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Using ForexFactory Calendar in EA

  • #1
  • First Post: May 7, 2009 1:04pm May 7, 2009 1:04pm
Anyone know how to get forexfactory calendar in EA?
The weekly xml version doesn't have the "Actual" data like the one on the website which is also an important data

I need atleast 3 days data, yesterday, today and tomorrow
  • #2
  • May 7, 2009 4:57pm May 7, 2009 4:57pm
Its also interesting for me. The only way to write software to download celendar, remove unnecessary information and transfer the necessary info to EA, I think. If someone have anouther solution I'd like to discuss it.
  • #3
  • May 10, 2009 8:20am May 10, 2009 8:20am
Quoting Graff
Its also interesting for me. The only way to write software to download celendar, remove unnecessary information and transfer the necessary info to EA, I think. If someone have anouther solution I'd like to discuss it.
we want to use crawler in order to get economic calendar and write data into DB from where Data mining will interpret
Understanding the PAST, we can watch the PRESENT and look into the FUTURE
  • #4
  • May 18, 2009 11:25am May 18, 2009 11:25am
Anyone here have XML parser (DLL or script) to be used on MQL4?
  • #5
  • Edited 1:09pm May 19, 2009 12:23am | Edited 1:09pm
I don't know if this is any help, but you can use FFcal.EXE to output any past, current or future news events that are available from FF calendar in any of XML, CSV, tab separated values, or columnar formats. You can select a date range and also apply a variety of other filters. More info and examples here.

The algorithm is proprietary and written using Clarion. It calls GNU WGET to download the 'raw' calendar HTML and then parses it character by character to extract the following data for each news event: FF ID#, Date/Time, Currency, Impact, Description, Actual, Forecast, Previous, Revised From.

Sample output (CSV format):
Inserted Code
"01/02/2009","00:30","AUD","AIG Manufacturing Index","Low","33.7","","32.7","","10828"
"01/02/2009","07:30","AUD","Commodity Prices y/y","Medium","34.3%","","37.1%","35.0%","14054"
"01/02/2009","11:00","EUR","Final Manufacturing PMI","Medium","33.9","34.5","34.5","","10925"
"01/02/2009","11:30","GBP","BOE Credit Conditions Survey","Medium","","","","","13123"
"01/02/2009","11:30","GBP","Manufacturing PMI","High","34.9","33.5","34.5","34.4","10836"
"01/02/2009","11:30","GBP","Mortgage Approvals","Low","27K","33K","31K","32K","12395"
"01/02/2009","11:30","GBP","Net Lending to Individuals m/m","Medium","1.5B","1.1B","1.2B","1.3B","13253"
"01/02/2009","12:00","GBP","Halifax HPI m/m","High","-2.2%","-1.6%","-2.7%","-2.6%","12249"
"01/02/2009","17:00","USD","ISM Manufacturing PMI","High","32.4","35.5","36.2","","10724"
"01/02/2009","17:00","USD","ISM Manufacturing Prices","Low","18.0","20.5","25.5","","10725"
"01/04/2009","00:30","USD","FOMC Member Evans Speaks","Medium","","","","","14814"
"01/04/2009","00:30","USD","FOMC Member Kroszner Speaks","Medium","","","","","14816"
"01/04/2009","19:15","USD","FOMC Member Yellen Speaks","Medium","","","","","14817"
"01/04/2009","23:30","USD","FOMC Member Yellen Speaks","Medium","","","","","14818"
"01/05/2009","09:30","CHF","SVME PMI","Medium","36.9","34.8","35.2","","11098"
"01/05/2009","10:30","EUR","Sentix Investor Confidence","Low","-34.4","-44.0","-42.3","","13770"

Sample output (XML format):
Inserted Code
<ffcalendar>
<event>
<ffid>10828</ffid>
<date>01/02/2009</date>
<time>00:30</time>
<currency>AUD</currency>
<descr>AIG Manufacturing Index</descr>
<impact>Low</impact>
<actual>33.7</actual>
<forecast></forecast>
<previous>32.7</previous>
<revisedfrom></revisedfrom>
</event>
<event>
<ffid>14054</ffid>
<date>01/02/2009</date>
<time>07:30</time>
<currency>AUD</currency>
<descr>Commodity Prices y/y</descr>
<impact>Medium</impact>
<actual>34.3%</actual>
<forecast></forecast>
<previous>37.1%</previous>
<revisedfrom>35.0%</revisedfrom>
</event>
<event>
<ffid>10925</ffid>
<date>01/02/2009</date>
<time>11:00</time>
<currency>EUR</currency>
<descr>Final Manufacturing PMI</descr>
<impact>Medium</impact>
<actual>33.9</actual>
<forecast>34.5</forecast>
<previous>34.5</previous>
<revisedfrom></revisedfrom>
</event>
</ffcalendar>

Sample output (Column format):
Inserted Code
   Date     Time   Ccy  Description                               Impact   Actual   Forecast Previous Rev.from FFID
   ----     -----  ---  ----------------------------------------  ------   -------- -------- -------- -------- -----
01/02/2009  00:30  AUD  AIG Manufacturing Index                   Low      33.7              32.7              10828
01/02/2009  07:30  AUD  Commodity Prices y/y                      Medium   34.3%             37.1%    35.0%    14054
01/02/2009  11:00  EUR  Final Manufacturing PMI                   Medium   33.9     34.5     34.5              10925
01/02/2009  11:30  GBP  BOE Credit Conditions Survey              Medium                                       13123
01/02/2009  11:30  GBP  Manufacturing PMI                         High     34.9     33.5     34.5     34.4     10836
01/02/2009  11:30  GBP  Mortgage Approvals                        Low      27K      33K      31K      32K      12395
01/02/2009  11:30  GBP  Net Lending to Individuals m/m            Medium   1.5B     1.1B     1.2B     1.3B     13253
01/02/2009  12:00  GBP  Halifax HPI m/m                           High     -2.2%    -1.6%    -2.7%    -2.6%    12249
01/02/2009  17:00  USD  ISM Manufacturing PMI                     High     32.4     35.5     36.2              10724
01/02/2009  17:00  USD  ISM Manufacturing Prices                  Low      18.0     20.5     25.5              10725
01/04/2009  00:30  USD  FOMC Member Evans Speaks                  Medium                                       14814
01/04/2009  00:30  USD  FOMC Member Kroszner Speaks               Medium                                       14816
01/04/2009  19:15  USD  FOMC Member Yellen Speaks                 Medium                                       14817
01/04/2009  23:30  USD  FOMC Member Yellen Speaks                 Medium                                       14818
01/05/2009  09:30  CHF  SVME PMI                                  Medium   36.9     34.8     35.2              11098
01/05/2009  10:30  EUR  Sentix Investor Confidence                Low      -34.4    -44.0    -42.3             13770

The export file could then be read directly by an MQL4 EA, or imported into Excel or any database, for subsequent analysis.
  • #6
  • May 19, 2009 3:15am May 19, 2009 3:15am
Hi Hanover... G R E A T job indeed now... I do have some question for you... in order to get as clear data as it can.... for example if today an announcement was made and the figure is ... 3.4% and after a period of time, that figure was revised at one moment... the app changed in the same time that figure? we should have in mind that some of the announcements are quarters and to be revised during next quarter.

another question... today is an announcement, was made, and after one week appear the forecast for the next time to be make again that announcement... it will your app catch it

thx in advance

kerosen
Understanding the PAST, we can watch the PRESENT and look into the FUTURE
  • #7
  • May 19, 2009 3:40am May 19, 2009 3:40am
Quoting kerosen
Hi Hanover... G R E A T job indeed now... I do have some question for you... in order to get as clear data as it can.... for example if today an announcement was made and the figure is ... 3.4% and after a period of time, that figure was revised at one moment... the app changed in the same time that figure? we should have in mind that some of the announcements are quarters and to be revised during next quarter.

another question... today is an announcement, was made, and after one week appear the forecast for the next time to be make again...
Kerosen,

The app will gather whatever data is present on the FF calendar at the time it is run. When the app is run, the user types in a start date, and how many weeks worth of data he wants downloaded from FF calendar, from that date onward (see area "1" in first screenshot). The app gathers whatever data it finds, and updates its own database (see second screenshot), from which the exports are produced.

If a week's worth of data is reloaded, then it replaces (completely overwrites) whatever data was in the database previously, for that week.

If data on the FF calendar has been changed since the app was last run, then the user would need to re-run the app for that week, to re-gather that data. As to whether the data has changed, it is left up to the user to check this. However, it is unusual for the FF admins to update previous weeks' worth of data.

Example:
-- On 1 May, FF calendar shows "Revised UOM Inflation Expectations" with Actual = 2.8%, Previous = 3.0%
-- On 15 May, FF calendar shows "Revised UOM Inflation Expectations" with Actual = 2.6%, Previous = 2.8%, Revised From 3.0%

Provided that the database is updated for each of the two weeks in question, and the data shown was present on FF calendar at the time of update, then all of these figures will be gathered exactly as they appear on the calendar.

Hope that makes sense.
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  • #8
  • May 19, 2009 4:19am May 19, 2009 4:19am
sorry for my english...I was reffer if is possible to be more like an listener if I may say so

I ask you this, because we work on a project and such a thing like your very fine work, even if we have one for now, would be very helpful for us...

I would be glad if you can give us some advice regarding this task (collecting EC data into DB)

thx
Understanding the PAST, we can watch the PRESENT and look into the FUTURE
  • #9
  • May 19, 2009 6:47am May 19, 2009 6:47am
Thanx for the details hanover
It's really helpfull

Btw may i know what timezone is being used i the original <time> tag of FF calendar? is it GMT+0?
  • #10
  • May 19, 2009 1:02pm May 19, 2009 1:02pm
Quoting AdamN
Thanx for the details hanover
It's really helpfull

Btw may i know what timezone is being used i the original <time> tag of FF calendar? is it GMT+0?
I believe it's New York time.
  • #11
  • May 19, 2009 1:36pm May 19, 2009 1:36pm
Quoting kerosen
sorry for my english...I was reffer if is possible to be more like an listener if I may say so

I ask you this, because we work on a project and such a thing like your very fine work, even if we have one for now, would be very helpful for us...

I would be glad if you can give us some advice regarding this task (collecting EC data into DB)

thx

I don't know if I can help you much, because (1) I'm currently very busy with other EA/indicator development, and (2) I haven't done a lot of AI-type programming. (I'm an old COBOL/BASIC programmer from back in the early 1980s )

The gathering of news from FF (or another calendar) is simple enough in concept, but there are no short cuts - well, that's if you do it the same way as I have. I use GNU WGET to download the 'raw' calendar HTML into a text file, and then parse it character by character to extract the relevant data that's stored between the HTML tokens. It is a 'straight' programming job involving mainly string searches and extraction. The database is simply a flat file, containing the data: FF ID#, Date/Time, Currency, Impact, Description, Actual, Forecast, Previous, Revised From. I have these sort keys: FF ID# (unique); Date/Time/Ccy/Description (for chronological sort); Ccy/Descr; Descr/Ccy. These allow the user to view the events in their desired sequence.

The FFcal.EXE app allows extensive filtering - by date range, by impact, by Ccy, and by AND/OR combos of text in the description. Again, there is no sleight-of-hand, it's a 'straight' programming job. Same for all of the different formatting options for each of the export types.
  • #12
  • May 20, 2009 1:50am May 20, 2009 1:50am
Well if there is a DLL that works like FFcal.exe (but w/o GUI of course)
it can be used by EAs to generate the data w/o human intervention
  • #13
  • Last Post: Jul 27, 2012 2:36am Jul 27, 2012 2:36am
Plug-in for MT4. Shows upcoming events and also shows past events anchored to price/date/time.

Simple to setup for any timezone. Also simple to configure lead time for upcoming events. Full setup and configuration instructions included.

Data is comprehensive and presented intuitively to make it easy to digest, and does not clutter the chart like other economic calendars.

Brilliant if you want real-time heads-up for upcoming events as well as the ability to analyse past price action/events.

Full details and download here www.automatedtradingsolutions.co.uk

Enjoy, Chris.
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