GeneralTradingSarl
104 lines
4.7 KiB
Plaintext
104 lines
4.7 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Demo_FileWrite.mq5 |
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//| Copyright 2013, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2013, MetaQuotes Software Corp."
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#property link "http://www.mql5.com"
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#property version "1.00"
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//--- show the window of input parameters when launching the script
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#property script_show_inputs
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//--- parameters for receiving data from the terminal
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input string InpSymbolName="EURUSD"; // currency pair
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input ENUM_TIMEFRAMES InpSymbolPeriod=PERIOD_H1; // time frame
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input int InpFastEMAPeriod=12; // fast EMA period
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input int InpSlowEMAPeriod=26; // slow EMA period
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input int InpSignalPeriod=9; // difference averaging period
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input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // price type
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input datetime InpDateStart=D'2012.01.01 00:00'; // data copying start date
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//--- parameters for writing data to file
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input string InpFileName="MACD.csv"; // file name
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input string InpDirectoryName="Data"; // directory name
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//+------------------------------------------------------------------+
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//| Script program start function |
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//+------------------------------------------------------------------+
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void OnStart()
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{
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datetime date_finish; // data copying end date
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bool sign_buff[]; // signal array (true - buy, false - sell)
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datetime time_buff[]; // array of signals' arrival time
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int sign_size=0; // signal array size
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double macd_buff[]; // array of indicator values
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datetime date_buff[]; // array of indicator dates
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int macd_size=0; // size of indicator arrays
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//--- end time is the current time
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date_finish=TimeCurrent();
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//--- receive MACD indicator handle
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ResetLastError();
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int macd_handle=iMACD(InpSymbolName,InpSymbolPeriod,InpFastEMAPeriod,InpSlowEMAPeriod,InpSignalPeriod,InpAppliedPrice);
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if(macd_handle==INVALID_HANDLE)
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{
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//--- failed to receive indicator handle
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PrintFormat("Error when receiving indicator handle. Error code = %d",GetLastError());
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return;
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}
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//--- being in the loop until the indicator calculates all its values
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while(BarsCalculated(macd_handle)==-1)
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Sleep(10); // pause to allow the indicator to calculate all its values
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//--- copy the indicator values for a certain period of time
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ResetLastError();
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if(CopyBuffer(macd_handle,0,InpDateStart,date_finish,macd_buff)==-1)
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{
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PrintFormat("Failed to copy indicator values. Error code = %d",GetLastError());
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return;
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}
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//--- copy the appropriate time for the indicator values
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ResetLastError();
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if(CopyTime(InpSymbolName,InpSymbolPeriod,InpDateStart,date_finish,date_buff)==-1)
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{
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PrintFormat("Failed to copy time values. Error code = %d",GetLastError());
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return;
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}
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//--- free the memory occupied by the indicator
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IndicatorRelease(macd_handle);
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//--- receive the buffer size
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macd_size=ArraySize(macd_buff);
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//--- analyze the data and save the indicator signals to the arrays
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ArrayResize(sign_buff,macd_size-1);
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ArrayResize(time_buff,macd_size-1);
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for(int i=1;i<macd_size;i++)
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{
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//--- buy signal
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if(macd_buff[i-1]<0 && macd_buff[i]>=0)
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{
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sign_buff[sign_size]=true;
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time_buff[sign_size]=date_buff[i];
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sign_size++;
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}
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//--- sell signal
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if(macd_buff[i-1]>0 && macd_buff[i]<=0)
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{
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sign_buff[sign_size]=false;
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time_buff[sign_size]=date_buff[i];
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sign_size++;
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}
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}
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//--- open the file for writing the indicator values (if the file is absent, it will be created automatically)
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ResetLastError();
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int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_WRITE|FILE_CSV);
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if(file_handle!=INVALID_HANDLE)
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{
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PrintFormat("%s file is available for writing",InpFileName);
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PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
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//--- first, write the number of signals
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FileWrite(file_handle,sign_size);
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//--- write the time and values of signals to the file
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for(int i=0;i<sign_size;i++)
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FileWrite(file_handle,time_buff[i],sign_buff[i]);
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//--- close the file
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FileClose(file_handle);
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PrintFormat("Data is written, %s file is closed",InpFileName);
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}
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else
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PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
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} |