92 lines
4.3 KiB
MQL5
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//| DumpIndicator.mq5 |
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//| Copyright 2026, Allan Niñal |
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//| https://www.allanninal.dev/mql5 |
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//+------------------------------------------------------------------+
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//| Test tool: writes every bar of a custom indicator's buffers, |
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//| with the bars it saw, for each symbol and timeframe, to |
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//| Common\Files\dump\<tag>_<SYMBOL>_<TF>.csv |
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//| columns: time,open,high,low,close,b<k>... (EMPTY_VALUE -> blank) |
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//| so a Python reference can be compared bar by bar. Read-only. |
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//+------------------------------------------------------------------+
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// SPDX-License-Identifier: LicenseRef-PolyForm-Noncommercial-1.0.0 (see LICENSE)
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#property copyright "Copyright 2026, Allan Niñal <https://www.allanninal.dev/mql5>"
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#property version "1.00"
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#property script_show_inputs
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#include <IndTest\Params.mqh>
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input string InpIndicator = "SessionLevels\\SessionLevels"; // indicator path under MQL5\Indicators
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input string InpParams = ""; // parameters, "d:1.0|i:10|b:false" (empty = defaults)
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input string InpBuffers = "0,2,3"; // buffer indexes to write
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input string InpSymbols = "EURUSD,XAUUSD"; // symbols
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input string InpTFs = "H1"; // timeframes: M1,M5,M15,M30,H1,H4,D1,W1
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input string InpTag = "dump"; // file name prefix
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input bool InpCloseWhenDone = false; // close the terminal when finished (batch runs)
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void OnStart()
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{
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int bufs[];
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int nb=ParseInts(InpBuffers,bufs);
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string syms[],tfs[];
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int ns=StringSplit(InpSymbols,',',syms),nt=StringSplit(InpTFs,',',tfs);
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int h=FileOpen("dump\\"+InpTag+"_DONE.txt",FILE_WRITE|FILE_TXT|FILE_ANSI|FILE_COMMON);
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for(int s=0; s<ns && !IsStopped(); s++)
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for(int t=0; t<nt && !IsStopped(); t++)
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{
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ENUM_TIMEFRAMES tf=TfFromName(tfs[t]);
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SymbolSelect(syms[s],true);
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int ind=MakeHandle(syms[s],tf,InpIndicator,InpParams);
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if(ind==INVALID_HANDLE)
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{
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PrintFormat("DumpIndicator: %s %s: cannot create the indicator (%d)",syms[s],tfs[t],GetLastError());
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continue;
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}
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int bars=0;
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for(int k=0; k<120 && !IsStopped(); k++) // wait until the terminal has the bars and the indicator ran
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{
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bars=Bars(syms[s],tf);
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if(bars>0 && BarsCalculated(ind)==bars && SeriesInfoInteger(syms[s],tf,SERIES_SYNCHRONIZED))
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break;
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Sleep(500);
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}
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MqlRates r[];
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int got=CopyRates(syms[s],tf,0,bars,r);
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double b[][1];
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string name=StringFormat("dump\\%s_%s_%s.csv",InpTag,syms[s],tfs[t]);
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int f=FileOpen(name,FILE_WRITE|FILE_TXT|FILE_ANSI|FILE_COMMON);
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string head="time,open,high,low,close";
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for(int j=0; j<nb; j++)
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head+=",b"+IntegerToString(bufs[j]);
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FileWriteString(f,head+"\n");
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double v[];
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double cols[];
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ArrayResize(cols,got*nb);
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for(int j=0; j<nb; j++)
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{
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if(CopyBuffer(ind,bufs[j],0,got,v)!=got)
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PrintFormat("DumpIndicator: %s %s buffer %d: short copy",syms[s],tfs[t],bufs[j]);
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for(int i=0; i<got && i<ArraySize(v); i++)
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cols[i*nb+j]=v[i];
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}
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for(int i=0; i<got; i++)
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{
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string line=StringFormat("%I64d,%.10g,%.10g,%.10g,%.10g",(long)r[i].time,r[i].open,r[i].high,r[i].low,r[i].close);
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for(int j=0; j<nb; j++)
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line+=(cols[i*nb+j]==EMPTY_VALUE ? "," : ","+StringFormat("%.10g",cols[i*nb+j]));
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FileWriteString(f,line+"\n");
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}
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FileClose(f);
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IndicatorRelease(ind);
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PrintFormat("DumpIndicator: %s %s: %d bars",syms[s],tfs[t],got);
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if(h!=INVALID_HANDLE)
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FileWriteString(h,StringFormat("%s %s %d\n",syms[s],tfs[t],got));
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}
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if(h!=INVALID_HANDLE)
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{
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FileWriteString(h,"DONE\n");
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FileClose(h);
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}
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if(InpCloseWhenDone)
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TerminalClose(0);
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}
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//+------------------------------------------------------------------+
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