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Export Amibroker Database to Ninjatrader EOD or 1min ASCII format

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If you are a Amibroker user and recently testing with Ninjatrader 7 or have plans to migrate your EOD or 1min database to Ninjatrader then probably you need to aware about Ninjatrader ASCII format for EOD and 1min data and import procedure to migrate your dataset.

To be noted Ninjatrader 1minute format is in GMT time zone format. so one have to ensure converting IST or any other time zone format to GMT time zone. Amibroker AFL code presented here supports converting from IST time zone to GMT time zone. The AFL also avails the functionality to export both Daily and Minute bars in ASCII format as shown below

Ninjatrader 1minute Format
Minute Bars Format
Each bar must be on its own line and fields must be separated by semicolon (;). Only 1 minute bars can be imported.

The format is:
yyyyMMdd HHmmss;open price;high price;low price;close price;volume

Sample data:

20170522 034559;157.15;158.00;157.15;157.90;469000
20170522 034659;158.05;158.05;157.20;157.30;290500
20170522 034759;157.40;157.80;157.25;157.40;357000
20170522 034859;157.40;157.45;156.90;157.00;262500

Ninjatrader Daily Format
Daily Bars Format
Each bar must be on its own line and fields must be separated by semicolon (;). Only 1 day bars can be imported.

The format is:
yyyyMMdd;open price;high price;low price;close price;volume

Sample data:

20170612;1377.25;1377.25;1377.25;1377.25;86
20170613;1377.25;1377.25;1377.25;1377.25;27
20170614;1377.25;1377.25;1377.25;1377.25;24
20170615;1377.50;1377.50;1377.25;1377.25;82

Amibroker AFL File to Export Amibroker Database to Ninjatrader ASCII format

Steps to Export Ninjatrader 7 ASCII format

1)Copy/Download Ninjatrader ASCII.afl and Save into Amibroker/formulas/Basic Charts or any other custom folders of your choice.

2)Goto C: Drive ->Create Folders amidata and create sub-folders named Daily and Minute inside amidata folder.

2) Open Amibroker and open the Database you want to import.

3)Goto New Analysis (Auto analysis for older version). Select the symbol or list of symbols(Filter -> Watchlist) need to be imported

4)Open the Parameter Box and Select the Daily or Minute Bars as shown in the video

5)Goto Settings -> Select the Period as 1minute / Daily timeframe which needs to be import into Ninjatrader 7 ASCII .txt format

6)Now Press Explore button. Ninjatrader 7 ASCII format gets exported to the relevant sub-folders inside amidata

7)Now Open Ninjatrader 7 Control Center -> goto Historical Data Manager

8)Now Press Start Import button – > Now Select the exported Ninjatrader 7 ASCII file and press open button

9)Bingo you are done. You will get a alert Historical data imported successfully message from the data manager.

10)Now open the charts from the control center and enjoy!

Related Readings and Observations

The post Export Amibroker Database to Ninjatrader EOD or 1min ASCII format appeared first on Marketcalls.


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