//+------------------------------------------------------------------+
//| Demo_FileWrite.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//--- show the window of input parameters when launching the script
#property script_show_inputs
//--- parameters for receiving data from the terminal
input string InpSymbolName="EURUSD"; // currency pair
input ENUM_TIMEFRAMES InpSymbolPeriod=PERIOD_H1; // time frame
input int InpFastEMAPeriod=12; // fast EMA period
input int InpSlowEMAPeriod=26; // slow EMA period
input int InpSignalPeriod=9; // difference averaging period
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // price type
input datetime InpDateStart=D'2012.01.01 00:00'; // data copying start date
//--- parameters for writing data to file
input string InpFileName="MACD.csv"; // file name
input string InpDirectoryName="Data"; // directory name
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
datetime date_finish; // data copying end date
bool sign_buff[]; // signal array (true - buy, false - sell)
datetime time_buff[]; // array of signals' arrival time
int sign_size=0; // signal array size
double macd_buff[]; // array of indicator values
datetime date_buff[]; // array of indicator dates
int macd_size=0; // size of indicator arrays
//--- end time is the current time
date_finish=TimeCurrent();
//--- receive MACD indicator handle
ResetLastError();
int macd_handle=iMACD(InpSymbolName,InpSymbolPeriod,InpFastEMAPeriod,InpSlowEMAPeriod,InpSignalPeriod,InpAppliedPrice);
if(macd_handle==INVALID_HANDLE)
{
//--- failed to receive indicator handle
PrintFormat("Error when receiving indicator handle. Error code = %d",GetLastError());
return;
}
//--- being in the loop until the indicator calculates all its values
while(BarsCalculated(macd_handle)==-1)
Sleep(10); // pause to allow the indicator to calculate all its values
//--- copy the indicator values for a certain period of time
ResetLastError();
if(CopyBuffer(macd_handle,0,InpDateStart,date_finish,macd_buff)==-1)
{
PrintFormat("Failed to copy indicator values. Error code = %d",GetLastError());
return;
}
//--- copy the appropriate time for the indicator values
ResetLastError();
if(CopyTime(InpSymbolName,InpSymbolPeriod,InpDateStart,date_finish,date_buff)==-1)
{
PrintFormat("Failed to copy time values. Error code = %d",GetLastError());
return;
}
//--- free the memory occupied by the indicator
IndicatorRelease(macd_handle);
//--- receive the buffer size
macd_size=ArraySize(macd_buff);
//--- analyze the data and save the indicator signals to the arrays
ArrayResize(sign_buff,macd_size-1);
ArrayResize(time_buff,macd_size-1);
for(int i=1;i<macd_size;i++)
{
//--- buy signal
if(macd_buff[i-1]<0 && macd_buff[i]>=0)
{
sign_buff[sign_size]=true;
time_buff[sign_size]=date_buff[i];
sign_size++;
}
//--- sell signal
if(macd_buff[i-1]>0 && macd_buff[i]<=0)
{
sign_buff[sign_size]=false;
time_buff[sign_size]=date_buff[i];
sign_size++;
}
}
//--- open the file for writing the indicator values (if the file is absent, it will be created automatically)
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_WRITE|FILE_CSV);
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is available for writing",InpFileName);
PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
//--- first, write the number of signals
FileWrite(file_handle,sign_size);
//--- write the time and values of signals to the file
for(int i=0;i<sign_size;i++)
FileWrite(file_handle,time_buff[i],sign_buff[i]);
//--- close the file
FileClose(file_handle);
PrintFormat("Data is written, %s file is closed",InpFileName);
}
else
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
}
|