To download data file from Tradestation:

  1. Log into your TradeStation trading account.
  2. From the Account Services menu, select Balances, Positions & Activity > Tax Activity.
  3. Set the desired date range of your data.
  4. Choose All from the Transaction Type drop-down menu.
  5. You can select Quicken (*.qfx) from the File Type drop-down menu.
  6. Click on the Download button.
  7. Run TradeMax and setup a TradeStation account to import trade activity data from local file. Click on the Next Button
  8. In Profile Name dropdown list,select Open Financial Exchange (*.ofx,*.qfx,*.xml)
  9. Click File Browser Button to select data file from your computer,then click Next Button