//+------------------------------------------------------------------+
//| symbol-D1.mq4 |
//| A Sexy Trader |
//| http://pipsmaker.wordpress.com/ |
//+------------------------------------------------------------------+
#property copyright "A Sexy Trader"
#property link "http://pipsmaker.wordpress.com/"
#include <stdlib.mqh>
extern string StartDate = "2010.04.01" //set the starting date to get the same time data
,StopDate = "2010.04.30"; //set the testing time limit to protect the over
//data recording process
extern bool For_OP_SELL = true;/*This is to guide for the right type of data to be collected
->if For_OP_SELL = true
the daily Open will be collected as an order open price
->if For_OP_SELL = false , means for OP_BUY,
the daily Open+SPREAD will be collected instate.
*/
string name,tname;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//-------------------------------------------------------------------+
//| Some Essential Parameters In This EA |
//-------------------------------------------------------------------+
int day // a variable to mark that today Open has been collected
,ho // handle of the file recording the Open price
,ht // handle of the file recording the tick price
,x=1 /* the order of D1 file increasing every time D1 data is
equal to 4086 characters and generate the new recording file*/
,xt=1 // same as x but for tick data
,bartime // a variable to mark that current bar's Open has been collected
;
double ot // latest Open Time
,op // latest Open price
,lt // latest tick time
,ltk // latest tick price
;
string OStr // the string to collect the daily open
,TStr // the string to collect the tick value
;
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
/*---------------------Only collect the data in the specific time period.----------------------*/
if(TimeToStr(TimeCurrent(),TIME_DATE)>=StartDate && TimeToStr(TimeCurrent(),TIME_DATE)<=StopDate)
{
name=Symbol()+x+"D1.csv"; // setup the name of daily open price file
tname=Symbol()+xt+"T.csv" // the name of tick price file
;
//----
if(day!=TimeDay(Time[0])) // the new day has come
{
ot=Time[0]; // get the new bar time
if(For_OP_SELL)op=Open[0]; // get the new order open price for SELL Symbol
else op=Open[0]+MarketInfo(Symbol(),MODE_SPREAD)*Point;
// else if collecting for the BUY Symbol
OStr=OStr+TimeToStr(Time[0],TIME_DATE)+",";//collect the new time data separate each data with ","
OStr=OStr+DoubleToStr(op,Digits)+","; //now the new open price
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~now it's time to export as a file
ho=FileOpen(name ,FILE_CSV|FILE_WRITE); // open a file to record the daily open
if(ho>0) // if the file Symbol()+x+"D1.csv" exist
{
FileWrite(ho,OStr); // write the collected data
FileClose(ho); // close the file every time your file process done
if(StringLen(OStr)==4086){x++;OStr="";} /* if the data contains 4086 characters set new x to*/
} /* create the new file and prepare the new string for
the new file
*/
Print(TimeToStr(Time[0],TIME_DATE)); // print the collected day time
int thex=FileOpen(Symbol()+"x.csv",FILE_CSV|FILE_WRITE);
// create a file to record "how many x?" for D1 file for further usage
if(thex>0) // if the file exist
{
string xs=DoubleToStr(x,0); // transform x into string
FileWrite(thex,xs); // write the x value
FileClose(thex); // close file (every time you finish)
}
day=TimeDay(Time[0]); // now mark today as collected
}
//--------------------------------FOR TICK VALUE
/*Because of the decision of collecting the tick data hourly*/
if(bartime!=Time[0]) // the new hourly bar has come
// and to make it more flexible when you decided
// to collect data in another time frame
{
lt=TimeCurrent(); // get the tick time
if(!For_OP_SELL) ltk=Bid; // the tick price for sell order
else ltk=Ask; // in case for buy order
TStr=TStr+TimeToStr(lt,TIME_DATE|TIME_MINUTES)+",";
// insert the data into the collected string
TStr=TStr+DoubleToStr(ltk,Digits)+","; //
//~~~~~~~~ // now export the data
ht=FileOpen(tname,FILE_CSV|FILE_WRITE); // open a file to record the tick value
if(ht>0) // if the file Symbol+xt+"T.csv" exist
{
FileWrite(ht,TStr); // write the collected tick with time
FileClose(ht); // finish.
if(StringLen(TStr)==4080){xt++;TStr="";}// prepare for new file if this file reached 4080 character
}
int thext=FileOpen(Symbol()+"xt.csv",FILE_CSV|FILE_WRITE);
// record the xt value .. same as D1 file
if(thext>0) // if the file exist
{
string xts=DoubleToStr(xt,0); // transform into string
FileWrite(thext,xts); // write xt
FileClose(thext); // done
}
bartime=Time[0]; // mark as current hourly bar Open price has been collected
}
}
else if(TimeToStr(TimeCurrent(),TIME_DATE)>StopDate) // if out of specified period
Print("Done."); // let us know it all done.
//----
return(0);
}
//+------------------------------------------------------------------+
