Exporting Market Bars and Indicators to Tabular Data
Summary
The document describes a script for saving selected market data and indicator values for later use. Exportable fields include time, open, high, low, close, volume, standard indicators, and time-derived values such as weekday, hour, and minute. Users can choose which fields to include and configure the starting bar, record limit, decimal precision, indicator averaging method, applied price, and averaging period.
The output is tab-separated text with Windows-style line endings. For larger histories, the document points users to the platform’s history download tools. It cautions that downloaded broker archives may not match market quotes, and recommends skipping an initial number of bars when data is incorrect. It provides no trading strategy, performance evidence, or validation method; its contribution is a practical way to prepare selected historical series for analysis.
Key ideas
- The script exports selected OHLCV fields, indicators, and time-derived values.
- Users can limit the saved range and configure indicator calculation settings.
- Output fields are separated by tabs, with each record on a separate line.
- Historical downloads may differ from market quotes, and initial bars can be skipped if needed.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.