Scripts: Export Indicator's Values v1
This is a good and simple sample. Think you.
Hi,
Thank you for your work. Is it possible to modify this script to only allow the indicator values of the last bar complete to be exported while backtesting? For example, i am going through the history of EurUsd, i notice a specific bar that i want to record indicator values for. I run your script and it records down the date/time of bar and the indicator value of the last complete bar? Is that possible?
Can we also use more than 1 indicator? Or will this require multiple scripts?
Hi,
Thank you for the job. Unfortunately, when I run the script, no file is created. I updated the script to write in C:/temp/. When i run in debug I can see that the filename is correct and I don't get any error but there is no file.
Any clue ?
Doesn't work.
Yes it works. You need to look at ...MQL5\Files path, its there the CSV file.
I´ve modified to save values of OBV (real volume) just change the code below
Indicator_Directory_And_Name="Examples\\OBV"; IndicatorPeriod=VOLUME_REAL;
Ecirba:
Hi,
Thank you for the job. Unfortunately, when I run the script, no file is created. I updated the script to write in C:/temp/. When i run in debug I can see that the filename is correct and I don't get any error but there is no file.
Any clue ?
If you check the handle, it will probably is returning -1. (invalid handle)
Print ( "fileHandle Value=", fileHandle);
For some reason MT5 doesnt´like that you save files in different places from default. Just let as original code and it will write in ...MQL5\Files path
Congratulations on the script, I am exporting the values of the volatilitypivot flag to csv, but the script only correctly exports the high values, in the lines that should appear the low values an error appears.
Can someone help me please ?
VolatilityPivot script
#property indicator_chart_window //--- 4 buffers are used for calculation and drawing the indicator #property indicator_buffers 4 //--- 4 plots are used #property indicator_plots 4 //+----------------------------------------------+ //| Bullish indicator drawing parameters | //+----------------------------------------------+ //--- drawing indicator 1 as a line #property indicator_type1 DRAW_LINE //--- blue color is used for the indicator line #property indicator_color1 clrBlue //--- the indicator 1 line is a dot-dash one #property indicator_style1 STYLE_DASHDOTDOT //--- indicator 1 line width is equal to 2 #property indicator_width1 2 //---- displaying of the the indicator label #property indicator_label1 "Upper VolatilityPivot" //+----------------------------------------------+ //| Parameters of drawing a bearish indicator | //+----------------------------------------------+ //--- drawing indicator 2 as a line #property indicator_type2 DRAW_LINE //--- HotPink color is used for the indicator line #property indicator_color2 clrHotPink //--- the indicator 2 line is a dot-dash one #property indicator_style2 STYLE_DASHDOTDOT //--- indicator 2 line width is equal to 2 #property indicator_width2 2 //---- displaying of the the indicator label #property indicator_label2 "Lower VolatilityPivot" //+----------------------------------------------+ //| Bullish indicator drawing parameters | //+----------------------------------------------+ //--- drawing the indicator 3 as a label #property indicator_type3 DRAW_ARROW //--- DeepSkyBlue color is used for the indicator #property indicator_color3 clrDeepSkyBlue //--- indicator 3 width is equal to 4 #property indicator_width3 4 //--- displaying the indicator label #property indicator_label3 "Buy VolatilityPivot" //+----------------------------------------------+ //| Parameters of drawing a bearish indicator | //+----------------------------------------------+ //--- drawing the indicator 4 as a label #property indicator_type4 DRAW_ARROW //--- red color is used for the indicator #property indicator_color4 clrRed //--- indicator 4 width is equal to 4 #property indicator_width4 4 //--- displaying the indicator label #property indicator_label4 "Sell VolatilityPivot" //+----------------------------------------------+ //| declaration of constants | //+----------------------------------------------+ #define RESET 0 // A constant for returning the indicator recalculation command to the terminal //+----------------------------------------------+ //| Declaration of enumeration | //+----------------------------------------------+ enum Mode_ { Mode_ATR=0, //ATR Mode_Price //Price deviation }; //+----------------------------------------------+ //| Indicator input parameters | //+----------------------------------------------+ input uint atr_range=100; input uint ima_range=10; input double atr_factor=3; input Mode_ Mode=Mode_ATR; input uint DeltaPrice=200; input int Shift=0; // Horizontal shift of the indicator in bars //+----------------------------------------------+ //--- declaration of dynamic arrays that //--- will be used as indicator buffers double ExtMapBufferUp[]; double ExtMapBufferDown[]; double ExtMapBufferUp1[]; double ExtMapBufferDown1[]; //--- double dDeltaPrice; //--- declaration of integer variables for the indicators handles int ATR_Handle; //--- declaration of integer variables for the start of data calculation int min_rates_total; //+------------------------------------------------------------------+ //| CMoving_Average class description | //+------------------------------------------------------------------+ #include <SmoothAlgorithms.mqh> //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- Getting the handle of the ATR indicator if(Mode==Mode_ATR) { min_rates_total=int(atr_range+ima_range)+1; ATR_Handle=iATR(NULL,0,atr_range); if(ATR_Handle==INVALID_HANDLE) { Print(" Failed to get handle of the ATR indicator"); return(INIT_FAILED); } } else { min_rates_total=3; dDeltaPrice=DeltaPrice*_Point; } //--- set ExtMapBufferUp[] dynamic array as an indicator buffer SetIndexBuffer(0,ExtMapBufferUp,INDICATOR_DATA); //---- shifting the indicator 1 horizontally by Shift PlotIndexSetInteger(0,PLOT_SHIFT,Shift); //--- shifting the start of drawing the indicator 1 PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total); //--- indexing buffer elements as timeseries ArraySetAsSeries(ExtMapBufferUp,true); //--- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE); //--- set ExtMapBufferDown[] dynamic array as an indicator buffer SetIndexBuffer(1,ExtMapBufferDown,INDICATOR_DATA); //---- shifting the indicator 2 horizontally by Shift PlotIndexSetInteger(1,PLOT_SHIFT,Shift); //--- shifting the starting point of calculation of drawing of the indicator 2 PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total); //--- indexing buffer elements as timeseries ArraySetAsSeries(ExtMapBufferDown,true); //--- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE); //--- Set the ExtMapBufferUp1[] dynamic array as an indicator buffer SetIndexBuffer(2,ExtMapBufferUp1,INDICATOR_DATA); //---- shifting the indicator 1 horizontally by Shift PlotIndexSetInteger(2,PLOT_SHIFT,Shift); //--- shifting the start of drawing of the indicator 3 PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total); //--- indexing buffer elements as timeseries ArraySetAsSeries(ExtMapBufferUp1,true); //--- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE); //--- indicator symbol PlotIndexSetInteger(2,PLOT_ARROW,118); //--- Set the ExtMapBufferDown1[] dynamic array as an indicator buffer SetIndexBuffer(3,ExtMapBufferDown1,INDICATOR_DATA); //---- shifting the indicator 2 horizontally by Shift PlotIndexSetInteger(3,PLOT_SHIFT,Shift); //--- shifting the start of drawing of the indicator 4 PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total); //--- indexing buffer elements as timeseries ArraySetAsSeries(ExtMapBufferDown1,true); //--- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE); //--- indicator symbol PlotIndexSetInteger(3,PLOT_ARROW,118); //--- creation of the name to be displayed in a separate sub-window and in a pop up help IndicatorSetString(INDICATOR_SHORTNAME,"VolatilityPivot"); //--- determining the accuracy of the indicator values IndicatorSetInteger(INDICATOR_DIGITS,_Digits); //--- initialization end return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, // number of bars in history at the current tick const int prev_calculated,// amount of history in bars at the previous tick const datetime &time[], const double &open[], const double& high[], // price array of price maximums for the indicator calculation const double& low[], // price array of minimums of price for the indicator calculation const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { //--- checking if the number of bars is enough for the calculation if((BarsCalculated(ATR_Handle)<rates_total && Mode==Mode_ATR) || rates_total<min_rates_total) return(RESET); //--- declarations of local variables double DeltaStop,Stop; static double PrevStop; int limit,bar; //--- indexing elements in arrays as in timeseries ArraySetAsSeries(close,true); //--- calculation of the 'limit' starting index for the bars recalculation loop if(prev_calculated>rates_total || prev_calculated<=0) // checking for the first start of calculation of an indicator { limit=rates_total-min_rates_total-1; // starting index for calculation of all bars PrevStop=close[limit+1]; } else limit=rates_total-prev_calculated; // starting index for calculation of new bars //--- if(Mode==Mode_Price) { //--- main indicator calculation loop for(bar=limit; bar>=0; bar--) { ExtMapBufferUp1[bar]=EMPTY_VALUE; ExtMapBufferDown1[bar]=EMPTY_VALUE; DeltaStop=dDeltaPrice; //--- if(close[bar]==PrevStop) Stop=PrevStop; else { if(close[bar+1]<PrevStop && close[bar]<PrevStop) Stop=MathMin(PrevStop,close[bar]+DeltaStop); else { if(close[bar+1]>PrevStop && close[bar]>PrevStop) Stop=MathMax(PrevStop,close[bar]-DeltaStop); else { if(close[bar]>PrevStop) Stop=close[bar]-DeltaStop; else Stop=close[bar]+DeltaStop; } } } //--- if(close[bar]>Stop) ExtMapBufferUp[bar]=Stop; else ExtMapBufferUp[bar]=EMPTY_VALUE; if(close[bar]<Stop) ExtMapBufferDown[bar]=Stop; else ExtMapBufferDown[bar]=EMPTY_VALUE; if(ExtMapBufferUp[bar+1]==EMPTY_VALUE && ExtMapBufferUp[bar]!=EMPTY_VALUE) ExtMapBufferUp1[bar]=ExtMapBufferUp[bar]; if(ExtMapBufferDown[bar+1]==EMPTY_VALUE && ExtMapBufferDown[bar]!=EMPTY_VALUE) ExtMapBufferDown1[bar]=ExtMapBufferDown[bar]; if(bar) PrevStop=Stop; } } //--- if(Mode==Mode_ATR) { //--- declarations of local variables double ATR[]; int to_copy,maxbar; //--- declaration of the CMoving_Average class variables from the SmoothAlgorithms.mqh file static CMoving_Average EMA; //--- indexing elements in arrays as in timeseries ArraySetAsSeries(ATR,true); to_copy=limit+1; if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(RESET); maxbar=rates_total-min_rates_total-1; //--- main indicator calculation loop for(bar=limit; bar>=0; bar--) { ExtMapBufferUp1[bar]=EMPTY_VALUE; ExtMapBufferDown1[bar]=EMPTY_VALUE; DeltaStop=atr_factor*EMA.EMASeries(maxbar,prev_calculated,rates_total,ima_range,ATR[bar],bar,true); //--- if(close[bar]==PrevStop) Stop=PrevStop; else { if(close[bar+1]<PrevStop && close[bar]<PrevStop) Stop=MathMin(PrevStop,close[bar]+DeltaStop); else { if(close[bar+1]>PrevStop && close[bar]>PrevStop) Stop=MathMax(PrevStop,close[bar]-DeltaStop); else { if(close[bar]>PrevStop) Stop=close[bar]-DeltaStop; else Stop=close[bar]+DeltaStop; } } } //--- if(close[bar]>Stop) ExtMapBufferUp[bar]=Stop; else ExtMapBufferUp[bar]=EMPTY_VALUE; if(close[bar]<Stop) ExtMapBufferDown[bar]=Stop; else ExtMapBufferDown[bar]=EMPTY_VALUE; //--- if(ExtMapBufferUp[bar+1]==EMPTY_VALUE && ExtMapBufferUp[bar]!=EMPTY_VALUE) ExtMapBufferUp1[bar]=ExtMapBufferUp[bar]; if(ExtMapBufferDown[bar+1]==EMPTY_VALUE && ExtMapBufferDown[bar]!=EMPTY_VALUE) ExtMapBufferDown1[bar]=ExtMapBufferDown[bar]; //--- if(bar) PrevStop=Stop; } } //--- return(rates_total); }
Hi , please, im using it with a zigzag indicator. He alwais get a daily chart values. How to get other timeframes?
Hey, good job! That's a really useful script.
I am having an small issue here...
When exporting ATR values with the script but since data is always delivered in 0.00 format i can't get values with more than two decimals.
E.g. 0.00045 is released as 0.00 as I see when I import the csv in Excel.
It doesn't seem to be an excel-number-display-issue but the data in the csv is already "cut" I guess...
Any idea on how to solve that?
Thank you in advance
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Export Indicator's Values v1:
After searching for such script, I decided to create mine, and decided to share it with the MQL5 community.
This script exports indicator's values to CSV File along with date and time (you can change the iCustom function parameters to change what indicator to export).
Author: NFTrader