#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
using System.IO;
#endregion
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// Enter the description of your strategy here
/// </summary>
[Description("Strategy to write historical data from BarSeries[0]")]
public class DataWriter : Strategy
{
#region Variables
 
#endregion
/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
CalculateOnBarClose = true;
BarsRequired = 20;
 
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
PrintWithTimeStamp(Open[0] + "," + High[0] + "," + Low[0] + ","+ Close[0]);
}
#region Properties
 
#endregion
}
} 




                        

                            
{
//Print the data to the Output Window 
PrintWithTimeStamp(Open[0] + "," + High[0] + "," + Low[0] + "," + Close[0] + "," + Volume[0]);
 
//Write the data to PathFileName
 
using (StreamWriter sw = File.CreateText(PathFileName))
{
sw.WriteLine(Time[0] + "," + Open[0] + "," + High[0] + "," + Low[0] + "," + Close[0] + "," + Volume[0]);
sw.Close();
}
}