//+------------------------------------------------------------------+
//| simple_csv2fxt.mq4 |
//| Copyright © 2006, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net"
#property show_inputs
#include <FXTHeader.mqh>
extern string ExtCsvFile="";
extern string ExtDelimiter=";";
extern bool ExtCreateHst=true;
int ExtTicks;
int ExtBars;
int ExtCsvHandle=-1;
int ExtHstHandle=-1;
int ExtHandle=-1;
string ExtFileName;
int ExtPeriodSeconds;
datetime ExtLastTime;
datetime ExtLastBarTime;
double ExtLastOpen;
double ExtLastLow;
double ExtLastHigh;
double ExtLastClose;
double ExtLastVolume;
//+------------------------------------------------------------------+
//| script program start function |
//+------------------------------------------------------------------+
int start()
{
datetime cur_time,cur_open;
double tick_price;
int delimiter=';';
//----
ExtTicks=0;
ExtBars=0;
ExtLastTime=0;
ExtLastBarTime=0;
//---- open input csv-file
if(StringLen(ExtCsvFile)<=0) ExtCsvFile=Symbol()+"_ticks.csv";
if(StringLen(ExtDelimiter)>0) delimiter=StringGetChar(ExtDelimiter,0);
if(delimiter==' ') delimiter=';';
if(delimiter=='\\') delimiter='\t';
ExtCsvHandle=FileOpen(ExtCsvFile,FILE_CSV|FILE_READ,delimiter);
if(ExtCsvHandle<0) return(-1);
//---- open output fxt-file
ExtFileName=Symbol()+Period()+"_0.fxt";
ExtHandle=FileOpen(ExtFileName,FILE_BIN|FILE_WRITE);
if(ExtHandle<0) return(-1);
//----
ExtPeriodSeconds=Period()*60;
WriteHeader(ExtHandle,Symbol(),Period(),0);
//---- open hst-file and write it's header
if(ExtCreateHst) WriteHstHeader();
//---- csv read loop
while(!IsStopped())
{
//---- if end of file reached exit from loop
if(!ReadNextTick(cur_time,tick_price)) break;
//---- calculate bar open time from tick time
cur_open=cur_time/ExtPeriodSeconds;
cur_open*=ExtPeriodSeconds;
//---- new bar?
if(ExtLastBarTime!=cur_open)
{
if(ExtBars>0) WriteBar();
ExtLastBarTime=cur_open;
ExtLastOpen=tick_price;
ExtLastLow=tick_price;
ExtLastHigh=tick_price;
ExtLastClose=tick_price;
ExtLastVolume=1;
WriteTick();
ExtBars++;
}
else
{
//---- check for minimum and maximum
if(ExtLastLow>tick_price) ExtLastLow=tick_price;
if(ExtLastHigh<tick_price) ExtLastHigh=tick_price;
ExtLastClose=tick_price;
ExtLastVolume++;
WriteTick();
}
}
//---- finalize
WriteBar();
if(ExtHstHandle>0) FileClose(ExtHstHandle);
FileClose(ExtCsvHandle);
//---- store processed bars amount
FileFlush(ExtHandle);
FileSeek(ExtHandle,88,SEEK_SET);
FileWriteInteger(ExtHandle,ExtBars,LONG_VALUE);
FileClose(ExtHandle);
Print(ExtTicks," ticks added. ",ExtBars," bars finalized in the header");
//----
return(0);
}
//+------------------------------------------------------------------+
//| YYYY.MM.DD HH:MI:SS;1.2345 |
//+------------------------------------------------------------------+
bool ReadNextTick(datetime& cur_time, double& tick_price)
{
//----
while(!IsStopped())
{
//---- first read date and time
string date_time=FileReadString(ExtCsvHandle);
if(FileIsEnding(ExtCsvHandle)) return(false);
cur_time=StrToTime(date_time);
//---- read tick price
tick_price=FileReadNumber(ExtCsvHandle);
if(FileIsEnding(ExtCsvHandle)) return(false);
//---- time must go forward. if no then read further
if(cur_time>ExtLastTime) break;
}
//---- price must be normalized
tick_price=NormalizeDouble(tick_price,Digits);
ExtLastTime=cur_time;
return(true);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void WriteTick()
{
//---- current bar state
FileWriteInteger(ExtHandle, ExtLastBarTime, LONG_VALUE);
FileWriteDouble(ExtHandle, ExtLastOpen, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, ExtLastLow, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, ExtLastHigh, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, ExtLastClose, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, ExtLastVolume, DOUBLE_VALUE);
//---- incoming tick time
FileWriteInteger(ExtHandle, ExtLastTime, LONG_VALUE);
//---- flag 4 (it must be not equal to 0)
FileWriteInteger(ExtHandle, 4, LONG_VALUE);
//---- ticks counter
ExtTicks++;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void WriteHstHeader()
{
//---- History header
int i_version=400;
string c_copyright;
string c_symbol=Symbol();
int i_period=Period();
int i_digits=Digits;
int i_unused[16];
//----
ExtHstHandle=FileOpen(c_symbol+i_period+".hst", FILE_BIN|FILE_WRITE);
if(ExtHstHandle < 0) return;
//---- write history file header
c_copyright="(C)opyright 2003, MetaQuotes Software Corp.";
FileWriteInteger(ExtHstHandle, i_version, LONG_VALUE);
FileWriteString(ExtHstHandle, c_copyright, 64);
FileWriteString(ExtHstHandle, c_symbol, 12);
FileWriteInteger(ExtHstHandle, i_period, LONG_VALUE);
FileWriteInteger(ExtHstHandle, i_digits, LONG_VALUE);
FileWriteArray(ExtHstHandle, i_unused, 0, 16);
}
//+------------------------------------------------------------------+
//| write corresponding hst-file |
//+------------------------------------------------------------------+
void WriteBar()
{
if(ExtHstHandle>0)
{
FileWriteInteger(ExtHstHandle, ExtLastBarTime, LONG_VALUE);
FileWriteDouble(ExtHstHandle, ExtLastOpen, DOUBLE_VALUE);
FileWriteDouble(ExtHstHandle, ExtLastLow, DOUBLE_VALUE);
FileWriteDouble(ExtHstHandle, ExtLastHigh, DOUBLE_VALUE);
FileWriteDouble(ExtHstHandle, ExtLastClose, DOUBLE_VALUE);
FileWriteDouble(ExtHstHandle, ExtLastVolume, DOUBLE_VALUE);
}
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
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