Watch how to download trading robots for free
Find us on Telegram!
Join our fan page
Interesting script?
So post a link to it -
let others appraise it
You liked the script? Try it in the MetaTrader 5 terminal
Scripts

Export historical data - script for MetaTrader 5

Views:
13147
Rating:
(43)
Published:
2010.06.15 14:43
Updated:
2016.11.22 07:32
files.rar (399.78 KB)
MQL5 Freelance Need a robot or indicator based on this code? Order it on Freelance Go to Freelance

The script purpose is to export historical rates data to format, convenient for analysis in external programs, for example, in MathCad (example is attached).

The output file contain the historical price data (bars) of the specified month in the following form:

 DoubleToString(rates[i].time,0),      // number of seconds, passed from 1 Janunary 1970
              rates[i].open,         // Open
              rates[i].high,         // High
              rates[i].low,          // Low
              rates[i].close,        // Close
              rates[i].tick_volume,  // Tick Volume
              tm.year,               // year
              tm.mon,                // month
              tm.day,                // day
              tm.hour,               // hour
              tm.min,                // minutes
              tm.day_of_week,        // week day (0-sunday, 1-monday)
              tm.day_of_year);       // day index in the year (1st January is the 0-th day of the year)

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/124

FIR_filter FIR_filter

Moving Average, calculated using the digital filter.

WPR_Hist WPR_Hist

It searches for tops or bottoms of price movement.

A simple RKD Expert Advisor  based on a specified custom RKD indicator A simple RKD Expert Advisor based on a specified custom RKD indicator

This is a simple Expert Advisor, that uses a specified custom RKD indicator.

Linear regression slope Linear regression slope

Linear regression slope normalized to SMA.