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How to get the data of an indicator?

  • #1
  • First Post: Sep 23, 2008 10:12am Sep 23, 2008 10:12am
Guys i am very new in this forum in fact this is my first post, however i have been trading since 2004 now making 4 years in my belt. I am working in my own indicator and i am trying to getting cleaner, for that i need the data of the indicator itself, in the metatrader i just can grap the data from the chart but not the indicator (or at least i dont know how to get it).

Anyone knows how to get the data in a txt file from the indicator not the chart ? .

Thank you very much!
  • #2
  • Sep 23, 2008 10:55am Sep 23, 2008 10:55am
Quoting Ignacio M
Guys i am very new in this forum in fact this is my first post, however i have been trading since 2004 now making 4 years in my belt. I am working in my own indicator and i am trying to getting cleaner, for that i need the data of the indicator itself, in the metatrader i just can grap the data from the chart but not the indicator (or at least i dont know how to get it).

Anyone knows how to get the data in a txt file from the indicator not the chart ? .

Thank you very much!
In the original MT4 platform on the script folder there is a script name something like history... if you run that it will grap the data of the pair you attached it. You can modify that to grab data in your indicator to be written in a csv or txt file.
T101
  • #3
  • Sep 23, 2008 12:13pm Sep 23, 2008 12:13pm
I didnt understand you budy. I have the data from thepair i picked but, what do i need to do to watch what my indicator show ? my indicator in fact make signals in prices, like a low or a high, i am interested in watch those points but in a data to make it manageable ?
  • #4
  • Sep 23, 2008 1:38pm Sep 23, 2008 1:38pm
Quoting Ignacio M
I didnt understand you budy. I have the data from thepair i picked but, what do i need to do to watch what my indicator show ? my indicator in fact make signals in prices, like a low or a high, i am interested in watch those points but in a data to make it manageable ?
I thought i have explain it well, if you dont understand then i suggest you study how the MT4 platform work by visiting their website and read through the instruction.
  • #5
  • Sep 23, 2008 3:29pm Sep 23, 2008 3:29pm
Have you tried opening the data window? (Little crosshairs on the chart)
  • #6
  • Sep 24, 2008 7:17am Sep 24, 2008 7:17am
Quoting Ignacio M
Anyone knows how to get the data in a txt file from the indicator not the chart ? .
Ignacio, I assume that you mean you want to output the value of an indicator to a text file, instead of Open, High, Low, Close, Volume, etc?

If so, it can be done, but you need to write a script. The one that's attached will do it, but you need to add to the FileWrite statement, to tell it which indicators (and their parameters - e.g. MACD(12,26,9)) that you want it to output. See the comments in the script for more info.

Instructions:
1. Copy the attached file to your .....experts\scripts folder.
2. From MT4, press F4 to load MetaEditor, then Ctrl-O to load the script.
3. Make the change to the FileWrite statement, then press F5 to recompile. For info on the syntax, press F1 to get the online help.
4. Back in MT4, attach the script to your chart (press Ctrl-N to load the Navigator, open up the 'Scripts' branch, and drag the script onto your chart).
5. This wil create the output file in the .....experts\files folder.

If you prefer, post back here, stating exactly what indicator it is that you want output, e.g. "I want the signal line of the MACD(12,26,9)", and I'll modify the script for you.

Hope this helps,
David
Attached File(s)
File Type: mq4 output_history.mq4   4 KB | 1,114 downloads
  • #7
  • May 24, 2010 1:37pm May 24, 2010 1:37pm
How can i get multiple pairs output by executing this script only once?

I haven't wrapped my head around the naming of multiple pairs from one script..

Quoting hanover
Ignacio, I assume that you mean you want to output the value of an indicator to a text file, instead of Open, High, Low, Close, Volume, etc?

If so, it can be done, but you need to write a script. The one that's attached will do it, but you need to add to the FileWrite statement, to tell it which indicators (and their parameters - e.g. MACD(12,26,9)) that you want it to output. See the comments in the script for more info.

Instructions:
1. Copy the attached file to your .....expertsscripts folder.
2. From MT4, press F4 to load MetaEditor,...
Time flies like an arrow; fruit flies like a banana.
  • #8
  • May 24, 2010 4:01pm May 24, 2010 4:01pm
Quoting Bwana
How can i get multiple pairs output by executing this script only once?

I haven't wrapped my head around the naming of multiple pairs from one script..
You need to modify the code, as explained within the source code itself:

//+------------------------------------------------------------------+
//| script program start function |
//+------------------------------------------------------------------+
int start()
{
out_hist("GBPUSD",PERIOD_D1); // This will produce daily history for GBPUSD
// Copy the above line of code for each currency pair and timeframe, and then press F5 to recompile (or restart MT4)
// First parameter must be a valid currency pair, e.g. GBPUSD, enclosed in double quotes
// Second parameter must be valid timeframe, i.e. one of PERIOD_M1, PERIOD_M5, PERIOD_M15, PERIOD_M30, PERIOD_H1, PERIOD_H4, PERIOD_D1, PERIOD_W1, PERIOD_MN1
// To use the currently displayed chart: out_hist(Symbol(),Period());

return(0);
}

Load the script into MetaEditor (in MT4's Navigator, highlight it, then press ENTER), copy the line of code (as described above) as many times as necessary, press F5 to compile, and then attach the script to your chart.
Example:

out_hist("GBPUSD",PERIOD_D1); // This will produce daily history for GBPUSD
out_hist("GBPUSD",PERIOD_M30); // This will produce M30 history for GBPUSD --- copied from previous line
out_hist("EURJPY",PERIOD_D1); // This will produce daily history for EURJPY --- copied from previous line
  • #9
  • May 27, 2010 8:34am May 27, 2010 8:34am
Thank you Hanover, i didn't realize it was straightforward.

Sprachen Sie Deutsche?

Quoting hanover
You need to modify the code, as explained within the source code itself:

[color=Blue]//+------------------------------------------------------------------+
//| script program start function...
Time flies like an arrow; fruit flies like a banana.
  • #10
  • May 27, 2010 8:46am May 27, 2010 8:46am
Hanover,

If i wanted to export the date as a serial (eg. 27th May 2010 => 40325), what is the syntax in mql?

Thanks for your help.
Time flies like an arrow; fruit flies like a banana.
  • #11
  • Jun 15, 2010 7:43am Jun 15, 2010 7:43am
Turns out you can't, but i did manage to work with it.

Now, is it possible to write more than 4 decimal places? Not sure how the syntax would look like..

Quoting Bwana
Hanover,

If i wanted to export the date as a serial (eg. 27th May 2010 => 40325), what is the syntax in mql?

Thanks for your help.
Time flies like an arrow; fruit flies like a banana.
  • #12
  • Jun 16, 2010 5:33pm Jun 16, 2010 5:33pm
Quoting Bwana
Hanover,

If i wanted to export the date as a serial (eg. 27th May 2010 => 40325), what is the syntax in mql?

Thanks for your help.
Sorry, I only just saw your post now.

Excel dates are represented as the number of days from 1/1/1900.
MQL4 dates are represented as the number of seconds after midnight on 1/1/1970.

Hence to convert the MQL4 value to its Excel counterpart, you must first divide by 86400 (the number of seconds in a day) and then add 25569 (the number of days between 1/1/1900 and 1/1/1970).

i.e. the MQL4 syntax is:

datetime MT4DateValue = [whatever value];
int ExcelDateValue = MathFloor(MT4DateValue / 86400) + 25569;

To use your example, the MQL4 value for 27/5/2010 is 1274918400
Divide this by 86400 gives 14756
Adding 25569 to 14756 gives 40325
  • #13
  • Jun 16, 2010 5:45pm Jun 16, 2010 5:45pm
Quoting Bwana
Turns out you can't, but i did manage to work with it.

Now, is it possible to write more than 4 decimal places? Not sure how the syntax would look like..
Not sure why you would want to output a specific number of decimals, but you can convert any decimal number to an output string using the DoubleToStr() function.
The following is copied from MQL4 on-line help:

string DoubleToStr( double value, int digits)
Returns text string with the specified numerical value converted into a specified precision format.

Parameters:
value - Floating point value.
digits - Precision format, number of digits after decimal point (0-8).

Sample:
string value=DoubleToStr(1.28473418, 5);
// the value is "1.28473"
  • #14
  • Jun 17, 2010 10:22am Jun 17, 2010 10:22am
Thanks Hanover.

Reason being is when i execute output_history, it rounds the last 2 digits for 5 digit feeds.

Therefore, i wanted to specify the floating point so it doesn't default to rounding like it has been.

Your input is much appreciated.

Quoting hanover
Not sure why you would want to output a specific number of decimals, but you can convert any decimal number to an output string using the DoubleToStr() function.
The following is copied from MQL4 on-line help:...
Time flies like an arrow; fruit flies like a banana.
  • #15
  • Jun 18, 2010 7:15am Jun 18, 2010 7:15am
Good day,

For example, this line of code:

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

is where the .csv file is written to. How do i tell it to write more decimal places? It has to occur during or before this command, right?

Thanks for your time.
Time flies like an arrow; fruit flies like a banana.
  • #16
  • Jun 18, 2010 3:45pm Jun 18, 2010 3:45pm
Quoting Bwana
Good day,

For example, this line of code:

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

is where the .csv file is written to. How do i tell it to write more decimal places? It has to occur during or before this command, right?

Thanks for your time.
It will write the number of decimal places used by your br0ker. However, note that if the last digit(s) are zeros, they are omitted, e.g. 1.43140 will be output as 1.4314

You can check this by pressing F2 in MT4 and looking at the prices in the History Center.

I got confused by this initially. My br0ker is GoMarkets, and when I output the data for GBPUSD,D1 all of the oldest OHLC values (at the top of the file) were coming out with only 4 digits. I wondered what the heck was going on! But upon checking with the History Center, it appears that their OHLC values prior to May 1, 2009 were 4 digits only. It would seem that after that date they upgraded their MT4 to include the 5th digit.

See if this is the cause of your problem. Check that the most recent OHLC values (these will be at the end of your file, if you're using the default Ascending output order) are being output with 5 decimals. If not, post again, and I'll try to find another solution.
  • #17
  • Jun 18, 2010 7:21pm Jun 18, 2010 7:21pm
Thank you for your insightful contribution.
Time flies like an arrow; fruit flies like a banana.
  • #18
  • Jun 19, 2010 3:12pm Jun 19, 2010 3:12pm
You would need to use NormalizeDouble function.

You could do it inline but that starts to get messy so it's better to move your function calls and assign them to variables.

Something like this...

Inserted Code
double dOpen = NormalizeDouble(iOpen(ccy,tf,i),Digits);

You would do the same for all the prices you're passing to the file open function.

Hope that helps.

Lux
MT4 EA, Indicator and Alert Coder Since 2006
  • #19
  • Jun 21, 2010 1:46pm Jun 21, 2010 1:46pm
The problem I find with writing to csv/text files is that when they get bigger the program won't write to the file quickly enough, much better to use a database, you could use the 'libmysql.dll'
  • #20
  • Feb 6, 2012 4:53pm Feb 6, 2012 4:53pm
Hi all,

can any body provide me with the script for MACD(12,26,9) reference post #6 on this wall?

Cheers!
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