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  • #1
  • First Post: Jan 22, 2008 6:35pm Jan 22, 2008 6:35pm
Just wondering if it's possible to export chart data from Metatrader to Excel? If anyone knows, I'd really appreciate the help.

Thanks.
  • #2
  • Jan 22, 2008 6:40pm Jan 22, 2008 6:40pm
Here you go. Make sure you enable DDe in MT4 tools menu
Attached File(s)
File Type: xls DDE-Sample.xls   16 KB | 6,866 downloads
  • #3
  • Jan 22, 2008 6:42pm Jan 22, 2008 6:42pm
If you just want to export history, use the Export button in the Hisotry center in the tools menu.
  • #4
  • Jan 22, 2008 6:46pm Jan 22, 2008 6:46pm
Thanks for posting so quickly. I am looking for something a little more than this. I would like to import price data as well as te data for my indicators to an excel spreadsheet, not just the price. For example I would like the 8ema, 200 ema and MACD data on there as well.

Is there a way to do that?

Thanks again for your help.
  • #5
  • Jan 22, 2008 8:06pm Jan 22, 2008 8:06pm
I do not think that ma and etc. data can be exported from MT4 - But you could generate the data from excel once u export the price data.
This link will get u started.

http://www.ta-lib.org/
In trading, there is no bullshit. You either make money or you don't.
  • #6
  • Jan 22, 2008 8:29pm Jan 22, 2008 8:29pm
Thanks a lot for that. I'm going to take a look.
  • #7
  • Edited 1:31pm Apr 3, 2008 12:44pm | Edited 1:31pm
Thanks for this spreadsheet.

Two quesitons:

1. Is there a way for the spreadsheet to put the data into a new cell every minute in order to create a "real time" history report?
2. Can someone tell me how to create an audible alarm? For example, if price in column B3 is > 2.2500 then play a sound?

Thanks again!
  • #8
  • Apr 3, 2008 3:29pm Apr 3, 2008 3:29pm
Arbitrary indicators cannot be exported from MT4, however one may certainly create an indicator of any sort (MA or whatever) that is specify designed to export the data it generates. The MQL4 code has the ability to open and write data to files.

For Frank's question #1, two approaches come to mind: first a MQL4 file with a MT4 custom DLL that stuffs the data directly into Excel via Excel's COM APIs and second a MQL4 file that periodically re-writes a text file working in conjunction with an Excel VBA module that polls the time stamp on the MQL4 generated file and sucks up any new data it finds in there when the time stamp changes.

Not sure on question #2, it been a while since I did any Excel programming. If there is no spread sheet function to play a sound I do believe you can convince a spreadsheet function to call a VBA routine when your criteria is met. That VBA routine at least could play a sound.
  • #9
  • Apr 3, 2008 4:01pm Apr 3, 2008 4:01pm
Quoting Lowellecj
Thanks for posting so quickly. I am looking for something a little more than this. I would like to import price data as well as te data for my indicators to an excel spreadsheet, not just the price. For example I would like the 8ema, 200 ema and MACD data on there as well.

Is there a way to do that?

Thanks again for your help.
I realize that the original post is over 2 months old. However, if anybody wants to export data to a CSV file, I have written the out_hist.mq4 indicator (attached to this post).


Currently it outputs only OHLCV, but the line that reads

FileWrite(handle, date1, time1, iOpen(ccy,tf,i), iLow(ccy,tf,i), iHigh(ccy,tf,i), iClose(ccy,tf,i), iVolume(ccy,tf,i));


could easily be adapted to add data from any indicator. For example, to output data for a 5 period SMA of the Close price, simply add the code in red typeface:

FileWrite(handle, date1, time1, iOpen(ccy,tf,i), iLow(ccy,tf,i), iHigh(ccy,tf,i), iClose(ccy,tf,i), iVolume(ccy,tf,i), iMA(ccy,tf,5,0,MODE_SMA,PRICE_CLOSE,i));

You can add as many indicator outputs as you wish.


Note that you can copy and change the line that reads:

out_hist("GBPUSD",1440); // This will produce daily history for GBPUSD

to have output for any combination of currency pairs/timeframes that you wish, in the same run. Output is sent to the ....\experts\files folder.


Operation instructions (for those unfamiliar with MetaEditor)

1. Download the attached file into the ....\experts\indicators folder.

2. Reload MT4. Press Ctrl-N to open the Navigator, and open the 'Custom Indicators' tree.

3. Click on the 'out_hist' indicator to select it, and then press the Enter key, which will load it into MetaEditor ready for editing.

4. Type in any desired code changes, and then press F5 to compile. Check that the message '0 error(s), 0 warning(s)' appears. If there are errors, you've made typos (syntax errors) and must fix these and press F5 again, until you get an error-free compile. (For help with syntax, press Ctrl-T to bring up the toolbox, then click on the Help tab at the bottom of the screen. This gives on-line help to the entire MQL programmer's reference.)

5. Return to the MT4 Navigator. Drag the 'out_hist' indicator onto any chart. The message "History output complete" will appear in the top left corner of the chart. The CSV file (e.g. GBPUSD,1440.CSV), ready for import into Excel, exists in the ....\experts\files folder.

David
Attached File(s)
File Type: mq4 out_hist.mq4   4 KB | 4,353 downloads
  • #10
  • Apr 3, 2008 5:33pm Apr 3, 2008 5:33pm
Thanks for that indicator. Can you have excel running at the same time so that it imports the data real time while you are watching the excel sheet?
  • #11
  • Edited 11:35pm Apr 3, 2008 11:21pm | Edited 11:35pm
Quoting FrankTheTank
Thanks for that indicator. Can you have excel running at the same time so that it imports the data real time while you are watching the excel sheet?
No, sorry Frank, the indicator performs the output only once, when first attached to the chart. At least that's the way it currently works.

I expect it could be changed it to re-output the required file(s) on every tick, or every X number of minutes. But even that would only get the data as far as the CSV file, i.e. you would need to somehow have the data imported into Excel every time the file was updated. Perhaps it would be possible to have a VB macro in Excel that did this..... but that's beyond the scope of my knowledge.

David
  • #12
  • Apr 12, 2008 4:26am Apr 12, 2008 4:26am
Thanks for all the info above. So helpful.

Is it possible, when exporting the csv data, to only export the top record? Currently every time I do it I end up with he whole lot! If I specify the time period which is exposed (say 1year or monthly records) it's fairly time consuming as would have to do it for all the different time frames. Hope I've made myself clear!

Dave
  • #13
  • Apr 25, 2008 3:24pm Apr 25, 2008 3:24pm
Quoting hanover
could easily be adapted to add data from any indicator. For example, to output data for a 5 period SMA of the Close price, simply add the code in red typeface:

FileWrite(handle, date1, time1, iOpen(ccy,tf,i), iLow(ccy,tf,i), iHigh(ccy,tf,i), iClose(ccy,tf,i), iVolume(ccy,tf,i), iMA(ccy,tf,5,0,MODE_SMA,PRICE_CLOSE,i));

You can add as many indicator outputs as you wish.



David
Could you help me to add ADX, MACD?
  • #14
  • Edited 8:39pm Apr 25, 2008 8:21pm | Edited 8:39pm
Quoting Marcin
Could you help me to add ADX, MACD?
Marcin, here's the MQL4 function for MACD:

iMACD(ccy,tf,12,26,9,PRICE_CLOSE,MODE_MAIN,i)

where 12, 26 and 9 represent the fast EMA, slow EMA and signal SMA respectively (note: MT4's MACD uses a SMA rather than an EMA to calc the signal line - see my post here for more info http://www.forexfactory.com/showthre...39#post1916539)

PRICE_CLOSE means that you want to calc MACD based on the closing price of each bar.
MODE_MAIN means that you want the main line, or replace it with MODE_SIGNAL is you want the value of the signal line. Sorry, MT4 doesn't allow automatic plotting the value of the histogram (i.e. difference between the main and signal lines).

Here's the function for ADX:

iADX(ccy,tf,14,PRICE_CLOSE,MODE_MAIN,i)

where 14 represents the period.
PRICE_CLOSE means that you want to calc ADX based on the closing price of each bar.
MODE_MAIN means that you want the ADX line, or replace it with MODE_PLUSDI or MODE_MINUS_DI to get the +DI or -DI values, respectively.


So, for example, you could change the 'FileWrite' statement to read:

FileWrite(handle, date1, time1, iOpen(ccy,tf,i), iLow(ccy,tf,i), iHigh(ccy,tf,i), iClose(ccy,tf,i), iVolume(ccy,tf,i), iMACD(ccy,tf,12,26,9,PRICE_CLOSE,MODE_MAIN,i), iADX(ccy,tf,14,PRICE_CLOSE,MODE_MAIN,i));

Hope this helps. Post further questions if you wish. See the attachment as an example.

David
Attached File(s)
File Type: mq4 out_hist.mq4   4 KB | 1,983 downloads
  • #15
  • Apr 25, 2008 8:32pm Apr 25, 2008 8:32pm
Quoting dgrs
Thanks for all the info above. So helpful.

Is it possible, when exporting the csv data, to only export the top record? Currently every time I do it I end up with he whole lot! If I specify the time period which is exposed (say 1year or monthly records) it's fairly time consuming as would have to do it for all the different time frames. Hope I've made myself clear!

Dave
Sorry Dave, I missed your post until now. Hope you're still around.

Make sure that the code is outputting the records in descending date order, i.e.

for(int i=0; i<iBars(ccy,tf); i++) // Use descending date sequence
// for(int i=iBars(ccy,tf)-1; i>=0; i--) // Use ascending date sequence

then insert the following line of code (red typeface):

string time1 = TimeToStr(iTime(ccy,tf,i),TIME_MINUTES);
FileWrite(handle, date1, time1, iOpen(ccy,tf,i), iHigh(ccy,tf,i), iLow(ccy,tf,i), iClose(ccy,tf,i), iVolume(ccy,tf,i));
// The above line writes the data to the file in the order: date, time, open, low, high, close, volume. Change the order to suit, if necessary
// Or you can add indicator based outputs, e.g. iMA(); iRSI(); iMACD(); etc
break;
}
FileClose(handle);

The loop will now exit after its first cycle, causing only the first record to be output.

See the attachment.

David
Attached File(s)
File Type: mq4 out_hist.mq4   4 KB | 1,876 downloads
  • #16
  • Nov 19, 2008 11:27am Nov 19, 2008 11:27am
How to make it so it writes new data on the next cell below
instead of overwriting

So it keeps a data log
  • #17
  • Nov 19, 2008 12:02pm Nov 19, 2008 12:02pm
Quoting fab4x
How to make it so it writes new data on the next cell below
instead of overwriting

So it keeps a data log
Incorporate this into the code:

bool FileSeek( int handle, int offset, int origin)
The function moves the file pointer to a new position that is an offset, in bytes, from the beginning, the end or the current file position. The next reading or writing are made at a new position.
If file pointer has been moved successfully, the function returns TRUE, otherwise, it returns FALSE. To get the detailed error information, one has to call the GetLastError() function.
Parameters:
handle - File handle returned by the FileOpen() functions.
offset - Offset, in bytes, from origin.
origin - Initial position. Value can be one of the following constants:
SEEK_CUR - from current position,
SEEK_SET - from begin,
SEEK_END - from end of file.

Sample:
int handle=FileOpen("filename.csv", FILE_CSV|FILE_READ|FILE_WRITE, ';');
if(handle>0)
{
FileSeek(handle, 0, SEEK_END);
//---- add data to the end of file
FileWrite(handle, data1, data2);
FileClose(handle);
handle=0;
}
Stubbornly persistent
  • #18
  • Nov 19, 2008 12:08pm Nov 19, 2008 12:08pm
Not sure how to enter this. Could you post this new code into the working code.

Thanks
  • #19
  • Jun 17, 2009 9:42pm Jun 17, 2009 9:42pm
I would like to have the comments when posted to XL on the SAME LINE not underneath - is there a way to do this?? Thanks for any help
  • #20
  • Jun 25, 2009 2:55am Jun 25, 2009 2:55am
Quoting hanover
I realize that the original post is over 2 months old. However, if anybody wants to export data to a CSV file, I have written the out_hist.mq4 indicator (attached to this post).


Currently it outputs only OHLCV, but the line that reads

FileWrite(handle, date1, time1, iOpen(ccy,tf,i), iLow(ccy,tf,i), iHigh(ccy,tf,i), iClose(ccy,tf,i), iVolume(ccy,tf,i));


could easily be adapted to add data from any indicator. For example, to output data for a 5 period SMA of the Close price, simply add the code in...
You just did a great job! Thanks a lot! You are a genius!
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