ответвлён от animatedread/Warrior_EA
ff46cfd57e
Recovered live config (z20 <= -1.5, exit SMA20 / 10 bars, 3xATR) plus a Garman-Klass vol-regime gate. Expectancy is monotone in the vol regime in IS, OOS and full sample, 4/4 indices; the gate reverses on USDJPY/XAUUSD. D1 2008-2026 survives 2008/2020/2022 (maxDD 2.8%, ret/DD 7.74); the gate halves trades, so it belongs on H4, never D1. reconcile.py matches the EA to the backtest trade by trade; combine_charts.py rebuilds the account curve from per-chart tester runs. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
70 строки
3,2 КиБ
MQL5
70 строки
3,2 КиБ
MQL5
//+------------------------------------------------------------------+
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//| ExportCalendar.mq5 - dump the economic calendar to Common\Files |
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//| |
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//| MUST RUN ON A LIVE CHART, not in the tester: |
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//| tester -> CalendarValueHistory() returns -1, err=4014 |
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//| ("function not allowed") |
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//| live chart -> works, BUT on this install it returned 0 with |
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//| err=0: the terminal has NO calendar database |
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//| (there is no bases/*/calendar directory). |
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//| Open the Calendar tab in MT5 once so the terminal downloads it, |
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//| then re-attach this. |
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//| |
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//| Auto-attach without touching the GUI via an ini [StartUp] block: |
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//| [StartUp] |
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//| Expert=_claude_build\ExportCalendar |
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//| Symbol=EURUSD |
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//| Period=H1 |
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//| Work is done in OnInit so a single attach is enough. |
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//+------------------------------------------------------------------+
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#property copyright "claude"
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#property version "1.00"
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int OnInit(void)
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{
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MqlCalendarValue vals[];
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datetime from = D'1998.01.01';
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datetime to = D'2027.01.01';
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int got = CalendarValueHistory(vals, from, to, NULL, NULL);
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if(got <= 0)
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{
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PrintFormat("ExportCalendar: CalendarValueHistory returned %d (err=%d)",
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got, GetLastError());
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return(INIT_SUCCEEDED);
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}
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int h = FileOpen("calendar.csv", FILE_WRITE | FILE_CSV | FILE_ANSI | FILE_COMMON, ',');
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if(h == INVALID_HANDLE)
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{
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PrintFormat("ExportCalendar: FileOpen failed (err=%d)", GetLastError());
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return(INIT_SUCCEEDED);
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}
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FileWrite(h, "time", "currency", "importance", "event_id", "name",
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"actual", "forecast", "previous");
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int written = 0;
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for(int i = 0; i < got; i++)
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{
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MqlCalendarEvent ev;
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if(!CalendarEventById(vals[i].event_id, ev))
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continue;
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MqlCalendarCountry cty;
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string cur = "";
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if(CalendarCountryById(ev.country_id, cty))
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cur = cty.currency;
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//--- the name is the one free-text column, so it is sanitised rather
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//--- than trusted not to contain the delimiter.
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string nm = ev.name;
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StringReplace(nm, ",", ";");
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FileWrite(h, TimeToString(vals[i].time, TIME_DATE | TIME_MINUTES),
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cur, (string)(int)ev.importance, (string)vals[i].event_id, nm,
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(vals[i].HasActualValue() ? DoubleToString(vals[i].GetActualValue(), 4) : ""),
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(vals[i].HasForecastValue() ? DoubleToString(vals[i].GetForecastValue(), 4) : ""),
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(vals[i].HasPreviousValue() ? DoubleToString(vals[i].GetPreviousValue(), 4) : ""));
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written++;
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}
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FileClose(h);
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PrintFormat("ExportCalendar: wrote %d of %d values", written, got);
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return(INIT_SUCCEEDED);
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}
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void OnTick(void) { }
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void OnDeinit(const int reason) { }
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