Does anyone know if its possible to extract all the data from MT4 into excel and use that data to build a historical model of a currency pair? I know there is a way to export the data into excel but really I want it to do more than just historical price, high/low, etc. For example, I want all the data for (whatever currency pair), say AUD/USD for the last year broken down into categories that show things like average consecutive up/down days, average number of up/down days for (day of week) say Thursdays only, days in a row over/under adr, average number of days within 100 pip range, 200 pip range, 300 pip range, etc., and there's others but don't want to get way into it if its not doable. Maybe there's a website that provides all of this data that I don't know about. If anyone knows of such a website or you have a program that does what I described, feel free to post it here. Thank you.
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