and then open it in Wordpad. Input commas in the space after the date on each line by using Edit-Replace. Just input a space in
"Find what" (hit spacebar once) and then input , in "Replace with". After you replace the blank space after the date with a comma on each line, replace all ; with ,
using the same method. Then, convert the file using the Intraday File Creation tool for PAL main menu.
You can use the text file generated by NinjaTrader in PAL to search or scan for patterns and for running the p-Indicator.
