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Metatrader to Excel and back

  • #41
  • Apr 17, 2019 6:56pm Apr 17, 2019 6:56pm
Quoting Hambone
Hi nondisclosure00: Thanks for posting these tools. Very helpful thus far. Got them installed and working on Windows 10. The EA writes the data to the excel file just fine as long as the datafile remains untouched. If I reference the cells that are receiving the "put" values from another tab in the worksheet, the updates stop with the following recorded to the log file: Error on PutDouble_Cell: System.Runtime.InteropServices.COMException (0x800AC472): Exception from HRESULT: 0x800AC472 at System.RuntimeType.ForwardCallToInvokeMember(String memberName,...
Let me answer the questions first
1. This happens because, technically, when the DLL is calling excel, it's using the UI thread of excel (except when opening the workbook; there's only 1 thread for excel you can have when opening the work book). I didn't build a multi-threaded dll for use when I created this. I was 'in a hurry'. So I left out the multi threaded aspect along with error checking.
2. No. I left it out due time constraints.

If you're curious about the source code, take a look at it here: https://github.com/Nondisclosure/MT4toExcel
  • #42
  • Apr 18, 2019 12:56am Apr 18, 2019 12:56am
Thank you for the timely response and for answering my question. I thought it might be something like that but I'm not a coder and wouldn't really know. I was able to make a few modifications to the code in the test file so that it loops through all of the MT4 symbols and pulls down the symbol, bid, ask, and spread and write it to the excel file. I separated the file from the rest of my analysis so that it can run/update without throwing the error. When it opens, it always does it in read-only mode and no data is actually written to the file (it is all stored in the temp file), until it is manually saved. Once it is saved, then I can query it from another workbook without causing it to throw the error and stop updating. So, I've worked around it for now.

I did take a look at the code on github just to see if I can understand what is going on in your dll. It was easy to follow. A few minor changes would really make it very useful...as you mentioned, the multithreading, saving it automatically from the temp file to the written file so the values are accessible/referenceable, and having it not open duplicate copies of the file if it is already opened. I would love to be able to do them myself but I'm not a programmer and wouldn't know where to start.

I'm happy that it is working at all and that I can pull those values directly into excel from my broker. Thanks again for posting it.
  • #43
  • Apr 18, 2019 9:53am Apr 18, 2019 9:53am
Quoting Hambone
Thank you for the timely response and for answering my question. I thought it might be something like that but I'm not a coder and wouldn't really know. I was able to make a few modifications to the code in the test file so that it loops through all of the MT4 symbols and pulls down the symbol, bid, ask, and spread and write it to the excel file. I separated the file from the rest of my analysis so that it can run/update without throwing the error. When it opens, it always does it in read-only mode and no data is actually written to the file (it...
I've been really busy lately. But I'll try to get to work on it as soon as I can.
  • #44
  • Apr 20, 2019 4:35am Apr 20, 2019 4:35am
Hello,
I have been looking for a way to export the data on my chart, and the indicator values to excel for details analysis to build an EA. A friend sent me to this link, and I am using Mt4

1. Put MetatraderToExcel.mqh in your include folder [ I don't see an Include folder] see attachment
2. Put test dll.mq4 in your experts folder
3. Put the dll contained in the zip file in your libraries folder (the libraries folder under your MQL4 directory). [ I don't see an Include folder] see attachment
4. Review the test dll.mq4 file.


PLEASE ADVISE
Attached File(s)
File Type: docx exporting MT4Data.docx   192 KB | 599 downloads
  • #45
  • Apr 22, 2019 12:35pm Apr 22, 2019 12:35pm
Quoting RogerHicks
Hello, I have been looking for a way to export the data on my chart, and the indicator values to excel for details analysis to build an EA. A friend sent me to this link, and I am using Mt4 1. Put MetatraderToExcel.mqh in your include folder [ I don't see an Include folder] see attachment 2. Put test dll.mq4 in your experts folder 3. Put the dll contained in the zip file in your libraries folder (the libraries folder under your MQL4 directory). [ I don't see an Include folder] see attachment 4. Review the test dll.mq4 file. PLEASE ADVISE {file}
Inside your MQL4 folder.
  • #46
  • Apr 23, 2019 10:04pm Apr 23, 2019 10:04pm
metareaderToExcel Folder only has

MetatraderToExcel.dll

is this correct
  • #47
  • Apr 24, 2019 12:36am Apr 24, 2019 12:36am
Interesting work. Thanks and
Regards
  • #48
  • Apr 24, 2019 12:32pm Apr 24, 2019 12:32pm
Quoting goodways100
Interesting work. Thanks and Regards
Thanks .
  • #49
  • Apr 24, 2019 12:32pm Apr 24, 2019 12:32pm
Quoting goodways100
Interesting work. Thanks and Regards
Read the instructions again.
  • #50
  • Aug 27, 2019 4:46am Aug 27, 2019 4:46am
Hello
I have contacted two developers and I am still looking for the third at the moment.

The two developers have confirmed that excel can not be updated automatically while it is open. In other words, any script/indicator can rewrite a .csv file with the new bars but excel has to be closed and then reopened again to get the latest refreshed bars from the .csv file.

The problem is that I discovered this after they spent a couple of days making the indicator and then I find that the excel sheet does not refresh itself automatically and they say this can not be done. I was very specific in my indi description.

I have tried the indicators posted in this thread but I could not make them work. I have excel 365 installed in my windows lap.

If anyone knows of a programmer that can do one specific thing please: (export a specified range for a specific time frame/s which will start at a certain point in history and will update till current bar of the selected time frame/s). The excel sheet should refresh itself automatically while both excel and MT4 are open.
Please PM me with the details of a developer you know about who will do the job straight away.

Here is a link I have found online but I am not a programmer to be able to use it. It shows how Excel can be programmed to update itself automatically.
https://office-watch.com/2018/excel-...lation-tricks/

Thanks in advance
  • #51
  • Aug 27, 2019 9:32am Aug 27, 2019 9:32am
Quoting mtharwat
Hello I have contacted two developers and I am still looking for the third at the moment. The two developers have confirmed that excel can not be updated automatically while it is open. In other words, any script/indicator can rewrite a .csv file with the new bars but excel has to be closed and then reopened again to get the latest refreshed bars from the .csv file. The problem is that I discovered this after they spent a couple of days making the indicator and then I find that the excel sheet does not refresh itself automatically and they say this...
Your developers are wrong. Other people on this thread have this working with open excel workbooks just fine.
  • #52
  • Aug 27, 2019 10:13am Aug 27, 2019 10:13am
Quoting mtharwat
Hello I have contacted two developers and I am still looking for the third at the moment. The two developers have confirmed that excel can not be updated automatically while it is open.
You can also look at this thread: https://www.forexfactory.com/showthr...4#post10712394

Regards
  • #53
  • Aug 27, 2019 2:04pm Aug 27, 2019 2:04pm
Quoting mtharwat
Hello I have contacted two developers and I am still looking for the third at the moment. The two developers have confirmed that excel can not be updated automatically while it is open. In other words, any script/indicator can rewrite a .csv file with the new bars but excel has to be closed and then reopened again to get the latest refreshed bars from the .csv file. The problem is that I discovered this after they spent a couple of days making the indicator and then I find that the excel sheet does not refresh itself automatically and they say this...
Excel can update from csv's no problem. It takes VBA, though and most developers aren't verse in it. I can probably work it up for you if reading csv's is the route you want to take.
  • #54
  • Edited 9:46pm Aug 27, 2019 9:19pm | Edited 9:46pm
Quoting Wanderer272
{quote} You can also look at this thread: https://www.forexfactory.com/showthr...4#post10712394 Regards
I downloaded the files in the thread you mentioned but it did not work. I have put the library file in MT4 library and the test file in both indi and expert folders but nothing worked either.
  • #55
  • Edited 9:45pm Aug 27, 2019 9:23pm | Edited 9:45pm
Quoting JR97
{quote} Excel can update from csv's no problem. It takes VBA, though and most developers aren't verse in it. I can probably work it up for you if reading csv's is the route you want to take.
It does not matter which route to take to get it done....I thought of reading from CSV because this is what other developers mentioned and because MT4 already exports files in this formatt. So my own guess was to make MT4 re-export the history as long as it is open and for excel to automatically read this CSV as long as excel is open.

But then the developers wondered how come and raised the biggest question mark.
  • #56
  • Aug 27, 2019 9:45pm Aug 27, 2019 9:45pm
Quoting nondisclosure00
{quote} Make sure your Book1.xlsx and Log.txt exist first. The error is a generic .Net file system error. It could be anything from it can't find the files to you don't have access to said files, etc. I have re-compiled the code for the latest .Net versions. But the source for the DLL is out on GitHub. You can download and compile it for the latest version.
Can you pls elaborate more on making Book1.xlsx and Log.txt 'exist'

I went to the temp folder and created two files and named them Book1.xlsx and the other Log.txt. But I still get this error message (2019.08.28 12:42:56.446 Expert test dll USDJPY,M5: removed)

Also with the test dll EA, there is a 'Load' and 'Save' buttons. Should I click on any of them?

Thanks
  • #57
  • Edited 11:04pm Aug 27, 2019 10:17pm | Edited 11:04pm
Generally speaking...I wanted to share some of my thoughts

The beauty of Excel is the easiness of scoring the formulas' outcome. For example, a MACD crossover on an H4 TF can be scored as 1 or -1 in a separate column. Same with RSI and ADX, angle of MA, the slope of an indicator, etc.. All can be done with simple 'If functions'.
One can create a simple dashboard with any scoring formula.

There are also a couple of excel plugins that can generate the calculation automatically or relatively inexpensive books that have the formulas for most of the indicators.

I felt there is a limitation in exporting all TFs from MT4 to Excel. So I thought to my self that to get M20 for example, I just need to export M5 TF and then create M20 with the close of each fourth row of M5. The same thing can be done with H12 from H1 column and so on. But then I will have to refresh both the exported Time Frame and the indicators' columns as well.

My analysis is conducted on custom time frames and when I told some MT4 dashboard providers in the market that they can program a dash for me based on custom time frames, they said that it is impossible to get an accurate reading. I wondered why? Because all that we need to get a custom TF with its custom O/H/L/C will be based on any MT4 standard TF by the logic I just mentioned. Why is the limitation in MT4 to get an accurate reading? The close of a 12 Hour is the close of the 12th candle in the hourly time frame.

In my head, after I accomplish this connection from MT4 Forex to Excel, I want to move on and make a dashboard for Stocks. And find a connection with any provider. The problem is neither google nor yahoo allows export of history and there are issues with live data. And each provider/broker will have his own workaround to connect with Excel.

Initially, I wanted to do Multi Time Frame Screening for stocks/crypto/forex from Tradingview but the latter only allows one Time Frame Scanner. So I thought of exporting the data from Tradingview to Excel but unfortunately, it does not allow this.

I then tried Ninja Trader Market analyzer. It is a great dashboard but there are some indicators that need a workaround (customize them) to generate a scoring filter so they can be readable by the dashboard "Condition Filters". The workaround is not that difficult and takes a bit of time to customize all the signals I need. I am using it at the moment. The Market Analyzer allows customization with no or limited knowledge of programming to all indicators.

Regarding connecting NinjaTrader with Excel to get both history and live data, it is not impossible and Ninjatrader allows it, but I have not yet found a straightforward route I can use. If anyone knows how to, please advise.

I just want to give it one more chance with Excel (for its easiness, flexibility, and straightforwardness).
  • #58
  • Aug 29, 2019 12:42pm Aug 29, 2019 12:42pm
Just saw your pm. I'll communicated with you over what you're looking for through pm rather than this thread just because it'll be easier for me to keep track of.
  • #59
  • Edited 10:46am Aug 30, 2019 10:10am | Edited 10:46am
[quote=mtharwat;12466889]Hello I have contacted two developers and I am still looking for the third at the moment. The two developers have confirmed that excel can not be updated automatically while it is open. In other words, any script/indicator can rewrite a .csv file with the new bars but excel has to be closed and then reopened again to get the latest refreshed bars from the .csv file.


Ladies and gents, I believe I have finally found the solution. I have been searching over and over for countless hours until I found "Excel RTD". It is magic. I am able to get up to 500 bars (depends on your broker) from history without exporting any data from MT4. Moreover, the current row keeps updating its self until the period is over and then a new row starts on top with the new updating values. Finally!!!

It is an EA that you apply on a MT4/MT5 chart and then open your Excel and type in a formula/s to get OHLC/Volume for current bars and up to 500 bars ago.
The same thing can be applied for most (if not all-need to check) of the indicators in MT4. Even if you have a custom indicator, you just need to know its formula and use what is available. For Example, a cross of RSI with MA is easy to apply because you can get your RSI values and apply a smoothing MA to the RSI column. Even Ketner Channels can be applied.

------------------------------------------------------------

By googling Excel RTD + MT4, you will find many brokers offering this EA. Check if your broker has it or check if any of the other brokers provied the EA in a demo account. I do not want to specify certain brokers here, but it is easy for you to find. I found that my broker (Pepperstone) has this Excel RTD through its "Smart Tools" set of indis/EAs. I was surprised that I did not know it could retrieve history bars. There are other brokers and you will easily find them by searching online.

Anyway, I am very excited now and will spend the weekend in customizing my Excel through the Excel RTD.

-------------------

Examples for what I mean:

=RTD("fxbluelabs.excelrtd", ,"account number", "@bh,GBPUSD,H4,close,1") will get you the last close bar. Change the number at the end to 0 and you get current bar. Or change it to 200 and you get bar number 200.



=RTD("fxbluelabs.excelrtd", ,"account number","@rsi,GBPUSD,H4,14,2") will get you RSI value for H4 two bars ago.

Do not panic from these formulas. These are copy-pasted from a long PDF each broker (that has this Excel RTD EA through fxbluelabs) will provide it for you. The PDFs vary from one broker to another with how descriptive they are.

---------------

If anyone is interested, I will show you how to do it. It is easy and self explanatory after you search for it but I will still put you on the track if you feel lost. I know many of you are struggling with this connectivity between MT4 and Excel. I was too.
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  • #60
  • Aug 30, 2019 10:42am Aug 30, 2019 10:42am
Quoting JR97
Just saw your pm. I'll communicated with you over what you're looking for through pm rather than this thread just because it'll be easier for me to keep track of.
Hi JR97,

It is ok. Do not bother with my PM. I found the solution myself later on and have posted it up.
Thanks for offering to help.
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