Hi there,

I recently decided to build an excel spreadsheet listing out certain technical indicators on the SPY at the end for each trading day for the last 10 years. For instance: RSI, ADX, and various daily moving averages. Since Wealth Lab pulls its information from databases, I wonder if there's an easy way to simply export the data I'm looking for?

If not, the only way I can imagine doing this is creating a backtest that enters the SPY at the end of each trading day, then changing the code to reveal certain indicators at time of entry (using the guidance in this post.) Can anyone think of a better idea? Or am I on the right track?

Since I know someone will likely ask why I would want such a database, rather than just using the tools available in WealthLab, here's why: I'm currently backtesting a strategy that involves selling stock options (Iron Condors, Butterflies, etc). I'm using a different software to backtest these strategies, but that software doesn't have the ability to know what technical indicators were or make decisions based off them. I want to cross reference which of the best-performing trades from that software correlate the most highly to certain market conditions from the spreadsheet I'm discussing above.

Thanks for the help,

Jeff

Hi Jeff,

Assuming you have the historical data for these options, I think it may be simpler to export the list of backtested trades from your option software to a CSV/TXT file and import it into Wealth-Lab. For example see my post #2 in topic below:

Trade history to chart along with historical prices

Thanks Eugene, I'll take a look and get back to you soon.

P.S.

QUOTE:
For instance: RSI, ADX, and various daily moving averages. Since Wealth Lab pulls its information from databases, I wonder if there's an easy way to simply export the data I'm looking for?

Wealth-Lab calculates it on-the-fly and doesn't pull it from anywhere. However, if all that you want is to export the values of technical indicators to a spreadsheet then it's a trivial task. Examples:

* Data | Exporting data out of WL6 to ASCII and binary files
* Output historical data (OHLCV) to text file for all symbols in a DataSet

P.P.S. I've updated the Wiki with an example of exporting indicators as well, not just OHLC.