Indicator to file

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Hey all, I'm currently training a neural network to look predict high, low and close prices for GBPJPY, so far I've had some success, mainly due to having access to a Cray supercomputer at uni. Anyway part of that is feeding it a mass of data and letting it chug through it and find patterns, with the help of the RSI_to_FILE script on this website (big thanks btw) I've been able to modify that script to output more data from a variety of indicators and other prices, but I'm still not giving it enough data.


Basically what I want is all the price and indicator data for all symbols on one spreadsheet. My question is this, if you look at the FileWrite(...) part is there anyway for me to set up an array of symbols so I can have only one iClose,iOpen,iVolume and it plug the symbols from the array into those? The way I've been doing it so far is quite long winded and I'm inherently lazy.


Here's what I've got so far... Would appreciate any help on this

//+------------------------------------------------------------------+
//|                                                  RSI_to_File.mq4 |
//|                      Copyright © 2007, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net/ru/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net/ru/"

#property show_inputs
string SymbolsArray[2]={"","GBPJPY"};
IndicatorDigits(Digits+5);
 
//+------------------------------------------------------------------+
//| string SymbolByNumber                                   |
//+------------------------------------------------------------------+
string GetSymbolString(int Number)
  {
//----
   string res="";
   res=SymbolsArray[Number];   
//----
   return(res);
  }

//+------------------------------------------------------------------+
//| âîçâðàùàåò ïåðèîä                                                |
//+------------------------------------------------------------------+
int PeriodNumber(int number)
   {
   int per_min;
   switch (number)
      {
      case 0: per_min=PERIOD_M1;break;
      case 1: per_min=PERIOD_M5;break;
      case 2: per_min=PERIOD_M15;break;
      case 3: per_min=PERIOD_M30;break;
      case 4: per_min=PERIOD_H1;break;
      case 5: per_min=PERIOD_H4;break;
      default: per_min=PERIOD_D1;break;
      }
   return(per_min);   
   }

//+------------------------------------------------------------------+
//|   âûâîäèò â ôàéë êîòèðîâêè + çíà÷åíèÿ èíäèêàòîðà                 |
//+------------------------------------------------------------------+
void RSI_output(string SymbolName,int PeriodMinutes)
   {
   int size=iBars(SymbolName,PeriodMinutes);
//----
   if (size==0) return;
   int handle=FileOpen(SymbolName+PeriodMinutes+"_RSI.csv",FILE_WRITE|FILE_CSV);
   if (handle<0) return;
   FileWrite(handle,"Time seconds;Time;Open;Low;High;Close;Volume;GBPUSD;EURGBP;AUDJPY;USDJPY;CADJPY;GBPCHF;GBPAUD;NZDJPY;RSI;ATR;ADX;+DI;-DI;5MA;13MA;25MA;50MA;100MA;150MA;200MA;Stoch-Main;Stoch-Signal;CCI;MACD-Main;MACD-Signal");
   for (int i=size-1;i>=0;i--)
      {
      FileWrite(handle,iTime(SymbolName,PeriodMinutes,i),TimeToStr(iTime(SymbolName,PeriodMinutes,i))
         ,iOpen(SymbolName,PeriodMinutes,i),iLow(SymbolName,PeriodMinutes,i),iHigh(SymbolName,PeriodMinutes,i)
         ,iClose(SymbolName,PeriodMinutes,i),iVolume(SymbolName,PeriodMinutes,i),iClose("GBPUSD",PeriodMinutes,i)
         ,iClose("EURGBP",PeriodMinutes,i),iClose("AUDJPY",PeriodMinutes,i),iClose("USDJPY",PeriodMinutes,i)
         ,iClose("CADJPY",PeriodMinutes,i),iClose("GBPCHF",PeriodMinutes,i),iClose("GBPAUD",PeriodMinutes,i)
         ,iClose("NZDJPY",PeriodMinutes,i),iCustom(SymbolName,PeriodMinutes,"RSI",0,i),iATR(SymbolName,PeriodMinutes,14,i)
         ,iADX(SymbolName,PeriodMinutes,16,PRICE_CLOSE,MODE_MAIN,i),iADX(SymbolName,PeriodMinutes,16,PRICE_CLOSE,MODE_PLUSDI,i)
         ,iADX(SymbolName,PeriodMinutes,16,PRICE_CLOSE,MODE_MINUSDI,i),iMA(SymbolName,PeriodMinutes,5,0,MODE_EMA,PRICE_CLOSE,i)
         ,iMA(SymbolName,PeriodMinutes,13,0,MODE_EMA,PRICE_CLOSE,i),iMA(SymbolName,PeriodMinutes,25,0,MODE_EMA,PRICE_CLOSE,i)
         ,iMA(SymbolName,PeriodMinutes,50,0,MODE_EMA,PRICE_CLOSE,i),iMA(SymbolName,PeriodMinutes,100,0,MODE_EMA,PRICE_CLOSE,i)
         ,iMA(SymbolName,PeriodMinutes,150,0,MODE_EMA,PRICE_CLOSE,i),iMA(SymbolName,PeriodMinutes,200,0,MODE_EMA,PRICE_CLOSE,i)
         ,iCustom(SymbolName,PeriodMinutes,"Stochastic",15,7,9,MODE_EMA,PRICE_CLOSE,MODE_MAIN,i)
         ,iCustom(SymbolName,PeriodMinutes,"Stochastic",15,7,9,MODE_EMA,PRICE_CLOSE,MODE_SIGNAL,i)
         ,iCustom(SymbolName,PeriodMinutes,"CCI",14,PRICE_CLOSE,MODE_MAIN,i),iCustom(SymbolName,PeriodMinutes,"Zero Lag MACD",12,24,9,PRICE_CLOSE,MODE_MAIN,i)
         ,iCustom(SymbolName,PeriodMinutes,"Zero Lag MACD",12,24,9,PRICE_CLOSE,MODE_SIGNAL,i));
      }
   FileClose(handle);      
//----
   return;
   }
//+------------------------------------------------------------------+
//| script program start function                                    |
//+------------------------------------------------------------------+
int start()
  {
  int SymbolCounter,PeriodCounter; 
//----
   for (SymbolCounter=1;SymbolCounter<13;SymbolCounter++)
      {
      for (PeriodCounter=2;PeriodCounter<=6;PeriodCounter++)
         {
         //Print("NewBar on ",GetSymbolString(SymbolCounter),PeriodNumber(PeriodCounter),"M");
         RSI_output(GetSymbolString(SymbolCounter),PeriodNumber(PeriodCounter));
         }
      }
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
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