I have a scan that I run and it generates potential trades. Is there an easy way to take the generated alerts and make a DataSet that contains the stocks from the scan?

There's a way, but it doesn't have to be easy:

Using results of a daily screen on an intraday strategy

Look what the topic starter wrote on 12/7/2009 6:33 PM:

QUOTE:
My problem was: I have written a daily screen using a data set of 400 ETFs. I run it after the close that gives me a relatively small list of stocks to test the next morning on an intraday strategy. I want to run these screened stocks, not the complete data set the next morning to trade intraday.

My simple solution is: I took my daily screen and added StreamWriter commands to create an xml file with the format required for a data set, resident in the same folder where the WLP data sets reside. I can run the daily screen on my global data set and export those stocks that satisfy the screen into a new data set. The next morning I can run my intraday strategy live using 1 or 5 minute bars on the screened data set. I found this to be a simple solution to my problem.

The DataSet will be available once WLP is restarted.

And a really easy way, not requiring a restart, is to loop by the Alert list (as illustrated in the QuickRef), extracting alerts generated by your Strategy, to clipboard or file. The only step that's left is to manually create a DataSet, pasting in the list of symbols.