171 lines
9.7 KiB
MQL5
171 lines
9.7 KiB
MQL5
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//+------------------------------------------------------------------+
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//| CalendarStatsByEvent.mq5 |
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//| Copyright 2022, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2022, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property description "Output a table of calendar statistics by event kind for specific range of days and country or currency."
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#property script_show_inputs
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#include "..\..\Include\PRTF.mqh"
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#include "..\..\Include\Defines.mqh"
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#include "..\..\Include\QuickSortStructT.mqh"
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#define DAY_LONG (60 * 60 * 24)
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#define WEEK_LONG (DAY_LONG * 7)
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#define MONTH_LONG (DAY_LONG * 30)
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#define YEAR_LONG (MONTH_LONG * 12)
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enum ENUM_CALENDAR_SCOPE
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{
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SCOPE_DAY = DAY_LONG, // Day
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SCOPE_WEEK = WEEK_LONG, // Week
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SCOPE_MONTH = MONTH_LONG, // Month
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SCOPE_YEAR = YEAR_LONG, // Year
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};
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input string CountryOrCurrency = "EU";
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input ENUM_CALENDAR_SCOPE Scope = SCOPE_YEAR;
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//+------------------------------------------------------------------+
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//| Struct for event statistics |
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//+------------------------------------------------------------------+
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struct CalendarEventStats
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{
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static const string importances[];
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ulong id;
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string name;
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string importance;
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int count;
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};
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static const string CalendarEventStats::importances[] = {"None", "Low", "Medium", "High"};
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//+------------------------------------------------------------------+
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//| Script program start function |
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//+------------------------------------------------------------------+
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void OnStart()
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{
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MqlCalendarEvent events[];
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MqlCalendarValue values[];
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CalendarEventStats stats[];
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const datetime from = TimeCurrent() - Scope;
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const datetime to = TimeCurrent() + Scope;
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if(StringLen(CountryOrCurrency) == 2)
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{
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PRTF(CalendarEventByCountry(CountryOrCurrency, events));
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}
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else
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{
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PRTF(CalendarEventByCurrency(CountryOrCurrency, events));
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}
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for(int i = 0; i < ArraySize(events); ++i)
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{
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ResetLastError();
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if(CalendarValueHistoryByEvent(events[i].id, values, from, to))
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{
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CalendarEventStats event = {events[i].id, events[i].name,
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CalendarEventStats::importances[events[i].importance], ArraySize(values)};
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PUSH(stats, event);
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}
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else
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{
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if(_LastError != 0)
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{
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PrintFormat("Error %d for %lld", _LastError, events[i].id);
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}
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}
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}
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SORT_STRUCT(CalendarEventStats, stats, count);
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ArrayReverse(stats);
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ArrayPrint(stats);
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}
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//+------------------------------------------------------------------+
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/*
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CalendarEventByCountry(CountryOrCurrency,events)=82 / ok
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[id] [name] [importance] [count]
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[ 0] 999520001 "CFTC EUR Non-Commercial Net Positions" "Low" 79
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[ 1] 999010029 "ECB President Lagarde Speech" "High" 69
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[ 2] 999010035 "ECB Executive Board Member Elderson Speech" "Medium" 37
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[ 3] 999030027 "Core CPI" "Low" 36
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[ 4] 999030026 "CPI" "Low" 36
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[ 5] 999030025 "CPI excl. Energy and Unprocessed Food y/y" "Low" 36
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[ 6] 999030024 "CPI excl. Energy and Unprocessed Food m/m" "Low" 36
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[ 7] 999030010 "Core CPI m/m" "Medium" 36
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[ 8] 999030013 "CPI y/y" "Low" 36
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[ 9] 999030012 "Core CPI y/y" "Low" 36
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[10] 999040006 "Consumer Confidence Index" "Low" 36
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[11] 999030011 "CPI m/m" "Medium" 36
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[12] 999010033 "ECB Executive Board Member Schnabel Speech" "Medium" 35
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[13] 999010014 "ECB Vice President de Guindos Speech" "Medium" 34
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[14] 999010020 "ECB Executive Board Member Lane Speech" "Medium" 31
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[15] 999010021 "ECB Supervisory Board Chair Enria Speech" "Medium" 31
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[16] 999010032 "ECB Executive Board Member Panetta Speech" "Medium" 30
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[17] 999500003 "S&P Global Composite PMI" "Medium" 26
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[18] 999500002 "S&P Global Services PMI" "Medium" 26
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[19] 999500001 "S&P Global Manufacturing PMI" "Medium" 26
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[20] 999060001 "Sentix Investor Confidence" "Low" 24
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[21] 999010031 "ECB Supervisory Board Member Fernandez-Bollo Speech" "Medium" 22
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[22] 999010016 "Current Account" "Low" 20
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[23] 999010017 "Current Account n.s.a." "Low" 20
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[24] 999050001 "ZEW Economic Sentiment Indicator" "Medium" 19
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[25] 999010018 "ECB M3 Money Supply y/y" "Low" 19
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[26] 999010026 "ECB Non-Financial Corporations Loans y/y" "Low" 19
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[27] 999010023 "Official Reserve Assets" "Low" 19
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[28] 999010027 "ECB Private Sector Loans y/y" "Low" 19
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[29] 999010034 "ECB Supervisory Board Member McCaul Speech" "Medium" 19
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[30] 999010019 "ECB Households Loans y/y" "Low" 19
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[31] 999040008 "Industry Selling Price Expectations" "Low" 18
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[32] 999040007 "Consumer Price Expectations" "Low" 18
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[33] 999040005 "Economic Sentiment Indicator" "Low" 18
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[34] 999040004 "Services Sentiment Indicator" "Low" 18
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[35] 999040003 "Industrial Confidence Indicator" "Low" 18
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[36] 999030022 "CPI excl. Tobacco y/y" "Low" 18
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[37] 999030021 "CPI excl. Tobacco m/m" "Medium" 18
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[38] 999030020 "Unemployment Rate" "Medium" 18
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[39] 999030019 "Trade Balance n.s.a." "Medium" 18
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[40] 999030018 "Trade Balance" "Medium" 18
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[41] 999030017 "GDP y/y" "Medium" 18
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[42] 999030016 "GDP q/q" "High" 18
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[43] 999030015 "Construction Output y/y" "Low" 18
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[44] 999030014 "Construction Output m/m" "Low" 18
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[45] 999030008 "Industrial Production y/y" "Low" 18
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[46] 999030007 "Industrial Production m/m" "Medium" 18
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[47] 999030006 "PPI y/y" "Low" 18
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[48] 999030005 "PPI m/m" "Medium" 18
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[49] 999030004 "Retail Sales y/y" "Medium" 18
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[50] 999030003 "Retail Sales m/m" "High" 18
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[51] 999010001 "ECB Non-monetary Policy Meeting" "Medium" 18
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[52] 999020001 "Economic and Financial Affairs Council Meeting" "Medium" 18
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[53] 999010015 "ECB Marginal Lending Facility Rate Decision" "High" 16
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[54] 999010024 "ECB Monetary Policy Statement" "Medium" 16
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[55] 999010006 "ECB Deposit Facility Rate Decision" "High" 16
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[56] 999010003 "ECB Monetary Policy Press Conference" "High" 16
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[57] 999010007 "ECB Interest Rate Decision" "High" 16
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[58] 999020003 "EU Leaders Summit" "High" 15
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[59] 999020002 "Eurogroup Meeting" "Medium" 15
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[60] 999500004 "S&P Global Construction PMI" "Medium" 13
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[61] 999030028 "Employment Level" "Low" 12
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[62] 999030001 "Employment Change q/q" "High" 12
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[63] 999030002 "Employment Change y/y" "Medium" 12
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[64] 999010002 "ECB Monetary Policy Meeting Accounts" "Medium" 10
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[65] 999010008 "ECB Economic Bulletin" "Medium" 8
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[66] 999030023 "Wage Costs y/y" "Medium" 6
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[67] 999030009 "Labour Cost Index" "Low" 6
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[68] 999010025 "ECB Bank Lending Survey" "Low" 6
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[69] 999010030 "ECB Supervisory Board Member af Jochnick Speech" "Medium" 4
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[70] 999010022 "ECB Supervisory Board Member Hakkarainen Speech" "Medium" 3
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[71] 999010028 "ECB Financial Stability Review" "Medium" 3
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[72] 999010009 "ECB Targeted LTRO" "Medium" 2
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[73] 999010036 "ECB Supervisory Board Member Tuominen Speech" "Medium" 1
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*/
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//+------------------------------------------------------------------+
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