MetaTrader 5 Python User Group - the summary - page 33

[Petr Zharuk]

Alexandr Nikolaev #:

Hello, I found a bug: copy_rates_range returns the wrong data - it should return OHLC bar data, but it returns tick data. I didn't know where to report it.

I used a sample code from the reference book with other dates and instrument:

and the output is:

MetaTrader5 package author:  MetaQuotes Ltd.

MetaTrader5 package version:  5.0.4682

Выведем полученные данные как есть

(1704844800, 1.09291, 1.09291, 1.09262, 4607600487953426211, 6, 18, 0.)

(1704845100, 1.09284, 1.09285, 1.09237, 4607599271981526821, 19, 7, 0.)

(1704845400, 1.09263, 1.09284, 1.09263, 4607599587233500737, 15, 16, 0.)

(1704845700, 1.09257, 1.09288, 1.09257, 4607600487953426211, 8, 13, 0.)

(1704846000, 1.09283, 1.09287, 1.09283, 4607600532989422485, 64, 15, 0.)

(1704846300, 1.09285, 1.09286, 1.09265, 4607599992557467200, 17, 15, 0.)

(1704846600, 1.09273, 1.09286, 1.ТЬа09273, 4607600623061415032, 23, 19, 0.)

(1704846900, 1.09286, 1.09288, 1.09283, 4607600713133407580, 11, 17, 0.)

(1704847200, 1.09288, 1.09288, 1.09282, 4607600713133407580, 9, 13, 0.)

(1704847500, 1.09288, 1.09289, 1.09286, 4607600758169403853, 12, 11, 0.)

Выведем датафрейм с данными

                 time      bid      ask     last               volume  time_msc  flags  volume_real

0 2024-01-10 00:00:00  1.09291  1.09291  1.09262  4607600487953426211         6     18          0.0

1 2024-01-10 00:05:00  1.09284  1.09285  1.09237  4607599271981526821        19      7          0.0

2 2024-01-10 00:10:00  1.09263  1.09284  1.09263  4607599587233500737        15     16          0.0

3 2024-01-10 00:15:00  1.09257  1.09288  1.09257  4607600487953426211         8     13          0.0

4 2024-01-10 00:20:00  1.09283  1.09287  1.09283  4607600532989422485        64     15          0.0

5 2024-01-10 00:25:00  1.09285  1.09286  1.09265  4607599992557467200        17     15          0.0

6 2024-01-10 00:30:00  1.09273  1.09286  1.09273  4607600623061415032        23     19          0.0

7 2024-01-10 00:35:00  1.09286  1.09288  1.09283  4607600713133407580        11     17          0.0

8 2024-01-10 00:40:00  1.09288  1.09288  1.09282  4607600713133407580         9     13          0.0

9 2024-01-10 00:45:00  1.09288  1.09289  1.09286  4607600758169403853        12     11          0.0

A was supposed to get a type of data like this:

MetaTrader5 package author:  MetaQuotes Software Corp. 

MetaTrader5 package version:  5.0.29 

Выведем полученные данные как есть 

(1578614400, 109.513, 109.527, 109.505, 109.521, 43, 2, 0) 

(1578614700, 109.521, 109.549, 109.518, 109.543, 215, 8, 0) 

(1578615000, 109.543, 109.543, 109.466, 109.505, 98, 10, 0) 

(1578615300, 109.504, 109.534, 109.502, 109.517, 155, 8, 0) 

(1578615600, 109.517, 109.539, 109.513, 109.527, 71, 4, 0) 

(1578615900, 109.526, 109.537, 109.484, 109.52, 106, 9, 0) 

(1578616200, 109.52, 109.524, 109.508, 109.51, 205, 7, 0) 

(1578616500, 109.51, 109.51, 109.491, 109.496, 44, 8, 0) 

(1578616800, 109.496, 109.509, 109.487, 109.5, 85, 5, 0) 

(1578617100, 109.5, 109.504, 109.487, 109.489, 82, 7, 0) 

  

Выведем датафрейм с данными 

                 time     open     high      low    close  tick_volume  spread  real_volume 

0 2020-01-10 00:00:00  109.513  109.527  109.505  109.521           43       2            0 

1 2020-01-10 00:05:00  109.521  109.549  109.518  109.543          215       8            0 

2 2020-01-10 00:10:00  109.543  109.543  109.466  109.505           98      10            0 

3 2020-01-10 00:15:00  109.504  109.534  109.502  109.517          155       8            0 

4 2020-01-10 00:20:00  109.517  109.539  109.513  109.527           71       4            0 

5 2020-01-10 00:25:00  109.526  109.537  109.484  109.520          106       9            0 

6 2020-01-10 00:30:00  109.520  109.524  109.508  109.510          205       7            0 

7 2020-01-10 00:35:00  109.510  109.510  109.491  109.496           44       8            0 

8 2020-01-10 00:40:00  109.496  109.509  109.487  109.500           85       5            0 

9 2020-01-10 00:45:00  109.500  109.504  109.487  109.489           82       7            0

I downgraded the MetaTrader5 library to version 5.0.4200 and it worked fine:

MetaTrader5 package author:  MetaQuotes Ltd.

MetaTrader5 package version:  5.0.4200

Выведем полученные данные как есть

(1704844800, 1.09291, 1.09291, 1.09262, 1.09283, 6, 18, 0)

(1704845100, 1.09284, 1.09285, 1.09237, 1.09256, 19, 7, 0)

(1704845400, 1.09263, 1.09284, 1.09263, 1.09263, 15, 16, 0)

(1704845700, 1.09257, 1.09288, 1.09257, 1.09283, 8, 13, 0)

(1704846000, 1.09283, 1.09287, 1.09283, 1.09284, 64, 15, 0)

(1704846300, 1.09285, 1.09286, 1.09265, 1.09272, 17, 15, 0)

(1704846600, 1.09273, 1.09286, 1.09273, 1.09286, 23, 19, 0)

(1704846900, 1.09286, 1.09288, 1.09283, 1.09288, 11, 17, 0)

(1704847200, 1.09288, 1.09288, 1.09282, 1.09288, 9, 13, 0)

(1704847500, 1.09288, 1.09289, 1.09286, 1.09289, 12, 11, 0)

Выведем датафрейм с данными

                 time     open     high      low    close  tick_volume  spread  real_volume

0 2024-01-10 00:00:00  1.09291  1.09291  1.09262  1.09283            6      18            0

1 2024-01-10 00:05:00  1.09284  1.09285  1.09237  1.09256           19       7            0

2 2024-01-10 00:10:00  1.09263  1.09284  1.09263  1.09263           15      16            0

3 2024-01-10 00:15:00  1.09257  1.09288  1.09257  1.09283            8      13            0

4 2024-01-10 00:20:00  1.09283  1.09287  1.09283  1.09284           64      15            0

5 2024-01-10 00:25:00  1.09285  1.09286  1.09265  1.09272           17      15            0

6 2024-01-10 00:30:00  1.09273  1.09286  1.09273  1.09286           23      19            0

7 2024-01-10 00:35:00  1.09286  1.09288  1.09283  1.09288           11      17            0

8 2024-01-10 00:40:00  1.09288  1.09288  1.09282  1.09288            9      13            0

9 2024-01-10 00:45:00  1.09288  1.09289  1.09286  1.09289           12      11            0

Same problem.

[Sergey Golubev]

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[Sergey Golubev]

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[Anil Varma]

Hi

Can some guide me if iCustom indicator data of MQL can be fetched in Python.

My efforts to search online for solution did not helped much.

Thanks in advance.

[Aleksey Vyazmikin]

Anil Varma iCustom indicator data from MQL in Python.

My attempts to find a solution on the internet did not help much.

Thank you in advance.

You can't use standard tools.

[Anil Varma]

Aleksey Vyazmikin #:

You can't use standard tools.

Hi Aleksey

So what is the alternative way or non standard tool?

[Aleksey Vyazmikin]

Anil Varma #:

Hello Alexei.

So what is the alternative way or non-standard tool?

The simplest one - you can save the indicator data to a csv file and read it later from the required language.

[Anil Varma]

Aleksey Vyazmikin #:

The simplest one - you can save the indicator data to a csv file and read it later from the required language.

Thanks a lot, I thought about this too :)