Output historical data (OHLCV) to text file for all symbols in a DataSet
Author: instarac
Creation Date: 5/12/2016 4:28 PM
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instarac

#1
Does anyone know how to get data out of WL into text files for a series of symbols?

I would like to be able to execute a command that would create text files of price data beginning from a fixed starting point to the current minute using a fixed time interval (e.g. 5 minutes) for all securities in the watch list.

WL allows you to create a text file of price data from a single chart, but I'm looking to do it across multiple symbols.
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Eugene

#2
Simply run this code in Multi-Symbol Backtest mode:

Exporting to ASCII comma-separated files (CSV)

If unsure how, check out the Wealth-Lab User Guide > Strategy Window > Backtesting Strategies > Multi-Symbol Backtest.