//+------------------------------------------------------------------+
//| periodgen.mq4 |
//| Igor Morozov |
//+------------------------------------------------------------------+
//| Quickly create historical data from M1 data. Change TIMESHIFT to |
//| shift time for your server. |
//| Steps to create data: |
//| 1. create subfolder .../experts/files/databank/ |
//| 2. copy M1 data into databank and call M1_XXXXXX.hst |
//| (alpari format) |
//| 3. attach script 'periodgen' to the same chart XXXXXX, frame |
//| doesn't matter |
//| 4. It will create subfolder .../experts/files/databank/XXXXXX |
//| in which you will find all timeframes up to D1 will be |
//| generated |
//+------------------------------------------------------------------+
#property copyright "Igor Morozov"
#property link ""
//----
#include <stdlib.mqh>
#define NUM_FILES 7
#define DATA_FOLDER "databank"
#define BS "\\"
#define TIMESHIFT 3 // timeshift in hours
//+------------------------------------------------------------------+
//| script program start function |
//+------------------------------------------------------------------+
int start()
{
// initialize
int i;
int iFile, lFile, pFile[7];
string iFileName = "M1_" + Symbol() + ".hst"; // alpari input file
string lFileName = Symbol() + BS + Symbol() + ".log";
int pTime[NUM_FILES];
double pOpen[NUM_FILES];
double pLow[NUM_FILES];
double pHigh[NUM_FILES];
double pClose[NUM_FILES];
double pVolume[NUM_FILES];
int pCount[NUM_FILES];
int pPeriod[NUM_FILES];
pPeriod[0] = PERIOD_M1;
pPeriod[1] = PERIOD_M5;
pPeriod[2] = PERIOD_M15;
pPeriod[3] = PERIOD_M30;
pPeriod[4] = PERIOD_H1;
pPeriod[5] = PERIOD_H4;
pPeriod[6] = PERIOD_D1;
string pFileName[NUM_FILES];
for(i = 0; i < NUM_FILES; i++)
pFileName[i] = Symbol() + BS + Symbol() + pPeriod[i] + ".hst";
int f_Unused[13];
// open files
iFile = FileOpen(DATA_FOLDER + BS + iFileName, FILE_BIN|FILE_READ);
if(iFile < 0)
{
Print(iFileName, " Open Error: ", ErrorDescription(GetLastError()));
return(0);
}
lFile = FileOpen(DATA_FOLDER + BS + lFileName, FILE_CSV|FILE_WRITE, " ");
if(lFile < 0)
{
Print(lFileName, " Open Error: ", ErrorDescription(GetLastError()));
return(0);
}
if(FileSize(iFile) < 192)
{
Print(iFileName, " has no data");
return(0);
}
for(i = 0; i < NUM_FILES; i++)
{
pFile[i] = FileOpen(DATA_FOLDER + BS + pFileName[i], FILE_BIN|FILE_WRITE);
if(pFile[i] < 0)
{
Print(pFileName[i], " Open Error: ", ErrorDescription(GetLastError()));
return(0);
}
}
FileWrite(lFile, TimeToStr(TimeCurrent()));
FileWrite(lFile, "Creating all timeframes for", Symbol(), "from",
DATA_FOLDER + BS + iFileName);
FileWrite(lFile, "Time Shift ", TIMESHIFT);
// read header
int f_Version = FileReadInteger(iFile);
string f_CopyRight = FileReadString(iFile, 64);
string f_Symbol = FileReadString(iFile, 12);
int f_Period = FileReadInteger(iFile);
int f_Digits = FileReadInteger(iFile);
int f_TimeStamp = FileReadInteger(iFile);
int f_Sync = FileReadInteger(iFile);
FileReadArray(iFile, f_Unused, 0, 13);
FileWrite(lFile, "*------------------------------------------------");
FileWrite(lFile, "Header Information copied:");
FileWrite(lFile, " Version:", "\t", f_Version);
FileWrite(lFile, " CopyRight:", "\t", f_CopyRight);
FileWrite(lFile, " Symbol:", "\t", f_Symbol);
FileWrite(lFile, " Period:", "\t", f_Period);
FileWrite(lFile, " Digits:", "\t", f_Digits);
FileWrite(lFile, "Time Stamp:", "\t", TimeToStr(f_TimeStamp));
FileWrite(lFile, " Sync:", "\t", f_Sync);
FileWrite(lFile, "*------------------------------------------------");
// write output headers
for(i = 0; i < NUM_FILES; i++)
{
FileWriteInteger(pFile[i], f_Version, LONG_VALUE);
FileWriteString(pFile[i], f_CopyRight, 64);
FileWriteString(pFile[i], f_Symbol, 12);
FileWriteInteger(pFile[i], pPeriod[i], LONG_VALUE);
FileWriteInteger(pFile[i], f_Digits, LONG_VALUE);
FileWriteInteger(pFile[i], TimeCurrent(), LONG_VALUE); //timesign
FileWriteInteger(pFile[i], f_Sync, LONG_VALUE); //last_sync
FileWriteArray(pFile[i], f_Unused, 0, 13);
}
// init timeframes
int iCount;
int tCount = (FileSize(iFile) - 148) / 44;
int f_Time = FileReadInteger(iFile) + TIMESHIFT*3600;
double f_Open = FileReadDouble(iFile);
double f_Low = FileReadDouble(iFile);
double f_High = FileReadDouble(iFile);
double f_Close = FileReadDouble(iFile);
double f_Volume = FileReadDouble(iFile);
iCount++;
FileWrite(lFile, "Start Time: ", TimeToStr(f_Time));
for(i = 0; i < NUM_FILES; i++)
{
pTime[i] = f_Time - f_Time % (pPeriod[i]*60);
pOpen[i] = f_Open;
pLow[i] = f_Low;
pHigh[i] = f_High;
pClose[i] = f_Close;
pVolume[i] = f_Volume;
}
// creation loop
// int testcount;
while(true)
{
bool isEndOfFile = FileTell(iFile) >= FileSize(iFile) - 1;
if(!isEndOfFile)
{
f_Time =FileReadInteger(iFile) + TIMESHIFT*3600;
f_Open =FileReadDouble(iFile);
f_Low =FileReadDouble(iFile);
f_High =FileReadDouble(iFile);
f_Close =FileReadDouble(iFile);
f_Volume =FileReadDouble(iFile);
iCount++;
if(iCount % 100000 == 0)
Print(DoubleToStr(iCount*100.0 / tCount, 0), "% processed");
}
for(i = 0; i < NUM_FILES; i++)
{
int newtime = f_Time - f_Time % (pPeriod[i]*60);
if(newtime != pTime[i] || isEndOfFile)
{
FileWriteInteger(pFile[i], pTime[i]);
FileWriteDouble(pFile[i], pOpen[i]);
FileWriteDouble(pFile[i], pLow[i]);
FileWriteDouble(pFile[i], pHigh[i]);
FileWriteDouble(pFile[i], pClose[i]);
FileWriteDouble(pFile[i], pVolume[i]);
pCount[i]++;
if(pCount[i] % 100000 == 0)
FileFlush(pFile[i]);
if(!isEndOfFile)
{
pTime[i] = newtime;
pOpen[i] = f_Open;
pLow[i] = f_Low;
pHigh[i] = f_High;
pClose[i] = f_Close;
pVolume[i] = f_Volume;
}
}
else
{
pClose[i] = f_Close;
if(pLow[i] > f_Low)
pLow[i] = f_Low;
if(pHigh[i] < f_High)
pHigh[i] = f_High;
pVolume[i] += f_Volume;
}
}
if(isEndOfFile)
break;
}
// finish up
FileWrite(lFile, " End Time: ", TimeToStr(f_Time));
FileWrite(lFile, "*------------------------------------------------");
FileWrite(lFile, "Records Processed (" + Symbol() + "1): ", iCount);
FileWrite(lFile, "Records Created:");
for(i = 0; i < NUM_FILES; i++)
FileWrite(lFile, Symbol() + pPeriod[i] + ":", pCount[i]);
FileClose(iFile);
FileClose(lFile);
for(i = 0; i < NUM_FILES; i++)
FileClose(pFile[i]);
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains open prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains the highest prices of each bar
Series array that contains close prices for each bar
Series array that contains tick volumes of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features:
Uses files from the file system
It writes information to file
It reads information from a file