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mql5/Scripts/MyScripts/Market_Calendar_Pro.mq5
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//+------------------------------------------------------------------+
//| Market_Calendar_Pro.mq5 |
//| Fundamental Risk Mapper for QuantScan |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.00" // Advanced Sector Filtering & Holiday Bypass
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#property description "Exports Daily Economic Events to CSV."
#property script_show_inputs
//--- Input Parameters
input group "Calendar Settings"
input datetime InpDateFrom = 0; // Start Date (0 = Today)
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input bool InpFilterHighOnly = false; // Show only High Impact?
input bool InpIncludeMedium = true; // Include Medium Impact?
//--- Selected Currencies (Core Portfolio Exposure)
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string g_currencies[] = {"USD", "EUR", "GBP", "JPY", "CHF", "AUD"};
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//+------------------------------------------------------------------+
//| Script Start |
//+------------------------------------------------------------------+
void OnStart()
{
// 1. Define Time Range
datetime time_start = (InpDateFrom == 0) ? iTime(NULL, PERIOD_D1, 0) : InpDateFrom;
datetime time_end = time_start + 86400; // 24 hours later
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// 2. Output File Setup
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string date_str = TimeToString(time_start, TIME_DATE); // "2026.02.17"
StringReplace(date_str, ".", ""); // "20260217"
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string filename = "MarketCalendar_" + date_str + ".csv";
int file_handle = FileOpen(filename, FILE_CSV|FILE_WRITE|FILE_ANSI, ";");
if(file_handle == INVALID_HANDLE)
{
Print("Error opening CSV for writing.");
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return;
}
// Write Header (Explicit DATE column included)
FileWrite(file_handle, "DATE", "TIME", "COUNTRY", "CURRENCY", "IMPORTANCE", "EVENT", "PREVIOUS", "FORECAST", "ACTUAL");
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// 3. Fetch Events
MqlCalendarValue values[];
if(CalendarValueHistory(values, time_start, time_end))
{
int total = ArraySize(values);
PrintFormat("Found %d total events. Applying Portfolio Filters...", total);
int written_rows = 0;
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for(int i = 0; i < total; i++)
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{
ulong event_id = values[i].event_id;
MqlCalendarEvent event;
MqlCalendarCountry country;
if(!CalendarEventById(event_id, event))
continue;
if(!CalendarCountryById(event.country_id, country))
continue;
// --- FILTER 1: Target Currencies ---
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bool currency_match = false;
for(int c = 0; c < ArraySize(g_currencies); c++)
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{
if(country.currency == g_currencies[c])
{
currency_match = true;
break;
}
}
if(!currency_match)
continue;
// --- FILTER 2: Target Macro Sectors ---
bool is_core_macro = false;
switch(event.sector)
{
case CALENDAR_SECTOR_BUSINESS:
case CALENDAR_SECTOR_CONSUMER:
case CALENDAR_SECTOR_GDP:
case CALENDAR_SECTOR_HOLIDAYS:
case CALENDAR_SECTOR_JOBS:
case CALENDAR_SECTOR_MARKET:
case CALENDAR_SECTOR_MONEY:
case CALENDAR_SECTOR_PRICES:
is_core_macro = true;
break;
}
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// Drop irrelevant noise (e.g. Housing, Retail specific, Taxes, etc.)
if(!is_core_macro)
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continue;
// --- FILTER 3: Importance (with Holiday Bypass) ---
string impact = "LOW/NONE";
// Holidays are often marked as LOW/NONE importance in MT5,
// but we MUST pass them to the LLM.
if(event.sector == CALENDAR_SECTOR_HOLIDAYS)
{
impact = "HOLIDAY";
}
else
{
bool is_high = (event.importance == CALENDAR_IMPORTANCE_HIGH);
bool is_med = (event.importance == CALENDAR_IMPORTANCE_MODERATE);
if(InpFilterHighOnly && !is_high)
continue;
if(!InpFilterHighOnly && !InpIncludeMedium && !is_high)
continue;
if(!is_high && !is_med)
continue; // Drop standard Low/None events
impact = (is_high) ? "HIGH" : "MEDIUM";
}
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// Format Date and Time
string date_val_str = TimeToString(values[i].time, TIME_DATE); // "2026.04.26"
string time_val_str = TimeToString(values[i].time, TIME_MINUTES); // "14:30"
// Format Statistical Values
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string s_prev = values[i].HasPreviousValue() ? DoubleToString(values[i].GetPreviousValue(), 2) : "-";
string s_fore = values[i].HasForecastValue() ? DoubleToString(values[i].GetForecastValue(), 2) : "-";
string s_act = values[i].HasActualValue() ? DoubleToString(values[i].GetActualValue(), 2) : "-";
// Clean Event Name (Prevent CSV delimiter breakage)
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string ev_name = event.name;
StringReplace(ev_name, ";", " ");
// Write Row
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FileWrite(file_handle,
date_val_str,
time_val_str,
country.code,
country.currency,
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impact,
ev_name,
s_prev,
s_fore,
s_act
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);
written_rows++;
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}
PrintFormat("Processing complete. Exported %d high-relevance portfolio events.", written_rows);
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}
else
{
Print("No events found or failed to retrieve history.");
}
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FileClose(file_handle);
Print("Done. File saved: ", filename);
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}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+