Working with Excel (tools, indicators, conversion ...) - page 28

Sergey Golubev
Moderator
122985
Sergey Golubev  

Export Summary Grouped by Symbols - script for MetaTrader 5 

Export Summary Grouped by Symbols - script for MetaTrader 5

The script exports summary of closed trades selected between two dates grouped by each currency pair. The resulting file is CSV that can be opened/imported with any spreadsheet software.

To export summary for the entire trading history, keep Start date and End date at their default values.

Sergey Golubev
Moderator
122985
Sergey Golubev  

Export Summary Grouped by Trading Days - script for MetaTrader 5

Export Summary Grouped by Trading Days - script for MetaTrader 5

The script exports summary of closed trades selected between two dates grouped by each trading day. The resulting file is CSV that can be opened/imported with any spreadsheet software.

Sergey Golubev
Moderator
122985
Sergey Golubev  

Export Calculated Prices & Indicator Buffers - script for MetaTrader 5

Export Calculated Prices & Indicator Buffers - script for MetaTrader 5

Tool extracts ohlc, volumes, median, weighted, typical, heiken-ashi ohlc, body, range, true range & all indicator buffers on chart.

Sergey Golubev
Moderator
122985
Sergey Golubev  

Symbols to Excel - script for MetaTrader 5

The script works with the first 5000 characters. If the symbol was successfully added to the 'Market Watch' window and there are no errors when receiving symbol prices, then the following information will be written to the ' File Name ' file: symbol name, BID price and ASK price.

If this is the first launch, it is recommended to re-launch and then open the learned csv file in Excel.

Sergey Golubev
Moderator
122985
Sergey Golubev  

Live positions to csv - script for MetaTrader 5

The script creates a csv file ' File name ' in the 'Common Data Folder' and records information on positions. In the script parameters, you can choose which columns to write..
Sergey Golubev
Moderator
122985
Sergey Golubev  

Excel

Systems and tools

  1. Working with Excel (tools, indicators, conversion ...) - the thread 
  2. Forex data converters thread 
  3. MULTI FIBO CALCULATOR with DDE off course - the thread 
  4. FX risk calculator with DDE - the thread 
  5. Excel Spreadsheet to simulate cost averaging strategies objectively - the thread 

Articles

  1. MQL5 Cookbook: Writing the History of Deals to a File and Creating Balance Charts for Each Symbol in Excel - the article
  2. How to Prepare MetaTrader 5 Quotes for Other Applications - the article
  3. Using spreadsheets to build trading strategies - the article

CodeBase

  1. Export Indicator's Values - MT5 tool  
  2. Export Positions History V1 - script for MetaTrader 5
  3. Export Deals History V1 - script for MetaTrader 5
  4. Live positions to csv - script for MetaTrader 5
  5. Export Calculated Prices & Indicator Buffers - script for MetaTrader 5
  6. Symbols to Excel - script for MetaTrader 5
  7. Export Summary Grouped by Symbols - script for MetaTrader 5
  8. Export Summary Grouped by Trading Days - script for MetaTrader 5
  9. VR Orders History MT5 Lite - script for MetaTrader 5
  10. DDE - Server - MT5 tool
  11. History Dump CSV with heat map for Excel analysis - MT4 tool 
  12. MS Excel: Data Exchange and Management - MT4 tool 
  13. Export to Excel in Real Time - MT4 tool 
  14. MetaCOT 2 CFTC ToolBox (Set of Indicators) MT4 - COT in Excel 
  15. Export Trades to excel - MT4 script 
  16. Converting hst-files into csv files - MT4 tool
  17. OHLC and indicators to CSV Panel 2 - expert for MetaTrader 5
Using spreadsheets to build trading strategies
Using spreadsheets to build trading strategies
  • www.mql5.com
The article describes the basic principles and methods that allow you to analyze any strategy using spreadsheets (Excel, Calc, Google). The obtained results are compared with MetaTrader 5 tester.
Sergey Golubev
Moderator
122985
Sergey Golubev  

Using spreadsheets to build trading strategies

Using spreadsheets to build trading strategies


Spreadsheets are a fairly old invention. Modern programs of this type have tremendous power and allow you to visually analyze data presented in tabular form. The analysis can be done from different angles and is performed quite quickly. It includes graphs, summary tables, what-if analysis, conditional cell formatting and much more.

I suggest testing some of this power to analyze custom strategies.

Personally, I use LibreOffice Calc because it is free and it works wherever I work :-) However, the same approach works for other spreadsheets: Microsoft Excel, Google Sheets, etc. Currently, they all allow converting into each other and feature the same principles of constructing equations.

So, I assume, you have some kind of spreadsheet program. You also have data in a text file format (*.txt or *.csv) you want to analyze. The article briefly describes how to import such files. I will use history from MetaTrader terminal, however, any other data will do, like Dukascopy or Finam. Obviously, you should have a strategy to configure signals. This is all that is required to apply article propositions in trading.

I hope, the article will be useful to different categories of traders, so I will try to write it so that it is understandable even for people who have never seen programs of this type before. At the same time, it will cover a range of issues even some experienced traders are not familiar with.


Sergey Golubev
Moderator
122985
Sergey Golubev  

OHLC and indicators to CSV Panel 2 - expert for MetaTrader 5

OHLC and indicators to CSV Panel 2 - expert for MetaTrader 5

Saving OHLC bar values and the specified buffer of the selected indicator to a csv file