forked from Lerooy/pbo-cscv-engine
56 lines
2.3 KiB
MQL5
56 lines
2.3 KiB
MQL5
|
//+------------------------------------------------------------------+
|
||
|
|
//| ExportBars.mq5 |
|
||
|
|
//| Astralys LLC |
|
||
|
|
//| |
|
||
|
|
//| Exports the full bar history of the chart it is dropped on to a |
|
||
|
|
//| CSV in MQL5\Files. One purpose: feed the article figures (equity |
|
||
|
|
//| curve of the selected pass, and the period x threshold heat maps) |
|
||
|
|
//| which are drawn outside the terminal from this data. |
|
||
|
|
//| |
|
||
|
|
//| Drop it on US500 D1. Output: PBO_bars_<symbol>_<tf>.csv |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
#property copyright "Astralys LLC"
|
||
|
|
#property link "https://pulsar-terminal.com"
|
||
|
|
#property version "1.00"
|
||
|
|
#property script_show_inputs
|
||
|
|
|
||
|
|
input int InpMaxBars = 0; // 0 = everything the broker provides
|
||
|
|
|
||
|
|
void OnStart(void)
|
||
|
|
{
|
||
|
|
MqlRates rates[];
|
||
|
|
ArraySetAsSeries(rates, false); // index 0 = oldest
|
||
|
|
|
||
|
|
const int want = (InpMaxBars <= 0) ? Bars(_Symbol, _Period) : InpMaxBars;
|
||
|
|
const int got = CopyRates(_Symbol, _Period, 0, want, rates);
|
||
|
|
if(got <= 0)
|
||
|
|
{
|
||
|
|
Print("ExportBars: CopyRates failed, error ", GetLastError());
|
||
|
|
return;
|
||
|
|
}
|
||
|
|
|
||
|
|
const string name = StringFormat("PBO_bars_%s_%s.csv",
|
||
|
|
_Symbol, EnumToString(_Period));
|
||
|
|
const int h = FileOpen(name, FILE_WRITE | FILE_CSV | FILE_ANSI, ',');
|
||
|
|
if(h == INVALID_HANDLE)
|
||
|
|
{
|
||
|
|
Print("ExportBars: cannot open ", name, ", error ", GetLastError());
|
||
|
|
return;
|
||
|
|
}
|
||
|
|
|
||
|
|
FileWrite(h, "time", "open", "high", "low", "close");
|
||
|
|
for(int i = 0; i < got; i++)
|
||
|
|
FileWrite(h,
|
||
|
|
TimeToString(rates[i].time, TIME_DATE),
|
||
|
|
DoubleToString(rates[i].open, _Digits),
|
||
|
|
DoubleToString(rates[i].high, _Digits),
|
||
|
|
DoubleToString(rates[i].low, _Digits),
|
||
|
|
DoubleToString(rates[i].close, _Digits));
|
||
|
|
|
||
|
|
FileClose(h);
|
||
|
|
PrintFormat("ExportBars: %d bars written to MQL5\\Files\\%s (%s to %s)",
|
||
|
|
got, name,
|
||
|
|
TimeToString(rates[0].time, TIME_DATE),
|
||
|
|
TimeToString(rates[got - 1].time, TIME_DATE));
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|