Transferring live data from MT4 to AmiBroker automatically

What it is
MT4 is the king of trading software when it comes to forex. But for users of AB, it lacks a lot of things. Personally I like AB for a number of reasons, and always wanted to do the chart reading part in AB before going into a trade. I looked for a tool that would allow me to transfer data from MT4 to AB automatically but unfortunately could not find any. So finally came up with this tool.

Intro:
It's a two-part tool: the first part is an Expert Advisor for MT4 that does the data exporting task. The second part is a stand-alone application that sits quietly and regularly polls data from a given location and imports them to AmiBroker.

Setup: - part 1 (in MetraTrader 4)
1. download the Expert Advisor (EA) CSVExporter.ex4 (or the source file CSVExporter.mq4 if you wish), and place it under the Experts folder of you MT4 installation. For example, I trade with VantageFx which I installed at C:\Program Files\VantageFX. So I place the EA file in C:\Program Files\VantageFX\experts.

http://i.imgur.com/TuseZ2c.png

2. Run/restart MT4 so that it could find this newly placed EA. Drag it from the navigation panel on to a chart. For better result use USD/CAD, EUR/USD or such pair that has good price movement.

On Common tab, check "Allow live trading". This is required to function, though this EA does NOT do any trading.

Click on the Inputs tab to change default settings.
http://i.imgur.com/47x7Fk6.png

1. symbols: the pairs you want to export data for, separated by comma. (To not to caluse problem limit the number of symbols to 20. If needed create another instance of he EA on a new symbol and give a different exportDir value.)
2. exportDir: the directory where the exported data will be stored. This is relative to experts\files\ folder. For example, in case of VantageFX, data are stored in
   C:\Program Files\VantageFX\experts\files\csvdata
3. exportH1 to D1 are the flags for the time-frame. Set true the one(s) you like. If you want H1 data, exported data will have symbol name appended by H1 unless you have singleCSV set to true.
4. singleCSV: when true will create a single csv file for all the symbol pairs; otherwise each symbol will be saved in its own file.
5. showMsg: when true will throw out messages in the terminal/expert window/tab.

3. If you have setup properly, you should have the EA smiling at the right-top corner.
http://i.imgur.com/m4TPEyx.png

Also there will be a folder created and data exported as per the settings:
http://i.imgur.com/n4HP8uZ.png

Setup: - part 2 (in AmiBroker)

Assuming the data are being exported fine, we will proceed to next stage. Please backup your AB before proceeding.AB sometimes gets upset, so it's better to back it up first. In you AmiBroker, create a new database. New database can be created from File -> New -> Database. There are few options for the new database.
http://i.imgur.com/qdBFtzG.png

Database folder is the location where you want AB to store the data. We need to remember this for later use. If you want AB to load this database on startup, tick the next checkbox. For Base time interval choose tick. Now click on the Create button to create a database for our purpose.

Once the database created, download the file forex.format and put it under the Formats folder of Amibroker.

Setup part 3:

Download and install the file MT4toABsetup.exe. This should automatically install after you agree to terms and click next next leaving the default options. If installed successfully a short-cut should appear on desktop reading MT4toAB. Click on it to run.

http://i.imgur.com/LhoPu10.png

The first information to provide is the location of the database folder we have created in AB. Click on ... to select that folder. Then you can choose one or more (if you have multiple brokers for different symbol sets.). Click on + to add and/or - to remove one. When adding, point to the csv file. It should be under MT4's expert\files\csvdata folder. Finally choose the interval at which the program will automatically poll the csv data and pump to AB. I have set it to 4 hours as I generally look charts at 4H close (NY time) and trade on that.

Hit Start button. It should show what it did and when. Click on the minimize button to leave it running.

Move back to AB. See a sample below
http://i.imgur.com/G49aeuN.png

Links and Notes:

The EA:
EX4 version
MQ4 version

AB data format file:
forex format

MT4ToAB:
MT4toAB


Notes:

1. No responsibility/suitability is assumed. Use is it on your discretion. Also, the source code of of MT4toAB is not released.
   You install an exe when you trust the source.
2. Amibroker must be running when the process is in progress.
3. For unknown reasons MT4 might stop exporting data, if that happens, delete the csvdata folder and restart MT4.
4. For reasons unknown to me, MT4toAB might crash occasionally. If that happens run it again.
5. On Windows 8, MT4 has to be run with Administrator privilege. Otherwise data wont be exported.

Hi Alamgir
I also like AB for analysis. It is pretty powerful . I do all of my testing in AB and some intial stuff I tested was in my countries time frame (australian east standard time) because I was using the ib broker data interface ( AB--> TWS) .
The problem I encountered has been trying to recode my AFL's to EA's because the day bars have different( open / closing times ) to the N.Y time .

So to convert my AFL amiboker code to EA.. I have to initially convert all AB bars to sync with the MT4 bars .

As I see it I have two choices
a) create a function that recreates the AB bars in MT4 by way of time shifting the MT4 bars including the weekends.
b) use AB and TWS as data source (even though it is clunky ) and get MT4 to read my signals from AB live using COM / email / or something else.

So in effect I have the opposite situation to your posting in Forexfactory regarding amibroker and MT4.

Any ideas would be greatly appreciated !!!

Das

@all: if you have problems to get the exporter-ea running pls. have a look to http://www.forexfactory.com/showthre...73#post7429673 , maybe this will help

Hello
This installed and ea in MT4 and I have a problem . The csv file is created but MT4 to Amibroker MT4.exe is not working . Staus : Running , Log: Last Impotr at .... etc but the data database, AB does not have?
I have used your EA to create a csv. Maybe Send to your MT4 to Amibroker.exe another version maybe this is the MT4 file Amibroker.exe have a mistake?
thank you
tom

Friends please help
//+------------------------------------------------------------------+
//| ExportFunctions.mq4 |
//| Copyright ?2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright ?2005, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net/"
#include <pluginAB.mqh>

#define TIME_INDEX 0
#define OPEN_INDEX 1
#define LOW_INDEX 2
#define HIGH_INDEX 3
#define CLOSE_INDEX 4
#define VOLUME_INDEX 5
#define MAX_DATA 1000
double imode;
int readlen;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
int ret;

ret=SetHost("localhost",1950);
GlobalVariableSet(Symbol()+"_len",0);
sendPrice();
return(0);
}
//+------------------------------------------------------------------+
//| array functions call |
//+------------------------------------------------------------------+
int start()
{
sendPrice();
return(0);
}
//+------------------------------------------------------------------+
int sendPrice()
{
double rates[][6];
//bool f;
double rcnt;

ArrayCopyRates(rates);
//ret=GetRatesItemValue(rates,10,1,1);
rcnt=GlobalVariableGet(Symbol()+"_len");
if(rcnt==0)
{
imode=SetRateArray(rates,Bars,Symbol(),Period(),MAX_DATA); //historical mode

}else
{
imode=SetRateArray(rates,Bars,Symbol(),Period(),0);//realtime mode

}
rcnt=rcnt+imode;

if(rcnt>10) rcnt=0;
Print(rcnt);
GlobalVariableSet(Symbol()+"_len",rcnt);
return(0);


//+------------------------------------------------------------------+
//| Copyright ?2005, MetaQuotes Software Corp. |
//| #include <pluginAB.mqh> |
//+------------------------------------------------------------------+
#import "Exp.dll"
int SetRateArray(double &rates[][6],int,string,int,int);// rate array,array length,symbol name,period,readlen
// if readlen is 0, realtime mode
// if readlen>0,histrical mode

int SetHost(string,int);//IP ,port

-----------------------------------------------------------
'pluginAB.mqh' pluginAB.mqh 1 1
arrays passed by reference only pluginAB.mqh 2 27
variable 'f' not used pluginAB.mq4 47 9
0 error(s), 2 warning(s), compile time: 89 msec 1 3

Don't work requests for help .

ea is not working...... kindly help me .......

Hello,
I am having issue in using this, the csv file auto deleting after first import of data though I selected rename and not delete option in exe file. Any help?