Script to export data to CSV

MQL4 Experts

Job finished

Execution time 7 days
Feedback from customer
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Feedback from employee
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Specification

I need a script to prepare me data for further analyses.

Basically I ran the script - it calculates data and dump it into CSV somewhere.

Important I can get data for any date in past.


Input params:
- pairs: USDCAD, ...
- time1: 13:00 EST
- time2: 12:00 EST
- period1Start: 6:00 EST
- period1Stop: 13:00 EST

Output CSV with the following column for each pair:
- price at time1
- 15M Ichimoku Kijun-Sen at time1
- 15M Ichimoku SpanA at time1
- 15M Ichimoku SpanB at time1
- 1H Ichimoku Kijun-Sen at time1
- 1H Ichimoku SpanA at time1
- 1H Ichimoku SpanB at time1
- 1D Ichimoku Kijun-Sen at time1
- Max price for period1Start to period1Stop
- Min price for period1Start to period1Stop
- 1H EMA 50 at time2
- 1H EMA 200 at time2
- price at time2
- 1D ATR(14) at time1
- maybe more indicator values....


Inside of the code you organize as:
1. "extract function" that accept input as "struct" and return result output as "struct"
2. support function - dump stuff into CSV

The "extract function" later maybe used in EA, so I want to keep it clean.


ExtractedData extractData(InputData input);


struct InputData {
    string pair;
    datetime time1;
    datetime time2;
    datetime period1Start;
    datetime period1Stop;
}


struct ExtractedData{
    double time1Price;
    double time1IchimokuKijun15M;
    double time1IchimokuSpanA15M;
    double time1IchimokuSpanB15M;
    double time1IchimokuKijun1H;
    double time1IchimokuSpanA1H;
    double time1IchimokuSpanB1H;
    double time1IchimokuKijun1D;
    double period1MaxPrice;
    double period1MinPrice;
    double time2EMA501H; //corrected time2SMA501D;
    double time2EMA2001H; //corrected time2SMA601D
    double time2Price;
    double time2ATR141D
}


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