Excel Question

Discussion in 'Trading Software' started by gs57143, Oct 8, 2002.

  1. gs57143

    gs57143

    I have downloaded a raw data file from quotetracker and loaded it into Excel. I want to find a way to create a chart with this data for backtesting, but I have to be able to extract the periodic open, high, low, and close to create the chart. The data I have is time of last sale, price of last sale, and the bid and ask, which I don't need(bid and ask). Is there a quick way of sorting the data into columns for the open, high, low, and close for set periods of time.
     
  2. Try saving it as a .txt file, then open excel, and try to open the .txt file by using the OPEN command from the file header in excel.

    A "wizard" should pop up which will walk u thru what you're trying to accomplish.
     
  3. gs57143

    gs57143

    thereuare,

    thank you for the reply, but I already have the data on the screen in the proper format. I'm just wondering if there are a few quick and easy formulas I can plug in that will breakout the open, high, low, and close for a specified time interval, based on time of last sale data, and price of last sale data.
     
  4. xs900

    xs900

    Yes gs57143............this would be very useful.

    I downloaded QT yesterday to solve another problem and used the "export" feature but could not export the data in a timeframe of my choice i.e. 5 min, 30 min etc. only output seemed to be "Tick" data.

    Seems a popular program and am already impressed with it's features (i.e. chart a portfolio.........been trying this in excel for a while but it's clumsy. QT is lovely.)

    I am sure your (and mine) request is common and there is a solution and many have it.

    might try QT boards to find who knows.

    xs
     
  5. xs900

    xs900

    Yes this is possible by using QT's API (saw message on their boards).............but me no programmer bah!

    xs
     
  6. EMZ

    EMZ

    This maybe of help.
    Dynamic formulas, ranges, similar to dynamic charts.

    http://www.tushar-mehta.com/excel/newsgroups/dynamic_charts/index.html#LastSoMany
     
  7. xs900

    xs900