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Specification
Sumarizing:
I would like to have a 100% open-source library (*mqh) that extract data from the market and save it in *CSV file separated into rows and columms.After I've inserted the library in my EA, I can run a function to extract the data. If the function is called again, it will check the date of the last information on the CSV file, get and save only the new data from the market avoiding to do all the work again.
- To keep it organized, the file name must be filled with the EA name, the asset (symbol) and the date it was recorded. Ex.: "TrendEA_EURUSD_2022.09.01".
- The file should be saved in the folder "...\MQL5\Files".
It is important to remember that every time that the function will be called, first it will check if a the CSV file already exists, after that it will check the date of the last bar that already has information and only after that it will extract the new information and then will update the file .
To run the function and extract the data, 2 variables will be informed:
The number of bars (for example: the last 2000 bars) and the Timeframe (for example: PERIOD_M30).
- The first line of the worksheet will be the header and will contain the name of the data - (Date | Close | ATR | MACD | Volume).
For this library the following data will be extracted:
- First column should contain the dates of each bar
- Second column the closing value of each bar (iClose)
- Third column the value of the ATR indicator of each bar
- Fourth column the MACD indicator value of each bar
- Fifth column the volume value of each bar (iVolume).
In the future, those variables could be changed by me if necessary.
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