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Ian: I use the the example below in a signal called Exporter in
in TS2000i strategy to export O,H,L,C,Open Interest Change and
Volume to a .csv files. (i.e. Exp-LH.csc) I use it daily on
Cotton,EDU,Copper,Yen,Coffee,Lean Hogs, Natural Gas, S&P and
wheat. I then use an excell macro to update the individual spread
sheets from the daily *.csv files. Hope this helps, if you have
any questions, let me know.
Happy New Year
Grover
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Input: Decimals(4) ;
Vars: EqName(""),TradeStr1(""),OICh(0),VolAdj(0),VarHigh(0),VarLow(0),VarClose(0),
VarDecimals(0);
Condition1=Date>ElDate(12,31,1996);
VolAdj=Volume/1000;
OICh=OpenInt[0]-OpenInt[1];
If CurrentBar = 1 Then Begin
EqName = "\Adata\SS\CYCLES\EXP-" + LeftStr(GetSymbolName, 2)+ ".csv";
FileDelete(EqName);
End;
EqName = "\Adata\SS\CYCLES\Exp-" + LeftStr(GetSymbolName, 2) + ".csv";
If LeftStr(GetSymbolName,2)="NG" then begin
VarHigh=H*10;
VarLow=L*10;
VarClose=C*10;
VarDecimals=2;
end
else begin
VarHigh=H;
VarLow=L;
VarClose=C;
VarDecimals=Decimals;
end;
If LeftStr(GetSymbolName,2)="JY" then begin
VarHigh=H*100;
VarLow=L*100;
VarClose=C*100;
VarDecimals=2;
end;
If LastBarOnChart then begin
OICh = 0;
VolAdj= 0;
End;
TradeStr1 = ELDateToString(Date) + "," + NumToStr(VarHigh, VarDecimals) +"," +
NumToStr(VarLow, VarDecimals) + "," + NumToStr(VarClose, VarDecimals) + "," +
NumToStr(VolAdj,2) + "," + NumToStr(OICh,0) +
","+NumToStr(OpenInt,0)+"," +NewLine;
If Condition1 then FileAppend(EqName, TradeStr1);
If Condition1 then Print(TradeStr1);
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