Convert historical FOREX data to daily Open, High, Low, Close format to easily perform technical analysis


Importing historical data
This spreadsheet allows the user to import historical tick-by-tick data rates downloaded from http://rates.gaincapital.com to daily data in the open, high, low, close format. The daily data can then be easily utilized in technical analysis methods. One example is to copy the output to TraderCode's Technical Analysis Expert spreadsheet for technical analysis or TraderCode's Strategy BackTesting Expert for Backtesting analysis.

Using the Spreadsheet
The spreadsheet contains 3 worksheets as described below:

  • Input - This worksheet as shown in the diagram above allows the user to specify the comma delimited files (csv files) to be imported. The csv files can be downloaded from http://rates.gaincapital.com. A full path or a relative path from where the spreadsheet is located needs to be specified. A maximum of 500 files for import are supported. As Gain Capital provides the data in weekly format, this spreadsheet allows you to import more than 10 years' worth of data for the specified currency pair.
  • BidOutput - The daily Bid rate in Open, High, Low, Close format.
  • AskOutput - The daily Ask rate in Open, High, Low, Close format.


The Import button will execute the VBA (Visual Basic for Applications) macro embedded in the spreadsheet and convert the tick-by-tick data to the daily price format. The format is as shown in the diagram above. This is a commonly used format for technical analysis.


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