How to output historical Indicator values for an entire Indicator family to a CSV file?
Author: emskiphoto
Creation Date: 4/9/2018 7:16 PM
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emskiphoto

#1
I am attempting to generate CSV files with 'per bar' values of 100's of technical indicators. I've started down the path of manually coding this (see first code below) one indicator at a time and wondered if there may be a way to do this for all of the "Community Indicators", or "TASC Indicators", for example.

Then I came across the "Stability of All Indicators [Rev.A]" strategy script in WLP. It appears this code may be a way to generate the time series of ALL indicators in a given family. Could you provide an example of how the Current Code could be modified to achieve this objective? Or modify the "Stability of All Indicators [Rev.A]" script?
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Eugene

#2
It's very simple. Take the Strategy code (preferred) or its equivalent from author's forum thread. The downloadable Strategy can work with all known indicator libraries out of the box.

1. Find this line:
CODE:
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2. Insert this line after the line in #1. Feel free to adjust it to your needs:
CODE:
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As can be seen, its purpose is to output each DataSeries value on the last bar - formatted to your Wealth-Lab's decimal places preference.

So it should look like this:
CODE:
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P.S. These two blocks of code could be deleted as they aren't required for your purpose:
CODE:
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Eugene

#3
Here's an example that satisfies your intention of having OHLCV exported together - all to an ASCII file. OHLCV is actually skipped, you can add it yourself if it's required. The idea is to illustrate the pattern:

CODE:
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