Tutorial 195 | Storing data in multiple new CSV files created by the program

There are many reasons why you might want a TradeStation EasyLanguage program to print data to an external file on your computer. Tutorial 145 demonstrated how data, only available in real time, could be saved to a file and then read back in to a chart containing historic data.

In tutorial 145 the name of the external was set as an input and only that one file was used. There may be situations, however,  where you require a program to create new, uniquely named files whenever a certain event occurs or after a period of time.

Tutorial 195 demonstrates how a program can create multiple files on a local computer and store data in each of them.

In this example program, applied to a 1 minute chart, exponential moving averages are calculated and then written to  a CSV (Comma Separated Value) file. Every time a new hour begins, a new file is created. The files are named using a combination of the symbol name, the bar interval, the date and the hour, for example: “T195_@ES_1_07-16-23_19.csv.”

The files are created and the data stored using StreamWriter functionality. In this example we are not using StreamReader to read the data we have stored, rather the data is available to be analyzed in a spreadsheet program.

The program plots the exponential moving averages in different colors depending on whether they were calculated for real time or historic bars.

Note: if a file is open in another program (e.g. a spreadsheet) when TradeStation attempts to write to it, a run-time error will occur.

Also see tutorial 145 which covers a similar subject area.