CSV Format Reference
AlgoChef's import wizard detects the delimiter of a CSV or TXT file for you. Your column headers can be called anything — you tell the wizard what each column holds by picking a field label for it. Here's what you need and what each label means.
Required Fields
Every import needs these four columns mapped:
| Wizard label | What it holds | Example |
|---|---|---|
EntryDate | When the trade was opened | 2024-01-15 or 2024-01-15 09:30:00 |
EntryPrice | Entry price | 4750.25 |
ExitDate | When the trade was closed | 2024-01-15 or 2024-01-15 14:45:00 |
ExitPrice | Exit price | 4762.50 |
Strongly recommended: a dollar P&L column, mapped as ProfitLoss_Dollar. AlgoChef uses it directly. Without it, each trade's P&L is worked out from prices: (exit − entry) × size × the instrument's point value (reversed for short trades).
Info
A P&L column in points (ProfitLoss_Points) is stored with the trade, but it is not used to calculate P&L. If you don't have dollar P&L, the prices and your instrument choice do the work — so pick the right instrument.
Wizard Field Labels
Each column in your file gets one of these labels (or None to ignore it). Labels are shown exactly as they appear in the wizard:
| Label | What it holds |
|---|---|
TradeNum | Trade number |
Symbol | Instrument symbol (e.g., ES, NQ) |
Timeframe | Chart timeframe |
Currency | Currency of the P&L |
Currency_Rate | Conversion rate for that currency |
Direction | Long or short — see the accepted values below |
Contracts | Contracts or shares per trade |
EntryName | Entry signal / setup label |
EntryDate | Entry date (required) |
EntryTime | Entry time, if it's in its own column |
EntryPrice | Entry price (required) |
ExitName | Exit signal / reason label |
ExitDate | Exit date (required) |
ExitTime | Exit time, if it's in its own column |
ExitPrice | Exit price (required) |
Commission | Per-trade commission cost |
Slippage | Per-trade slippage cost |
ProfitLoss_Dollar | Trade P&L in dollars (recommended) |
ProfitLoss_Points | Trade P&L in points (stored, not used for P&L) |
ProfitLoss_Pct | Trade P&L in percent |
MAE_Dollar | Maximum adverse excursion ($) — unlocks MAE/MFE analysis |
MFE_Dollar | Maximum favorable excursion ($) — unlocks MAE/MFE analysis |
BarsInTrade | Duration in bars |
TimeInTrade | Duration in time |
VOLstate, VOLvalue, VOLdirection, VOLconfidence | Volatility-regime fields, if your platform exports them |
If you don't map Contracts, each trade's size defaults to 100 shares for stocks and 1 contract for futures.
If you choose position type "Both" in the wizard, a Direction column is required so AlgoChef knows which trades were long and which were short.
Tip
Files in the MultiCharts/TradeStation-style layout or the StrategyQuant X layout are recognised from their headers and pre-mapped. For any other file, you map the columns yourself once — then save the mapping as a template so the next import is one click.
Date and Time Formats
Pick the format your file uses from the wizard's lists. When AlgoChef recognises the format it is pre-filled, but you must confirm it before saving — check the day/month order especially, because 03/04/2024 reads as two different dates.
Date formats:
| Format | Example |
|---|---|
YYYY.MM.DD | 2009.10.23 |
YYYY-MM-DD | 2009-10-23 |
YYYY/MM/DD | 2009/10/23 |
YYYYMMDD | 20091023 |
MM/DD/YYYY | 10/23/2009 |
DD.MM.YYYY | 23.10.2009 |
DD-MM-YYYY | 23-10-2009 |
DD/MM/YYYY | 23/10/2009 |
YYMMDD | 091023 |
DDMMYY | 231009 |
| Custom | Type your own pattern, e.g. MM.DD.YY |
Time formats:
| Format | Example |
|---|---|
HH:MM:SS | 15:30:45 |
HH:MM:SS AM/PM | 03:30:45 PM |
HH:MM | 15:30 |
HHMM | 1530 |
| Custom | Type your own pattern |
The time format is only required when an EntryTime or ExitTime column is mapped. Times are read in the strategy timezone you select during import.
Accepted direction values
You do not need to recode a working direction column. AlgoChef accepts any of these, in any letter case:
| Means long | Means short |
|---|---|
Long, L, 1, Buy | Short, S, -1, Sell |
EntryLong, ExitLong, LExit | EntryShort, ExitShort, SExit |
The second row covers platforms that encode the side in the order type rather than naming it — TradeStation's Excel export and its RINA XML both do this.
Example CSV
entry_date,exit_date,side,entry_price,exit_price,quantity,net_profit
2024-01-02 09:35:00,2024-01-02 11:20:00,Long,4750.25,4762.50,2,1225.00
2024-01-02 13:15:00,2024-01-02 15:45:00,Short,4768.00,4755.75,1,612.50
2024-01-03 10:00:00,2024-01-03 10:45:00,Long,4740.00,4735.50,2,-450.00
In the wizard you would map these as EntryDate, ExitDate, Direction, EntryPrice, ExitPrice, Contracts and ProfitLoss_Dollar.
Tip
Not sure if your file will import correctly? Try it now — the wizard shows a preview of your parsed trades before anything is saved.