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Export to Excel in Real Time

  • #1
  • First Post: Edited Feb 25, 2021 6:52am Dec 14, 2012 12:08pm | Edited Feb 25, 2021 6:52am
Library updated to work on the most recent MT4.
=============
I use DDE library provided by Windows. No custom / proprietary dll.

The process are as follow:

1. Initialize DDE
2. Create string handle for Excel Application (in DDE term, it is known as SERVICE)
3. Create string handle for Sheet name (TOPIC)
4. Connect to Sheet
5. Free the above handles, they won't be used anymore
6. Create string handle for cell (ITEM) using cell address in R1C1 style
7. Send the data
8. To export data to another cell, repeat 6-7
9. You can reuse the already created items' handle (in case you want to update the cells regularly)
10. Before program return, free all items' string handle
11. Disconnect Excel and sheet
12. Uninitialize DDE

Make sure to enable "Allow DLL imports" in Expert Advisor settings.
You may need to disable MT4 DDE Server before running this script.

There are 2 files attached in this post:
- ExcelExportLib.mq4, put this file in experts\libraries folder. This is just a simple mq4 library that wrap a few DDE functions.
- ExcelExportTest.mq4, put this file in experts\scripts folder. This is a test script that will write text on Excel Sheet 1, cell R2C2

Cheers,

sangmane
Attached File(s)
File Type: ex4 ExcelExportLib_2021.ex4   7 KB | 793 downloads | Uploaded Feb 25, 2021 6:51am
File Type: mq4 ExcelExportTest.mq4   1 KB | 837 downloads | Uploaded Feb 25, 2021 6:51am
  • #2
  • Dec 14, 2012 3:19pm Dec 14, 2012 3:19pm
I don't use MT4, but I just wanted to thank you for sharing - I know how much work it is to put these kinds of things together.
  • #3
  • Dec 15, 2012 3:35am Dec 15, 2012 3:35am
Nice work Sangmane - and thank you for sharing.
  • #4
  • Jan 9, 2013 2:40am Jan 9, 2013 2:40am
Hello, Can you please re-attach the two files? I would like to give this a test. Thank you very much
  • #5
  • Jan 31, 2013 11:53am Jan 31, 2013 11:53am
Sangmane,

Is it possible to export real time indicator value to an excel worksheet?
Please kindly re-attach the two files.

Thanks and regards,
Samuri
凹凸 only
  • #6
  • Jul 9, 2014 6:35am Jul 9, 2014 6:35am
Hi,

Im trying to use your library, unfortunatelly without success. Also the test file doesn't work, it gives error (1) (see below).

Im using MT4 build 670 on Windows 8 and I have the following 2 situations:

1) when I try to include your library in my code I get the following error:

"Cannot find 'ExcelInit' in 'ExcelExportLib.ex4'"

2) To solve the problem in 1) I did a KISS method => I've copied ExcelExportLib.mq4 in my EA and called the functions directly, and then I've discovered that in ExcelInit(..), DdeConnect(...) returns 0, whatever I try.

Then I googled for DdeConnect and some suggested that I should switch to the Unicode mode instead of Ansi, so I changed into using DdeInitializeW(..) and DdeCreateStringHandleW(..) but this also didn't help.


Do you know what's going on and how I can fix this ?

Thanks in advance.
  • #7
  • Jul 10, 2014 1:25pm Jul 10, 2014 1:25pm
Quoting Serkan80
Hi, Im trying to use your library, unfortunatelly without success. Also the test file doesn't work, it gives error (1) (see below). Im using MT4 build 670 on Windows 8 and I have the following 2 situations: 1) when I try to include your library in my code I get the following error: "Cannot find 'ExcelInit' in 'ExcelExportLib.ex4'" 2) To solve the problem in 1) I did a KISS method => I've copied ExcelExportLib.mq4 in my EA and called the functions directly, and then I've discovered that in ExcelInit(..), DdeConnect(...) returns 0, whatever I try....
Hi Serkan,

I upgraded the library to the latest MT4 build. Put ExcelExportLib.ex4 to MQL4\Libraries folder.
I also attached a sample script showing how to call the lib.

Best,
s
Attached File(s)
File Type: ex4 ExcelExportLib.ex4   6 KB | 1,354 downloads
File Type: mq4 ExcelExportTest.mq4   1 KB | 1,577 downloads
  • #8
  • Jul 10, 2014 4:46pm Jul 10, 2014 4:46pm
OK thx for the effort.

I've tested your new files and now error (1) doesn't appear anymore, but (2) still happens if I run your test (an alert is shown with the message ExcelWrite failed !);

Btw, correct me if I'm wrong, but the idea of your code is that you create your own DDE service which can be called from Excel or OpenOffice, right ? Like this (in OpenOffice) =DDE("EXCEL", "sheet1"; "r1c1").
  • #9
  • Aug 31, 2014 2:21am Aug 31, 2014 2:21am
Thanks so much sangmane, been looking everywhere for something like this!

Cheers
  • #10
  • Mar 25, 2016 4:52am Mar 25, 2016 4:52am
this is a nice Tool.
I attempted to publish my Trades on my Homepage Then I found this program:
https://www.mql5.com/de/code/1246
how can I convert mq5 to mq4? this tool was written in mq4 but is modified to mq5.
All data that become available in MQL5 can be exported via this DDE interface.
how can I modify dde_example in order to export my Closed Transactions, Open Trades and pending orders to excel.
Attached File(s)
File Type: mq5 dde_example.mq5   12 KB | 765 downloads
  • #11
  • Apr 23, 2016 2:42am Apr 23, 2016 2:42am
Quoting sangmane
{quote} Hi Serkan, I upgraded the library to the latest MT4 build. Put ExcelExportLib.ex4 to MQL4\Libraries folder. I also attached a sample script showing how to call the lib. Best, s {file} {file}
Hallo Sir, I tried to modify ExcelExportTest.mq4 to get more data in Excel.
this is my code but I get only the character " R" in CellAddress = "R1C2":
I apriciate your help.
#property copyright "Copyright 2012, Stephen Ambatoding"
#property link "http://www.forexfactory.com/sangmane"
#property strict
#property show_inputs
extern string Sheet = "Sheet1";
string CellAddress ;
string CellValue ;
#import "ExcelExportLib.ex4"
int ExcelInit(string Sheet);
void ExcelDeinit();
int ExcelWrite(string CellAddress, string CellValue);
#import
void OnStart()
{
{if( CellAddress = "R1C2")
string CellValue = "From Indonesia with Love";
}
int iRet;
iRet = ExcelInit(Sheet);
if (iRet == 0)
{
Alert("ExcelInit failed!");
return;
}
iRet = ExcelWrite(CellAddress, CellValue);
if (iRet == 0)
{
Alert("ExcelWrite failed!");
}

ExcelDeinit();
return;

}
  • #12
  • Dec 19, 2017 7:04pm Dec 19, 2017 7:04pm
I liked this solution very much, but it needed updating to today's MT4.
So I attach new files after minor changes that I made.
Actually changes were made only to ExcelExportLib, but I attach the test file also just in case.
@bah12ram - This solution will fix what you experienced.
Attached File(s)
File Type: mq4 ExcelExportTest.mq4   1 KB | 812 downloads
File Type: ex4 ExcelExportLib.ex4   8 KB | 736 downloads
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  • #13
  • Jan 16, 2018 5:40am Jan 16, 2018 5:40am
Quote
I liked this solution very much, but it needed updating to today's MT4.
So I attach new files after minor changes that I made.
Actually changes were made only to ExcelExportLib, but I attach the test file also just in case.

@friday13, thanks very much. Would you mind posting the ExcelExportLib.mq4 file with the changes you have made?

Regards
  • #14
  • Jan 17, 2018 5:06am Jan 17, 2018 5:06am
Quote
@friday13, thanks very much. Would you mind posting the ExcelExportLib.mq4 file with the changes you have made?

No worries, I figured it out. See file attached.
Attached File(s)
File Type: mq4 ExcelExportLib.mq4   2 KB | 1,088 downloads
  • #15
  • Jan 20, 2018 5:35pm Jan 20, 2018 5:35pm
Quoting Wanderer272
{quote} No worries, I figured it out. See file attached. {file}
Nicely done. I simply did not add the code out of respect to Sangmane, who did not post it here in the first place.

Two remarks:
1. Adding the '&' is not necessary, since:
Quote
MQL4 uses both methods, with one exception: arrays, structure type variables and class objects are always passed by reference.
(from https://docs.mql4.com/basis/function/parameterpass)

2. Your code decides of a maximum cell size of 256 bytes, while my lib file uses dynamic array since I do not want to limit my memory consumption to a fixed size every time, and plus an excel cell size can hold up to 32,767 bytes, according to: https://support.office.com/en-us/art...7-269d656771c3.
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  • #16
  • Jan 22, 2018 12:44am Jan 22, 2018 12:44am
Quoting friday13
{quote} Nicely done. I simply did not add the code out of respect to Sangmane, who did not post it here in the first place.
Hi,

Thanks for your remarks, you are absolute correct. Did you perhaps make any progress with reading from Excel using DDE?

Regards
  • #17
  • Jan 25, 2018 8:43am Jan 25, 2018 8:43am
Quoting Wanderer272
{quote} Hi, Thanks for your remarks, you are absolute correct. Did you perhaps make any progress with reading from Excel using DDE? Regards
Hi,
Actually no, I did not try to read from Excel using DDE, only to export to Excel.
Why do you want to read from Excel using DDE and where do you want the data to be exported to?
We can open a new thread about your idea if you want.
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  • #18
  • Jan 26, 2018 9:25am Jan 26, 2018 9:25am
Quoting friday13
{quote} Hi, Actually no, I did not try to read from Excel using DDE, only to export to Excel. Why do you want to read from Excel using DDE and where do you want the data to be exported to? We can open a new thread about your idea if you want.
Hi,

I want to read data back to MT4 for various purposes. This can be the result of calculations in Excel, or even command issued from Excel. Excel is a great research tool. Anyway, I have created a C# DDE wrapper and managed to get 2 way communication working. It is a work in progress, but in principle it works fine.

Regards
  • #19
  • Jan 28, 2018 10:54am Jan 28, 2018 10:54am
Quoting Wanderer272
{quote} Hi, I want to read data back to MT4 for various purposes. This can be the result of calculations in Excel, or even command issued from Excel. Excel is a great research tool. Anyway, I have created a C# DDE wrapper and managed to get 2 way communication working. It is a work in progress, but in principle it works fine. Regards
Sounds cool!
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  • #20
  • Mar 7, 2020 8:46am Mar 7, 2020 8:46am
Quoting Wanderer272
{quote} No worries, I figured it out. See file attached. {file}
Hi Wanderer272,
Is there any way to export Futures and Options data from IB API to MT4 using my live trading account? Since I am a non-professional customer I don't have to pay live price data fee to CME through IB.

Looking forward to your guidance on how to go about it.

rgds
simnz
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