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Attachments: MetaTrader Data Export--> Ninja Trader Data Import
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MetaTrader Data Export--> Ninja Trader Data Import

  • Post #1
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  • First Post: Aug 20, 2009 10:46am Aug 20, 2009 10:46am
  •  InfinitySL
  • Joined Aug 2009 | Status: mmmm....beer.... | 963 Posts
I searched all over the forum and didn't see an answer for this, so i'll see if anyone can help me out here...

I am curious if there is a program (excel macro would almost be best here) to convert the format that MetaTrader exports data as into a form I can import into the NinjaTrader platform. I have some data that i'm trying to fill in and would love to be able to quickly convert this data - I tried messing around with it last night but wasn't getting anywhere fast. The way that MetaTrader labels the time was messing me up.

Thanks in advance for any help you can provide.
  • Post #2
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  • Aug 21, 2009 1:33pm Aug 21, 2009 1:33pm
  •  Kenz987
  • Joined Aug 2006 | Status: Member | 737 Posts
What time frame? It's different for minutes vs daily...
 
 
  • Post #3
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  • Edited at 2:56pm Aug 21, 2009 2:53pm | Edited at 2:56pm
  •  Kenz987
  • Joined Aug 2006 | Status: Member | 737 Posts
Rename .txt to .vbs
Edit it with notepad and change the folder in/out names.
ps: This should work for 1 minute data. I did not test other timeframes.
Also, if you are needing to merge data already loaded into NT with some txt files, I have a script that will do that too. If you have huge files it gets too big for Excel to handle.
Attached File
File Type: txt zCvtMT2NT-vbs.txt   2 KB | 980 downloads
 
 
  • Post #4
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  • Aug 22, 2009 10:16am Aug 22, 2009 10:16am
  •  InfinitySL
  • Joined Aug 2009 | Status: mmmm....beer.... | 963 Posts
Quoting Kenz987
Disliked
Rename .txt to .vbs
Edit it with notepad and change the folder in/out names.
ps: This should work for 1 minute data. I did not test other timeframes.
Also, if you are needing to merge data already loaded into NT with some txt files, I have a script that will do that too. If you have huge files it gets too big for Excel to handle.
Ignored
Interesting. This is not a macro for excel, correct? Although just glancing at the language it does look like some form of VB...

I'm going to play around with this tomorrow (as I have a wedding to go to today) and see where it leads me. This could be quite useful.

Basically I have recorded a ton of intra-day data for NT, but I do still have some gaps in the data that I want to eliminate and I think i can use my MT4 (thru FxPro) to download the data and then import back into Ninja in order to get a complete data series (to do backtesting, etc).
 
 
  • Post #5
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  • Last Post: Apr 24, 2011 6:13am Apr 24, 2011 6:13am
  •  waza1960
  • | Joined Nov 2010 | Status: Member | 4 Posts
Can anyone explain how to use the VBS script? please
 
 
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