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Plot News / Downloader version 4.00

  • #121
  • Mar 17, 2016 2:02am Mar 17, 2016 2:02am
Quoting Pikey
Is any chance in the news CSV file generated by the NewsDownloader.exe you'd be able to add the Actual value red/green/black indication, as it appears in the Calendar view? For instance: -1 for negative (red), 0 for neutral (black) and 1 for positive (green).
I have implemented your request in v 4.07. See post #1 for details and download files.
  • #122
  • Mar 17, 2016 7:00am Mar 17, 2016 7:00am
Hey Hanover,
Great job as usual!

Maybe I do something wrong - don't manage to get a proper b and w columns in the Plot News Export.csv file.
I kept the following format in the NewsDownloader.fmt file as explained in the instructions (Apendix 1 page 27):
"d[Y/M/D]","t[H:I]","c[T3]","i[T1]","n[T50]","a[T10]","f[T10]","p[T10]","r[T10]","#[Z5]","b[T2]","w[T2]"
However in the output Plot News Export.csv file there are only 9 columns (no #, b and w).
The file time stamp shows the file is updated.
Some errors in the Experts LOG:
Plot News v4-00: invalid handle -1 in FileWrite
Plot Nes v4-00 GBPUSD, H1: invalid integer number as parameter 2 for 'ArrayInitialize' function.

Have additional question: Since the "b[T2]","w[T2]" values are not being imported from the data on the Forexfactory site, which approach do you use to set these values? Either you keep some predefined criteria for each event or use simple higher/lower comparison with respect to the previous value?
I'm asking because not always the higher value means better positive impact and vice versa.

Would appreciate your check up and response.
Attached Image(s) (click to enlarge)
Click to Enlarge Name: errors.png Size: 36 KB
Click to Enlarge Name: NewsDownloader.fmt.png Size: 7 KB
Attached File(s)
File Type: csv Plot News Export.csv   16 KB | 253 downloads
  • #123
  • Edited 8:56am Mar 17, 2016 8:28am | Edited 8:56am
Quoting Pikey
Maybe I do something wrong - don't manage to get a proper b and w columns in the Plot News Export.csv file. I kept the following format in the NewsDownloader.fmt file as explained in the instructions (Apendix 1 page 27)......
As far as I can tell from the info you've provided, there are 3 separate issues here:

1. I can't reproduce the "Plot News 4-00: invalid handle -1 in File Write" error (in the Experts journal).

2. I've fixed the "Plot News 4-00 GBPUSD,H1: invalid integer number as parameter 2 for 'ArrayInitialize' function" error (in the Experts journal). I have uploaded a new version of the indicator (in the ZIP file) to post #1. Thanks for pointing this out.

3. If you're going to use the Plot News 4-00 indicator, you MUST use the default format in the supplied NewsDownloader.fmt file, i.e.
Inserted Code
"d[Y/M/D]","t[H:I]","c[T3]","i[T1]","n[T50]","a[T10]","f[T10]","p[T10]","r[T10]","#[Z5]"

All other formats, including any with the b[T2] and w[T2] parameters, apply only for the NewsDownloader.exe app. This app generates an output file (default name = news.csv), and can use any format in the supplied NewsDownloader.fmt file, or any valid format that you choose to add to it. Hence if you want the "better than" or "worse than" items, select and use a format like the one shown in your screenshot:
Inserted Code
"d[Y/M/D]","t[H:I]","c[T3]","i[T1]","n[T50]","a[T10]","f[T10]","p[T10]","r[T10]","#[Z5]","b[T2]","w[T2]"
Then the values "-1", "0" or "+1" will be output to the news.csv file. You can then use this file for further analysis, e.g. import it into Excel. But it is not designed for use with the Plot News 4-00 indicator.

The the Plot News 4-00 indicator is generating the Plot News Export.csv file that you attached to your post. You can suppress this by setting the OutputFile parameter to a null entry. If you want the FF calendar ID to be output, set MaskSerialNo to something like T6. The "better than" and "worse than" outputs can NOT be sent to this file. (They can only be output to the news.csv file, as explained previously).

Quote
Have additional question: Since the "b[T2]","w[T2]" values are not being imported from the data on the Forexfactory site, which approach do you use to set these values? Either you keep some predefined criteria for each event or use simple higher/lower comparison with respect to the previous value?
I get all of the data from the FF calendar's HTML file, including the "better than" and "worse than" values. The text "class='better'" or "class='worse'" appears within the HTML tokens in that file (which directly cause the items to be colored green or red in the 'Actual' and 'Previous' columns in the FF calendar). I don't use a higher/lower comparison with respect to the previous value. Here is a sample of what the HTML for a news event looks like:
Inserted Code
<tr class="calendar_row alt" data-eventid="63273"> <td class="date"></td> <td class="time">8:30</td> <td class="currency">CAD</td> <td class="impact"> <span title="High Impact Expected" class="high"></span> </td> <td class="event"><span>Manufacturing Sales m/m</span></td> <td class="detail"><a class="calendar_detail level1" data-level="1"></a></td> <td class="actual"> <span class="better">2.3%</span> </td> <td class="forecast">0.4%</td> <td class="previous"><span class="revised better" title="Revised From 1.2%">1.4%</span></td> <td class="graph"><a class="calendar_chart"></a></td> </tr>
This HTML code caused the highlighted event to be displayed in the FF calendar:
Attached Image (click to enlarge)
Click to Enlarge Name: PPI 123.png Size: 12 KB
  • #124
  • Mar 20, 2016 7:05am Mar 20, 2016 7:05am
Many thanks for your comprehensive explanation.
I've found the b and w values in the news.csv file so I'm all set for now.
BTW - it can be a good basis for Indicators or Expert trading strategy development in MQl4.
LMK if you find it interesting. I'd be glad to share some ideas.
  • #125
  • Edited 4:46pm Apr 1, 2016 8:14am | Edited 4:46pm
It appears that News Downloader.exe is no longer working correctly, as FF programmers have apparently changed their calendar's HTML format. I will attempt to troubleshoot when I get some spare time, over the next few days.

[EDIT]
I've made some fixes, and uploaded a new zip file to post #1. The new News Downloader.exe app has not been exhaustively tested; if you see something that's obviously amiss, please post the evidence, and I'll take a look.
  • #126
  • Apr 22, 2016 6:06am Apr 22, 2016 6:06am
Hey thanks for making this indicator freely available after putting so much work into it. It's massively appreciated.

I'd like to use this indicator from an EA so it can decide when to avoid trading at times of expected volatility. Is there a recommended way to access the upcoming events from an EA?

Thanks in advance!
  • #127
  • Apr 22, 2016 9:41am Apr 22, 2016 9:41am
Quoting txperry
I'd like to use this indicator from an EA so it can decide when to avoid trading at times of expected volatility. Is there a recommended way to access the upcoming events from an EA?
This type of question has already been asked. For some background, please read posts #39 thru #43 earlier in this thread. #40 explains why I haven't made the code directly accessible via an EA. Then I withdrew the .mq4 source code for the Download News.ex4 script because I was told (see #43) that the ShellExecuteA statement no longer works in the latest MT4 builds.

You can run the News Downloader.exe app manually at any time (it retrieves the news from FF's calendar, and exports it to a CSV file, which could then be read by your EA). Of course there's also nothing to stop you from using Microsoft scheduler (or writing your own software) to launch this app automatically, at whatever times you wish.

Or if you can figure out a way to call the app from within the EA, by somehow calling the Windows API, then you could do it that way instead. I'm afraid my knowledge of Windows programming is very limited.
  • #128
  • Apr 22, 2016 10:31am Apr 22, 2016 10:31am
I read those posts actually and they are more about invoking the News Downloader. I'm more interested in fetching the data that the indicator has displayed.

I'm now thinking that the easiest thing to do is to have my EA periodically read from Plot News Export.csv. I will have your indicator running to keep it up to date without me having to schedule execution myself. Then my EA will be able to fetch data from the file whenever it needs it.

That should work for me. Thanks again!
  • #129
  • Apr 22, 2016 1:47pm Apr 22, 2016 1:47pm
Quoting txperry
I read those posts actually and they are more about invoking the News Downloader. I'm more interested in fetching the data that the indicator has displayed. I'm now thinking that the easiest thing to do is to have my EA periodically read from Plot News Export.csv. I will have your indicator running to keep it up to date without me having to schedule execution myself. Then my EA will be able to fetch data from the file whenever it needs it.
Fair enough. But I assume you realize that the process works as follows:

Step #1. The News Downloader.exe app downloads news items from FF calendar, and writes them to the news.csv file.

Step #2. When attached to a MT4 chart, the Plot News v4-00.ex4 indicator reads the news.csv file and displays news items on the chart, and also (optionally) writes this data to the Plot News Export.csv file.

Your EA could read either the news.csv file or the Plot News Export.csv file. Either way would potentially work. However, having it read the news.csv file would simplify the process by eliminating step #2. Step #1 is mandatory as the indicator can't do its job without the news first being downloaded. Hence the issue, as I see it, is how and when to invoke the News Downloader.exe app -- either manually or automatically, as explained in my previous post. Any number crunching, filtering of news items and/or trading decisions could all be handled by your EA, i.e. I can't see the indicator adding any value to the overall process.

At least that's the way that I would approach it.
  • #130
  • May 2, 2016 3:39pm May 2, 2016 3:39pm
Quoting hanover
{quote} Hence the issue, as I see it, is how and when to invoke the News Downloader.exe app -- either manually or automatically, as explained in my previous post. Any number crunching, filtering of news items and/or trading decisions could all be handled by your EA, i.e. I can't see the indicator adding any value to the overall process. At least that's the way that I would approach it.
If I understand correctly, the indicator causes the News Downloader to run periodically. For me, that is enough reason to run the indicator. It means everything is controlled all under one roof, i.e. from MT4. It also means I can refer to the indicator if needed, whether in live trading or in back-testing.

Anyway the main thing is I have it working exactly the way I want, so thank you again for sharing the results of your hard work.
  • #131
  • May 3, 2016 1:20am May 3, 2016 1:20am
Quoting txperry
If I understand correctly, the indicator causes the News Downloader to run periodically.
No, you must run the downloader app manually yourself (Step #1 in my previous post).

The indicator performs the operations listed in Step #2. It plots news events, that have already been downloaded, as objects on the chart. As such it can't be backtested.
  • #132
  • May 4, 2016 5:11pm May 4, 2016 5:11pm
Ok thanks for correcting my mistake. Then you're right, I should switch to news.csv and figure out how to make the downloader run once per day.

Btw I haven't been able to run it manually for a couple of days now. Always fails with "Unable to process calendar." Do you have any idea why this might be? I've tried several times over the past 2 days but always the same result.

Many thanks.
  • #133
  • Edited 10:50pm May 4, 2016 8:50pm | Edited 10:50pm
Quoting txperry
Btw I haven't been able to run it manually for a couple of days now. Always fails with "Unable to process calendar." Do you have any idea why this might be? I've tried several times over the past 2 days but always the same result.
If all else fails, download the latest version from post #1 and try again. I have made a small fix.
  • #134
  • May 5, 2016 5:03pm May 5, 2016 5:03pm
Quoting hanover
{quote} If all else fails, download the latest version from post #1 and try again. I have made a small fix.
That worked, thank you. You are a legend!
  • #135
  • May 31, 2016 1:06pm May 31, 2016 1:06pm
@anybody:

If you are getting the error "Unable to process calendar", try upgrading to the latest version of the software. I have just attached a new zip file to post #1.
  • #136
  • May 31, 2016 2:12pm May 31, 2016 2:12pm
Quoting hanover
@anybody: If you are getting the error "Unable to process calendar", try upgrading to the latest version of the software. I have just attached a new zip file to post #1.
Hi Hanover

I am using the indie at v4-07 which was downloaded on 03/05/2016, has this latest zip file got a later version as it is showing also v4-07. I am not getting any errors and the indie is working beautifully, top marks to your coding skills

If there is no change i will not update, if there is i will happily download again

Kind regards
  • #137
  • May 31, 2016 9:15pm May 31, 2016 9:15pm
Quoting TradeFinder
I am using the indie at v4-07 which was downloaded on 03/05/2016, has this latest zip file got a later version as it is showing also v4-07. I am not getting any errors and the indie is working beautifully, top marks to your coding skills If there is no change i will not update, if there is i will happily download again Kind regards
No need to upgrade, as the saying goes don't try to fix it unless it's broken.
I don't usually increment the version number unless some major feature(s) have been added.
  • #138
  • Jun 6, 2016 9:38am Jun 6, 2016 9:38am
Hi hanover,
i am trying to backtest a news trading algorithm and there are multiple issues with this.
1) in backtest, the server time (TimeCurrent()) is fixed, which i have solved with tables defining moments when broker was switching time zones (not only DST: every broker is different and has some special moments...)
2) i am using your tables (.csv) with news (unfortunately using the program is not feasible due to proxy and program instability) , however they are inconsistent: with every update there is something different. Sometimes you are just switching TZ (-4 vs -5, this is clear, you are following the EDT), sometimes a complete year changes (e.g. 2015, while everything else was ~ same), sometimes single events are moved or missing etc. How much is this due to your changes and how much due to changes from data provider (i.e. ffactory)?
Wouldn't it be logical to have this data fixed to GMT and only have minor corrections of faulty history?
To bypass this problem i have started collecting data from ffcal_week_this.xml which is normalized to GMT and in this way uniformly formatted, however with missing event results (which will be fine until i decide to use event data for further analysis and algorithm improvement).
Another benefit is that .xml format doesn't change, so the program can be more stable then with parsing HTML...

Any thoughts on this?
  • #139
  • Jun 6, 2016 9:40pm Jun 6, 2016 9:40pm
hello

thanks for this interesting indicator...
i been trying it out all morning
but can't seem to get it correct ...
i downloaded all the latest updates and followed the instructions but this is what i have
also which indicator should i use ?
plot news 4.00 pr plot new 4.00 main window?
i tried adding both but came out with the same result
  • #140
  • Jun 6, 2016 9:49pm Jun 6, 2016 9:49pm
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