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Intraday Data Conversions

Intraday data are used in DLPAL in a way similar to EOD daily data. The program does not consider time in its deep learning and this speeds the execution time significantly. In order to use intraday data an ASCII text file must be created with the time field is omitted and the date field is replaced by and increasing 8-digit integer. Below is an example:

10000001 1492.25 1493.50 1486.75 1489.25
10000002 1489.00 1489.25 1482.50 1485.50
10000003 1485.75 1488.00 1484.00 1484.75

You can use the Intraday File Creation tool from the Main menu of the program to convert several different intraday data formats to an intraday file for use with DLPAL. Note: When using DLPAL with tick data and since the Open, High, Low and Close have the same value the only major cluster types that can be used are “Tick Data” and “Close”. 

From the main program menu click Tools and then Intraday File Creation.

Select the Source file to convert and specify its format from the Source File Settings. It is recommended to use a text editor in order to determine the exact format of the file before attempting to make the conversion. Select the Metastock compatible option if the source file was created by Metastock.

Click Convert, select the the directory to store the new file and the new file name. Click Save to complete the conversion.

The following intraday ASCII formats can be converted to a format compatible with DLPAL using the Intraday File Creation tool:

1. Metastock ASCII files.  These files must include a header line of the form: <TICKER>,<PER>,<DTYYYYMMDD>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>

2. Date format: YYMMDD with the TIME, OPEN, HIGH, LOW AND CLOSE fields all space or comma delimited, no header line

3. Date format: MM/DD/YYYY with the TIME, OPEN, HIGH, LOW AND CLOSE field all space or comma delimited, no header line.

NoteWhen converting Metastock ASCII files to DLPAL compatible format the header is not present any longer in the target file.

Converting Metastock ASCII text format to DLPAL format using Tools.

– From the main menu select Tools and then Intraday File Creation.

– Select the source file that from the directory it was saved and make sure the Metastock compatible option is marked in the file settings.

– In the target file settings leave checked the default DLPAL compatible format and click Convert. Select a new directory to save the file in DLPAL format (or the same directory with a different file name) and click Save to complete the conversion.