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Stock Indexes indicator

  • #1
  • First Post: May 27, 2008 3:58pm May 27, 2008 3:58pm
I am trying to write a Time Sensitive EA that uses the worldwide Stock market indexes to help determine the direction of a given currency pair. The Idea is to follow Different indexes at different times of the day. For Example: During NY Market hours use data from DJ and NASDAQ, but during the Asian Session use the NIKKEI... I cannot quite figure out how to pull the data off of the website ( http://www.bloomberg.com/markets/stocks/wei.html or any other site with this info) Basically what I need is an Include file or Indicator that pulls a "value" "change" and "%change" for each index listed on the site. Anyone here have something like this ?





Thanks,




KK
Keep it simple stoopid....
  • #2
  • May 28, 2008 1:22pm May 28, 2008 1:22pm
anybody?
Keep it simple stoopid....
  • #3
  • May 28, 2008 1:28pm May 28, 2008 1:28pm
I think you can use DownloaderXL to download the data...not sure if it works on Bloomberg, I believe it's only for downloading from Yahoo.And then maybe you can import the csv to Metatrader ? Alternatively you can just do this in Excel.
  • #4
  • May 28, 2008 3:40pm May 28, 2008 3:40pm
All I need to do is read the table on the site so that I can assign a value to these variables. I have been attempting to modify the FF Cal but cant seem to get the right numbers. Does anyone here know how to read a table from a website for an indicator...


Here is the benefit. FX is typically more volitle at the opening of new markets, LONDON,NY,ASIA ect... but a few hours after the market open volitility dies down the pricing usually mirros the stock markets through the close, then other forces start to act on pricing...

IF the dow is getting stronger at the end of the NY session usually the USD is going to trend upward and vice versa. The EURO will follow the Euro indexes and Yen the Asian indexes ect...

A pretty logical idea, Follow whats influencing the market.
Attached Image (click to enlarge)
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Keep it simple stoopid....
  • #5
  • May 28, 2008 4:15pm May 28, 2008 4:15pm
Anyone feel free to correct me if I am wrong, but reading information from a website is a daunting task, and impossible as far as I am aware in MQL4. What you COULD do is write a dll file in another language that uses data mining techniques in order to "grab" those prices from the internet. Then import the functionality of the dll file into MQL4.....

But a much MUCH better solution is the one listed above. Just get a program that can grab the info, save it into a CSV file, and then have your indicator read from that CSV file at certain time intervals. Doing all your calculations/checks in Excel and having it export to a CSV file is always a valid solution too...pretty much it is near impossible to do through MQL4 alone to my knowledge.
Kiss'n all the way to the top!
  • #6
  • May 28, 2008 4:37pm May 28, 2008 4:37pm
there really isn't anything in mt4 to read data or web pages directly. As others have suggested a DLL could do it for you, then parse the data and store it in a csv for mt4 to read.
  • #7
  • May 28, 2008 6:42pm May 28, 2008 6:42pm
Quoting magnumfreak
there really isn't anything in mt4 to read data or web pages directly. As others have suggested a DLL could do it for you, then parse the data and store it in a csv for mt4 to read.
This is exactly what I am trying to do. The problem is that I cannot figure out how to write the CSV file from the correct table.

Site source code

PHP Code
<td align="left">INDEX</td><td>VALUE</td><td>CHANGE</td><td><nobr>%CHANGE</nobr></td><td>TIME</td>
</thead>
</tr>
<tr>
<td bgcolor="white" align="left" width="44%"><a HREF="/apps/quote?ticker=INDU:IND">DOW JONES INDUS. AVG</a></td><td bgcolor="white" align="right" width="14%">12,594.03</td><td bgcolor="white" align="right" width="16%"><span class="changeup">45.68</span></td><td bgcolor="white" align="right" width="13%"><span class="changeup">0.36%</span></td><td bgcolor="white" align="right" width="13%">16:30</td>
</tr>
<tr>
<td bgcolor="#D2E1E8" align="left" width="44%"><a HREF="/apps/quote?ticker=SPX:IND">S&amp;P 500 INDEX</a></td><td bgcolor="#D2E1E8" align="right" width="14%">1,390.84</td><td bgcolor="#D2E1E8" align="right" width="16%"><span class="changeup">5.49</span></td><td bgcolor="#D2E1E8" align="right" width="13%"><span class="changeup">0.40%</span></td><td bgcolor="#D2E1E8" align="right" width="13%">05/28</td>
</tr>
<tr>
<td bgcolor="white" align="left" width="44%"><a HREF="/apps/quote?ticker=CCMP:IND">NASDAQ COMPOSITE INDEX</a></td><td bgcolor="white" align="right" width="14%">2,486.70</td><td bgcolor="white" align="right" width="16%"><span class="changeup">5.46</span></td><td bgcolor="white" align="right" width="13%"><span class="changeup">0.22%</span></td><td bgcolor="white" align="right" width="13%">17:16</td>
</tr>
<tr>
<td bgcolor="#D2E1E8" align="left" width="44%"><a HREF="/apps/quote?ticker=SPTSX:IND">S&amp;P/TSX COMPOSITE INDEX</a></td><td bgcolor="#D2E1E8" align="right" width="14%">14,688.62</td><td bgcolor="#D2E1E8" align="right" width="16%"><span class="changeup">166.49</span></td><td bgcolor="#D2E1E8" align="right" width="13%"><span class="changeup">1.15%</span></td><td bgcolor="#D2E1E8" align="right" width="13%">05/28</td>
</tr>
<tr>
<td bgcolor="white" align="left" width="44%"><a HREF="/apps/quote?ticker=MEXBOL:IND">MEXICO BOLSA INDEX</a></td><td bgcolor="white" align="right" width="14%">31,647.03</td><td bgcolor="white" align="right" width="16%"><span class="changeup">232.82</span></td><td bgcolor="white" align="right" width="13%"><span class="changeup">0.74%</span></td><td bgcolor="white" align="right" width="13%">05/28</td>
</tr>
<tr>
<td bgcolor="#D2E1E8" align="left" width="44%"><a HREF="/apps/quote?ticker=IBOV:IND">BRAZIL BOVESPA STOCK IDX</a></td><td bgcolor="#D2E1E8" align="right" width="14%">73,153.23</td><td bgcolor="#D2E1E8" align="right" width="16%"><span class="changeup">2,161.16</span></td><td bgcolor="#D2E1E8" align="right" width="13%"><span class="changeup">3.04%</span></td><td bgcolor="#D2E1E8" align="right" width="13%">05/28</td>
</tr>
</table>
I need to search through this table and find the index I want... example
"DOW JONES INDUS. AVG" then use the next two table rows as my variables

Once I figure out how to select the correct information to write the CSV file the rest is easy.

Currently the CSV file is completely empty.

Can anyone here help with the DLL that pulls from this site? I have no expirence with DLL's (obviously).

This whole thing would be very similar to the FFCAL indicator by DerkWheeler. Its just pulling the data from a different web page.

Thanks...
Keep it simple stoopid....
  • #8
  • May 28, 2008 9:10pm May 28, 2008 9:10pm
Quoting Kurka Fund
All I need to do is read the table on the site so that I can assign a value to these variables. I have been attempting to modify the FF Cal but cant seem to get the right numbers. Does anyone here know how to read a table from a website for an indicator...


Here is the benefit. FX is typically more volitle at the opening of new markets, LONDON,NY,ASIA ect... but a few hours after the market open volitility dies down the pricing usually mirros the stock markets through the close, then other forces start to act on pricing...

IF the dow is getting stronger at the end of the NY session usually the USD is going to trend upward and vice versa. The EURO will follow the Euro indexes and Yen the Asian indexes ect...

A pretty logical idea, Follow whats influencing the market.

Sorrry for interrupting.. just a newbie here.. I notice that few MT4 brokers do offer chats for DJI & NIKKEI..etc.. I do not need to open website such as bloomberg to watch those indexes..
  • #9
  • May 29, 2008 1:05am May 29, 2008 1:05am
which brokers do you speak of?
Keep it simple stoopid....
  • #10
  • May 29, 2008 4:18am May 29, 2008 4:18am
Quoting Kurka Fund
which brokers do you speak of?
...water house capital (WHC) offer DJI...
  • #11
  • May 29, 2008 5:08am May 29, 2008 5:08am
Quoting Kurka Fund
Anyone here have something like this ?
It's quite easy actually unless you mean how to do it in metatrader.

With java for example it's really easy. Just download the content and find the matching regions with regexps.

edit: if you know how to use wget in mql4 then just use StringFind to get the begin and end of the region and StringSubstr to extract contents. You want to have a subfunction that parses each extracted substring to array to manipulate them further. I wouldn't however use mql4 unless you really need to. To generate csv's you want to use any language that has http and regexps inbuilt. Java is a good choice.
  • #12
  • May 29, 2008 6:54pm May 29, 2008 6:54pm
It should be possible with MT4. Here is the code that pulls the data from forex factory site into the FFCAL indicator. Can anyone here help modify this code to pull from the Bloomberg site? You say its easy please show me, I cant figure it out. There are no specific tags to search for. Just the <td> So it has to search for the data itself "DOW JONES" then somehow identify the values of the next 2 <td> entry's. Once I can point to the right data the rest is easy....

Thanks,
KK


PHP Code
 //=================================================================================================
//=================================================================================================
//====================================   GrabWeb Functions   ======================================
//=================================================================================================
//=================================================================================================
// Main Webscraping function
// ~~~~~~~~~~~~~~~~~~~~~~~~~
// bool GrabWeb(string strUrl, string& strWebPage)
// returns the text of any webpage. Returns false on timeout or other error
// 
// Parsing functions
// ~~~~~~~~~~~~~~~~~
// string GetData(string strWebPage, int nStart, string strLeftTag, string strRightTag, int& nPos)
// obtains the text between two tags found after nStart, and sets nPos to the end of the second tag
//
// void Goto(string strWebPage, int nStart, string strTag, int& nPos)
// Sets nPos to the end of the first tag found after nStart 

bool bWinInetDebug = false;

int hSession_IEType;
int hSession_Direct;
int Internet_Open_Type_Preconfig = 0;
int Internet_Open_Type_Direct = 1;
int Internet_Open_Type_Proxy = 3;
int Buffer_LEN = 13;

#import "wininet.dll"

#define INTERNET_FLAG_PRAGMA_NOCACHE    0x00000100 // Forces the request to be resolved by the origin server, even if a cached copy exists on the proxy.
#define INTERNET_FLAG_NO_CACHE_WRITE    0x04000000 // Does not add the returned entity to the cache. 
#define INTERNET_FLAG_RELOAD            0x80000000 // Forces a download of the requested file, object, or directory listing from the origin server, not from the cache.

int InternetOpenA(
    string     sAgent,
    int        lAccessType,
    string     sProxyName="",
    string     sProxyBypass="",
    int     lFlags=0
);

int InternetOpenUrlA(
    int     hInternetSession,
    string     sUrl, 
    string     sHeaders="",
    int     lHeadersLength=0,
    int     lFlags=0,
    int     lContext=0 
);

int InternetReadFile(
    int     hFile,
    string     sBuffer,
    int     lNumBytesToRead,
    int&     lNumberOfBytesRead[]
);

int InternetCloseHandle(
    int     hInet
);
#import


int hSession(bool Direct)
{
    string InternetAgent;
    if (hSession_IEType == 0)
    {
        InternetAgent = "Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.1; Q312461)";
        hSession_IEType = InternetOpenA(InternetAgent, Internet_Open_Type_Preconfig, "0", "0", 0);
        hSession_Direct = InternetOpenA(InternetAgent, Internet_Open_Type_Direct, "0", "0", 0);
    }
    if (Direct) 
    { 
        return(hSession_Direct); 
    }
    else 
    {
        return(hSession_IEType); 
    }
}


bool GrabWeb(string strUrl, string& strWebPage)
{
    int     hInternet;
    int        iResult;
    int     lReturn[]    = {1};
    string     sBuffer        = "x";
    int     bytes;
    
    hInternet = InternetOpenUrlA(hSession(FALSE), strUrl, "0", 0, 
                                INTERNET_FLAG_NO_CACHE_WRITE | 
                                INTERNET_FLAG_PRAGMA_NOCACHE | 
                                INTERNET_FLAG_RELOAD, 0);
                                
    if (bWinInetDebug) 
        Log("hInternet: " + hInternet);   
    if (hInternet == 0) 
        return(false);

    Print("Reading URL: " + strUrl);       //added by MN    
    iResult = InternetReadFile(hInternet, sBuffer, Buffer_LEN, lReturn);
    
    if (bWinInetDebug) 
        Log("iResult: " + iResult);
    if (bWinInetDebug) 
        Log("lReturn: " + lReturn[0]);
    if (bWinInetDebug) 
        Log("iResult: " + iResult);
    if (bWinInetDebug) 
        Log("sBuffer: " +  sBuffer);
    if (iResult == 0) 
        return(false);
    bytes = lReturn[0];

    strWebPage = StringSubstr(sBuffer, 0, lReturn[0]);
    
    // If there's more data then keep reading it into the buffer
    while (lReturn[0] != 0)
    {
        iResult = InternetReadFile(hInternet, sBuffer, Buffer_LEN, lReturn);
        if (lReturn[0]==0) 
            break;
        bytes = bytes + lReturn[0];
        strWebPage = strWebPage + StringSubstr(sBuffer, 0, lReturn[0]);
    }

    Print("Closing URL web connection");   //added by MN
    iResult = InternetCloseHandle(hInternet);
    if (iResult == 0) 
        return(false);
        
    return(true);
}
Keep it simple stoopid....
  • #13
  • May 29, 2008 7:51pm May 29, 2008 7:51pm
Excel has a web query that will get data tables and reformat into spreadsheet (csv) format (from sites that do not have it locked someway). There are samples here:
http://tech.groups.yahoo.com/group/xltraders/
  • #14
  • Jun 4, 2008 12:40am Jun 4, 2008 12:40am
anybody ???
Keep it simple stoopid....
  • #15
  • Jun 9, 2008 1:01am Jun 9, 2008 1:01am
bump
Keep it simple stoopid....
  • #16
  • Jun 9, 2008 2:18pm Jun 9, 2008 2:18pm
I would use the other posters suggestion of using the WHC MT4 demo account since it already tracks the dow and other indexes.

This type of correlation tradign is very difficult and I assume you have done all your homework before trying to make this into a trading system. There are some very smart people who have spent years looking at this only to fail.
  • #17
  • Jun 10, 2008 1:58pm Jun 10, 2008 1:58pm
I will pay someone to change the FF cal indicator to get this data for me ...
Keep it simple stoopid....
  • #18
  • Jun 11, 2008 1:10am Jun 11, 2008 1:10am
Quoting FrankTheTank
This type of correlation tradign is very difficult and I assume you have done all your homework before trying to make this into a trading system. There are some very smart people who have spent years looking at this only to fail.
Then again, some others seem to have done ok with this approach. It's the nature of the beast, I guess...
  • #19
  • Edited 1:14pm Jun 11, 2008 4:43am | Edited 1:14pm
Quoting Kurka Fund
I will pay someone to change the FF cal indicator to get this data for me ...
I'll take look at this as soon as I have time (I'm not interested in money). The concept here is very interesting and could be applied to many other things too like unemployment, inflation and so on if the datas would be reliably available somewhere.

It's too bad mt4 has its own (IMHO very low quality) programming language so some basic things are hard.

edit: this is going to be interesting, the indicator I'm programming is already fetching many years of selected index data and showing them as candles.
  • #20
  • Jun 11, 2008 7:50pm Jun 11, 2008 7:50pm
Quoting mikkom
edit: this is going to be interesting, the indicator I'm programming is already fetching many years of selected index data and showing them as candles.
The suspense is killing me...
Keep it simple stoopid....
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