March | 2017 | George Pruitt

Well it happened again. I had four analysis techniques open in my TradeStation Development Environment and my TS crashed and when I went back to work after restarting they were all garbage. The easiest way to back up your code is to have NotePad open and while working on your EasyLanguage copy and past your code into a NotePad file. Do this in stages and if you like you can keep different revisions. If you don’t want to keep revisions just select all and replace with the code you are copying from the TDE. Make sure you copy your final changes so that you can archive this in a separate folder and store it on your computer, flash drive or the cloud. Remember TradeStation stores your analysis techniques in one big library glob. If that glob gets corrupted and you don’t back up your TradeStation periodically, then you run a chance of losing all of your hard work. So definitely back up TradeStation automatically using their software and also back up your coding in a NotePad file.

For all of you who want to open multiple text files from within VBA here is the code that will do just that. Here I open a Open File Dialog and enable multiple file selection. I then parse the return string to gather the path and individual file names. The data is then processed – I am looking for a file with a date and a value separated by a comma. You can basically do anything you want with VBA and you also have the EXCEL functions right at your fingertips. Plus output to a worksheet is ultra simple.

 Set fd = Application.FileDialog(msoFileDialogOpen)
    With fd
        Set ffs = .Filters
        With ffs
            .Clear
            .Add "CSV Data", "*.csv; *.txt"
        End With
        .AllowMultiSelect = True
        If .Show = False Then Exit Sub
        fcnt = 0
        maxDate = DateValue("01/01/1900")
        minDate = DateValue("12/31/2200")
        prevSymbol = "**"
        dateNewestToOldest = False
        For Each it In fd.SelectedItems
			fcnt = fcnt + 1
            filePath(fcnt) = it
            fileName(fcnt) = Right(filePath(fcnt), Len(filePath(fcnt)) - InStrRev(filePath(fcnt), "\"))
            symbol(fcnt) = Left(fileName(fcnt), 2)
            Set DataHolder = New DataClass
                        
            If symbol(fcnt) <> prevSymbol Then symbolHolder.Add symbol(fcnt)
            prevSymbol = symbol(fcnt)
            dataCnt = 0
            Open filePath(fcnt) For Input As #1
            rowNumber = 1
			Do Until EOF(1)
				Line Input #1, lineFromFile
                dataCnt = dataCnt + 1
                If dataCnt > skipLines Then
					lineFromFile = Replace(lineFromFile, " ", "")
                    lineItems = Split(lineFromFile, ",")
                    numItems = UBound(lineItems) - LBound(lineItems) + 1
                    isDash1 = InStr(lineItems(0), "-")
                    isSlash1 = InStr(lineItems(0), "/")
                    If isDash1 > 0 Or isSlash1 > 0 Then
                        inputDate = CDate(lineItems(0))
                    Else
                        myYear = Left(lineItems(0), 4)
                        myMonth = Mid(lineItems(0), 5, 2)
                        myDay = Right(lineItems(0), 2)
                        inputDate = DateSerial(Left(lineItems(0), 4), Mid(lineItems(0), 5, 2), Right(lineItems(0), 2))
                    End If
                	If dataCnt > 1 Then
                    	If inputDate < tempDate Then dateNewestToOldest = True
                	End If
                	If inputDate > maxDate Then maxDate = inputDate
                	If inputDate < minDate Then minDate = inputDate
                	Set DataHolder = New DataClass
                	DataHolder.SymbolName = symbol(fcnt)
                	DataHolder.SymbolNum = fcnt
                	DataHolder.EquDate = inputDate
                	DataHolder.EquVal = lineItems(1)
                	myEquityCollection.Add DataHolder
                	tempDate = inputDate              
				End If
            Loop
        Close #1
        Next it
    End With

VBA code to open multiple text files

George Pruitt

Monthly Archives: March 2017

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Backtesting with [Trade Station,Python,AmiBroker, Excel]. Intended for informational and educational purposes only!