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 TradeStration account to import trade activity data from local file. Click 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