MQL5 Cookbook – Economic Calendar
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Introduction
MetaTrader 5 terminal and MQL5 programming language are constantly evolving, expanding their market analysis features, tools for developing more complex trading robots, etc. One of the new terminal tools is the Economic Calendar that can be handled both manually and with the help of robots.
The built-in calendar is flexible enough. You can configure it on the Calendar terminal tab, install it on your website or download the mobile version. Being an algorithmic trader, I am mostly interested in the tool's programming features.
In this article, I will try to highlight them.
1. Economic Сalendar — what's in the documentation?
First, let's take a quick look at the documented features. In general, it is pretty simple. As is often the case with the MQL5 resource, the info is presented consistently and illustrated using small examples.
1.1 Economic calendar functions
The documentation describes 10 calendar functions:
- CalendarCountryById();
- CalendarEventById();
- CalendarValueById();
- CalendarCountries();
- CalendarEventByCountry();
- CalendarEventByCurrency();
- CalendarValueHistoryByEvent();
- CalendarValueHistory();
- CalendarValueLastByEvent();
- CalendarValueLast().
These functions generally return either calendar properties (country, event, value), or historical event values.
1.2 Economic calendar structures
The developer suggests using three structures: MqlCalendarCountry, MqlCalendarEvent and MqlCalendarValue.
1.2.1 MqlCalendarCountry
The structure provides detailed info about a country and events we are interested in.
Currently, I have verified the website calendar with several brokers: there is data on 21 countries, the European Union and the whole world (global events).
[id] [name] [code] [currency] [currency_symbol] [url_name] [reserved] [ 0] 999 "European Union" "EU" "EUR" "€" "european-union" ... [ 1] 124 "Canada" "CA" "CAD" "$" "canada" ... [ 2] 36 "Australia" "AU" "AUD" "$" "australia" ... [ 3] 554 "New Zealand" "NZ" "NZD" "$" "new-zealand" ... [ 4] 392 "Japan" "JP" "JPY" "¥" "japan" ... [ 5] 156 "China" "CN" "CNY" "¥" "china" ... [ 6] 276 "Germany" "DE" "EUR" "€" "germany" ... [ 7] 250 "France" "FR" "EUR" "€" "france" ... [ 8] 380 "Italy" "IT" "EUR" "€" "italy" ... [ 9] 76 "Brazil" "BR" "BRL" "R$" "brazil" ... [10] 344 "Hong Kong" "HK" "HKD" "HK$" "hong-kong" ... [11] 702 "Singapore" "SG" "SGD" "R$" "singapore" ... [12] 484 "Mexico" "MX" "MXN" "Mex$" "mexico" ... [13] 710 "South Africa" "ZA" "ZAR" "R" "south-africa" ... [14] 356 "India" "IN" "INR" "₹" "india" ... [15] 578 "Norway" "NO" "NOK" "Kr" "norway" ... [16] 0 "Worldwide" "WW" "ALL" "" "worldwide" ... [17] 840 "United States" "US" "USD" "$" "united-states" ... [18] 826 "United Kingdom" "GB" "GBP" "£" "united-kingdom" ... [19] 756 "Switzerland" "CH" "CHF" "₣" "switzerland" ... [20] 410 "South Korea" "KR" "KRW" "₩" "south-korea" ... [21] 724 "Spain" "ES" "EUR" "€" "spain" ... [22] 752 "Sweden" "SE" "SEK" "Kr" "sweden" ...
It is a bit strange that Russia is not on this list. Hopefully, it will appear soon.
1.2.2 MqlCalendarEvent
The structure provides detailed info about an event. The structure has quite a lot of properties. Potentially, this is a good tool for a comprehensive fundamental analysis. Later, I will consider how to sort events depending on a certain criterion.
1.2.3 MqlCalendarValue
The structure provides detailed info about an event value. There are previous, actual and forecast values.
When working with the structure, keep in mind the following subtle aspects.
actual_value, forecast_value, prev_value and revised_prev_value field values are stored magnified a million times. If a field value is not set, the field stores LONG_MIN (-9223372036854775808). However, if the field value is set, it should be divided by 1,000,000 (million).
The MqlCalendarValue structure has its own methods simplifying the work with the values of the specified fields.
The methods can be arranged into two groups.
The first group checks if a given value is specified:
HasActualValue(void) — returns true if the actual value is set; otherwise returns false HasForecastValue(void) — returns true if the forecast value is set; otherwise returns false HasPreviousValue(void) — returns true if the previous value is set; otherwise returns false HasRevisedValue(void) — returns true if the revised value is set; otherwise returns false
The second group directly receives a certain value:
GetActualValue(void) — returns the actual value of an event (double) or nan if the relevant value is not set GetForecastValue(void) — returns the forecast value of an event (double) or nan if the relevant value is not set GetPreviousValue(void) — returns the previous value of an event (double) or nan if the relevant value is not set GetRevisedValue(void) — returns the revised value of an event (double) or nan if the relevant value is not set
Let's see how the MqlCalendarValue structure receives and checks field values. We will focus on the last Bank of Japan (BoJ) Interest Rate Decision. Display the necessary data in the journal using the Test_empty_value.mq5 script featuring three approaches to obtaining the value.
//+------------------------------------------------------------------+ //| LongDouble | //+------------------------------------------------------------------+ union LongDouble { long long_value; double double_value; }; //+------------------------------------------------------------------+ //| Script program start function | //+------------------------------------------------------------------+ void OnStart() { //--- Bank of Japan (BoJ) Interest Rate Decision on 22 Sep 2021 02:47 GMT ulong event_id = 392060022; // "boj-interest-rate-decision" MqlCalendarValue values[]; datetime date_from, date_to; date_from = D'22.09.2021'; date_to = date_from + PeriodSeconds(PERIOD_D1); if(::CalendarValueHistoryByEvent(event_id, values, date_from, date_to)) { LongDouble forecast_val; //--- 1) "forecast_value" field forecast_val.long_value = values[0].forecast_value; ::PrintFormat("\"forecast_value\" field: %I64d", forecast_val.long_value); //--- 2) MqlCalendarValue::GetForecastValue() forecast_val.double_value = values[0].GetForecastValue(); ::PrintFormat("MqlCalendarValue::GetForecastValue(): %g", forecast_val.double_value); //--- 3) MqlCalendarValue::HasForecastValue() if(!values[0].HasForecastValue()) ::PrintFormat("MqlCalendarValue::HasForecastValue(): %s", (string)false); } } //+------------------------------------------------------------------+
The first approach simply obtains the forecast value. Since there were no forecast, we get LONG_MIN (-9223372036854775808). The second approach already applies the MqlCalendarValue::GetForecastValue() structure method. It returns 'nan'. The third approach is the most cautious since it checks whether the forecast value is present at all.
After launching the script, the following entries appear in the journal:
GR 0 21:23:36.076 Test_empty_value (USDCAD,H1) "forecast_value" field: -9223372036854775808 LH 0 21:23:36.080 Test_empty_value (USDCAD,H1) MqlCalendarValue::GetForecastValue(): nan HM 0 21:23:36.080 Test_empty_value (USDCAD,H1) MqlCalendarValue::HasForecastValue(): false
1.2.4 Structural relations
The structures are interconnected by the following relationships (Fig. 1).
Fig. 1. Calendar structure relations
The MqlCalendarCountry structure is linked with MqlCalendarEvent via a country ID. "One-to-many" relationship form (1..*).
The MqlCalendarEvent structure is linked with MqlCalendarValue via an event ID. "One-to-many" relationship form (1..*).
1.3 Errors
The developer allocates the runtime errors group when working with the economic calendar. These are the following requests:
| Economic Calendar | ||
|---|---|---|
| ERR_CALENDAR_MORE_DATA | 5400 | Array size is insufficient for receiving descriptions of all values |
| ERR_CALENDAR_TIMEOUT | 5401 | Request time limit exceeded |
| ERR_CALENDAR_NO_DATA | 5402 | Country is not found |
2. Auxiliary structures and the CiCalendarInfo class
My sympathies are mostly on the OOP side. Therefore, I will present an example of a class that provides access to the calendar properties.
Keep in mind that the calendar is a pretty eclectic thing. I am not a database specialist, but as far as I understand, the calendar is generally a relational database with multiple tables.
Apart from obtaining the properties, the offered implementation of the CiCalendarInfo class is also aimed at creating the time series of a selected event.
Let's take a look at the auxiliary structures first.
2.1 Time series structure
Since we are going to retrieve data for TS (time series), we should create its programmatic essence. The SiTimeSeries structure is responsible for it.
//+------------------------------------------------------------------+ //| Time series structure | //+------------------------------------------------------------------+ struct SiTimeSeries { private: bool init; // is initialized? uint size; datetime timevals[]; // time values double datavals[]; // data values string name; // ts name public: //--- constructor void SiTimeSeries(void); //--- destructor void ~SiTimeSeries(void); //--- copy consructor void SiTimeSeries(const SiTimeSeries &src_ts); //--- assignment operator void operator=(const SiTimeSeries &src_ts); //--- equality operator bool operator==(const SiTimeSeries &src_ts); //--- indexing operator SiTsObservation operator[](const uint idx) const; //--- initialization bool Init(datetime &ts_times[], const double &ts_values[], const string ts_name); //--- get series properties bool GetSeries(datetime &dst_times[], double &dst_values[], string &dst_name); bool GetSeries(SiTsObservation &dst_observations[], string &dst_name); //--- service bool IsInit(void) const { return init; }; uint Size(void) const { return size; }; void Print(const int digs = 2, const uint step = 0); }; //+------------------------------------------------------------------+
The main elements of the structure are the timevals[] and datavals[] arrays. The first one includes the time series, while the second one contains the series of values.
The structure is implemented so that its elements are located in the private section. This means the time series cannot be modified after it has been created.
Let's handle the time series structure in the following example. The Test_TS.mq5 script receives data on US non-farm payrolls from January 1, 2016 to November 1, 2021 and displays them on a scientific chart. Let's make it so that the chart has two curves - actual and forecast values. We will use the event reporting period as a timeline.
After launching the script, we first get displaying timeseries values to the journal and second, drawing the diagram on the chart (Fig. 2).
Fig. 2. US Non-Farm Payrolls (2016-2021)
The script has the following strings the time series values are filled in:
//--- prepare time and data values for the timeseries for(int v_idx = 0; v_idx < nfp_values_size; v_idx++) { MqlCalendarValue curr_nfp_val = nfp_values[v_idx]; datetime curr_nfp_time = curr_nfp_val.period; timevals[v_idx] = curr_nfp_time; double curr_nfp_dataval = curr_nfp_val.GetActualValue(); datavals1[v_idx] = curr_nfp_dataval; curr_nfp_dataval = curr_nfp_val.GetForecastValue(); datavals2[v_idx] = curr_nfp_dataval; }
Use the MqlCalendarValue::GetActualValue() and MqlCalendarValue::GetForecastValue() functions to immediately receive the necessary values.
2.2 Time series observation structure
Any time series consists of observations. The following simple SiTsObservation structure has been created for observation.
//+------------------------------------------------------------------+ //| Time series observation structure | //+------------------------------------------------------------------+ struct SiTsObservation { datetime time; // timestamp double val; // value //--- constructor void SiTsObservation(void): time(0), val(EMPTY_VALUE) {} }; //+------------------------------------------------------------------+
The indexing operator has been declared in the SiTimeSeries time series structure. It returns the necessary series observation. In the above example (drawing values on non-farms), the series consists of 70 values. In this case, the first and last observations can be obtained the following way:
SiTsObservation first_observation, last_observation; first_observation = nfp_ts1[0]; last_observation = nfp_ts1[nfp_values_size - 1]; string time_str = ::TimeToString(first_observation.time, TIME_DATE); string data_str = ::DoubleToString(first_observation.val, 0); ::PrintFormat("\nFirst observation: %s, %s", time_str, data_str); time_str = ::TimeToString(last_observation.time, TIME_DATE); data_str = ::DoubleToString(last_observation.val, 0); ::PrintFormat("Last observation: %s, %s", time_str, data_str);
After executing the specified code strings in the journal, we get the following entries:
KJ 0 21:27:16.386 Test_ts (USDCAD,H1) First observation: 2015.12.01, 292 HO 0 21:27:17.225 Test_ts (USDCAD,H1) Last observation: 2021.09.01, 194
2.3 CiCalendarInfo class
I will preserve the continuity by assuming that the class is created for a simplified access to the calendar properties and obtaining the event values (similar to CAccountInfo, CSymbolInfo and other trading classes).
The class declaration is provided below.
//+------------------------------------------------------------------+ //| Class CiCalendarInfo. | //| Appointment: Class for access to calendar info. | //| Derives from class CObject. | //+------------------------------------------------------------------+ class CiCalendarInfo : public CObject { //--- === Data members === --- protected: string m_currency; ulong m_country_id; MqlCalendarCountry m_country_description; ulong m_event_id; MqlCalendarEvent m_event_description; static MqlCalendarCountry m_countries[]; bool m_is_init; //--- === Methods === --- public: //--- constructor/destructor void CiCalendarInfo(void); void ~CiCalendarInfo(void) {}; //--- initialization bool Init ( const string currency = NULL, // country currency code name const ulong country_id = WRONG_VALUE, // country ID const ulong event_id = WRONG_VALUE, // event ID const bool to_log = true // to log? ); void Deinit(void); //--- Сalendar structures descriptions bool CountryDescription(MqlCalendarCountry &country, const bool to_log = false); bool EventDescription(MqlCalendarEvent &event, const bool to_log = false); bool ValueDescription(ulong value_id, MqlCalendarValue &value, const bool to_log = false); bool EventsByCountryDescription(MqlCalendarEvent &events[], const bool to_log = false); bool EventsByCurrencyDescription(MqlCalendarEvent &events[], const bool to_log = false); bool EventsBySector(const ENUM_CALENDAR_EVENT_SECTOR event_sector, MqlCalendarEvent &events[], const bool to_log = false); //--- Сalendar enum descriptions string EventTypeDescription(const ENUM_CALENDAR_EVENT_TYPE event_type); string EventSectorDescription(const ENUM_CALENDAR_EVENT_SECTOR event_sector); string EventFrequencyDescription(const ENUM_CALENDAR_EVENT_FREQUENCY event_frequency); string EventTimeModeDescription(const ENUM_CALENDAR_EVENT_TIMEMODE event_time_mode); string EventUnitDescription(const ENUM_CALENDAR_EVENT_UNIT event_unit); string EventImportanceDescription(const ENUM_CALENDAR_EVENT_IMPORTANCE event_importance); string EventMultiplierDescription(const ENUM_CALENDAR_EVENT_MULTIPLIER event_multiplier); string ValueImpactDescription(const ENUM_CALENDAR_EVENT_IMPACT event_impact); //--- history bool ValueHistorySelectByEvent ( MqlCalendarValue &values[], // array for value descriptions datetime datetime_from, // left border of a time range datetime datetime_to = 0 // right border of a time range ) const; bool ValueHistorySelectByEvent ( SiTimeSeries &dst_ts, // timeseries for value descriptions datetime datetime_from, // left border of a time range datetime datetime_to = 0 // right border of a time range ) const; bool ValueHistorySelect ( MqlCalendarValue &values[], // array for value descriptions datetime datetime_from, // left border of a time range datetime datetime_to = 0 // right border of a time range ) const; bool ValueHistorySelect ( SiTimeSeries &dst_ts[], // array of timeseries for value descriptions datetime datetime_from, // left border of a time range datetime datetime_to = 0 // right border of a time range ); //--- the calendar database status int ValueLastSelectByEvent ( ulong& change_id, // Calendar change ID MqlCalendarValue& values[] // array for value descriptions ) const; int ValueLastSelect ( ulong& change_id, // Calendar change ID MqlCalendarValue& values[] // array for value descriptions ) const; //--- countries and continents bool GetCountries(CArrayString &countries_arr); bool GetCountries(MqlCalendarCountry &countries[]); bool GetUniqueContinents(string &continents[]); bool GetCountriesByContinent(const ENUM_CONTINENT src_continent, CArrayString &countries_arr); string GetCountryNameById(const ulong country_id); //--- events bool GetEventsByName(CArrayString &events_arr, const string name = NULL); bool GetEventsByName(MqlCalendarEvent &events[], const string name = NULL); bool FilterEvents(MqlCalendarEvent &filtered_events[], MqlCalendarEvent &src_events[], const ulong filter); //--- print void PrintCountryDescription(const MqlCalendarCountry &country); void PrintEventDescription(const MqlCalendarEvent &event); void PrintValueDescription(const MqlCalendarValue &value); //--- private: bool ValidateProperties(void); bool CountryById(const ulong country_id); bool EventId(void); }; MqlCalendarCountry CiCalendarInfo::m_countries[];
The class consists of the following member data:
- m_currency — country currency code;
- m_country_id — country ID according to ISO 3166-1;
- m_country_description — country description;
- m_event_id — event ID;
- m_event_description — event description;
- m_countries — array of descriptions for countries available in the Calendar;
- m_is_init — initialization flag.
m_currency, m_country_id and m_event_id member data is a set of criteria for creating data requests from the calendar database.
m_country_description and m_event_description member data provides quick access to descriptions if a country and an event are known.
m_countries member data is static. The country data is constant, so there is no need to request it each time when initializing a new CiCalendarInfo object.
Now I will describe some of the methods.
2.3.1 Initialization method
The method allows us to start handling the class object. The method is essential for receiving the calendar data. The method takes a set of criteria as parameters (currency code, country ID, event ID) and one parameter enabling displaying initialization data in the journal. The criteria allow making accessing the calendar more specific.
//+------------------------------------------------------------------+ //| Initialization | //+------------------------------------------------------------------+ bool CiCalendarInfo::Init(const string currency = NULL, // country currency code name const ulong country_id = WRONG_VALUE, // country ID const ulong event_id = WRONG_VALUE, // event ID const bool to_log = true // to log? ) { //--- check reinitialization if(m_is_init) { ::PrintFormat(__FUNCTION__ + ": CiCalendarInfo object already initialized!"); return false; } //--- check countries int countries_cnt = ::ArraySize(m_countries); if(countries_cnt < 1) { ::ResetLastError(); countries_cnt = ::CalendarCountries(m_countries); if(countries_cnt < 1) { ::PrintFormat(__FUNCTION__ + ": CalendarCountries() returned 0! Error %d", ::GetLastError()); return false; } } for(int c_idx = 0; c_idx < countries_cnt; c_idx++) { MqlCalendarCountry curr_country = m_countries[c_idx]; //--- check currency if(!::StringCompare(curr_country.currency, currency)) { m_currency = currency; } //--- check country if(country_id != WRONG_VALUE) if(curr_country.id == country_id) { m_country_id = country_id; } } //--- check event if(event_id != WRONG_VALUE) { m_event_id = event_id; } //--- validate properties if(!this.ValidateProperties()) return false; //--- if(to_log) { ::Print("\n---== New Calendar Info object ==---"); if(m_currency != NULL) ::PrintFormat(" Currency: %s", m_currency); if(m_country_id != WRONG_VALUE) ::PrintFormat(" Country id: %I64u", m_country_id); if(m_event_id != WRONG_VALUE) ::PrintFormat(" Event id: %I64u", m_event_id); } m_is_init = true; return true; } //+------------------------------------------------------------------+
Let's illustrate the method operation using a simple script Test_initialization.mq5.
//+------------------------------------------------------------------+ //| Script program start function | //+------------------------------------------------------------------+ void OnStart() { //--- TRUE //--- 1) all currencies, all countries, all events CiCalendarInfo calendar_info1; bool is_init = calendar_info1.Init(); //--- 2) EUR, all countries, all events CiCalendarInfo calendar_info2; is_init = calendar_info2.Init("EUR"); //--- 3) EUR, Germany, all events CiCalendarInfo calendar_info3; is_init = calendar_info3.Init("EUR", 276); //--- 4) EUR, Germany, HICP m/m CiCalendarInfo calendar_info4; is_init = calendar_info4.Init("EUR", 276, 276010022); //--- FALSE //--- 5) EUR, Germany, nonfarm-payrolls CiCalendarInfo calendar_info5; is_init = calendar_info5.Init("EUR", 276, 840030016); //--- 6) EUR, US, nonfarm-payrolls CiCalendarInfo calendar_info6; is_init = calendar_info6.Init("EUR", 840, 840030016); //--- 7) EUR, all countries, nonfarm-payrolls CiCalendarInfo calendar_info7; is_init = calendar_info7.Init("EUR", WRONG_VALUE, 840030016); } //+------------------------------------------------------------------+
After launching the script, we see the following entries in the journal:
DO 0 21:30:19.703 Test_initialization (USDCAD,H1) ---== New Calendar Info object ==--- GE 0 21:30:19.703 Test_initialization (USDCAD,H1) LL 0 21:30:19.703 Test_initialization (USDCAD,H1) ---== New Calendar Info object ==--- FI 0 21:30:19.703 Test_initialization (USDCAD,H1) Currency: EUR GO 0 21:30:19.703 Test_initialization (USDCAD,H1) LJ 0 21:30:19.703 Test_initialization (USDCAD,H1) ---== New Calendar Info object ==--- FS 0 21:30:19.703 Test_initialization (USDCAD,H1) Currency: EUR KO 0 21:30:19.703 Test_initialization (USDCAD,H1) Country id: 276 CH 0 21:30:19.703 Test_initialization (USDCAD,H1) PI 0 21:30:19.703 Test_initialization (USDCAD,H1) ---== New Calendar Info object ==--- JF 0 21:30:19.703 Test_initialization (USDCAD,H1) Currency: EUR OL 0 21:30:19.703 Test_initialization (USDCAD,H1) Country id: 276 HD 0 21:30:19.703 Test_initialization (USDCAD,H1) Event id: 276010022 HR 0 21:30:19.703 Test_initialization (USDCAD,H1) CiCalendarInfo::ValidateProperties: failed! Country ids must be the same! OP 0 21:30:19.703 Test_initialization (USDCAD,H1) CiCalendarInfo::ValidateProperties: failed! Currencies must be the same! GP 0 21:30:19.703 Test_initialization (USDCAD,H1) CiCalendarInfo::ValidateProperties: failed! Currencies must be the same!
The initialization method checks the specified parameters in terms of its belonging to a single country or currency. Therefore, the following combinations return "false": EUR – Germany - nonfarm-payrolls, EUR – US - nonfarm-payrolls and EUR – all countries - nonfarm-payrolls.
At the very beginning of the initialization method, there is a protection against reinitialization. The calendar object can still be reinitialized but first we should call the deinitialization method. For example, we first define that the calendar object gathers data on EUR events. Then the object should be re-oriented to USD. Test_reinitialization.mq5 script illustrates both incorrect and correct solutions to this task.
//+------------------------------------------------------------------+ //| Script program start function | //+------------------------------------------------------------------+ void OnStart() { //--- ERROR CiCalendarInfo calendar_info1; bool is_init = calendar_info1.Init("EUR"); is_init = calendar_info1.Init("USD"); //--- OK CiCalendarInfo calendar_info2; is_init = calendar_info2.Init("EUR"); calendar_info2.Deinit(); is_init = calendar_info2.Init("USD"); } //+------------------------------------------------------------------+
In the incorrect case, we will see the following entry:
MP 0 21:34:19.397 Test_reinitialization (USDCAD,H1) FQ 0 21:34:19.397 Test_reinitialization (USDCAD,H1) ---== New Calendar Info object ==--- HO 0 21:34:19.397 Test_reinitialization (USDCAD,H1) Currency: EUR KI 0 21:34:19.397 Test_reinitialization (USDCAD,H1) CiCalendarInfo::Init: CiCalendarInfo object already initialized! EI 0 21:34:19.397 Test_reinitialization (USDCAD,H1) NO 0 21:34:19.397 Test_reinitialization (USDCAD,H1) ---== New Calendar Info object ==--- PF 0 21:34:19.397 Test_reinitialization (USDCAD,H1) Currency: EUR QL 0 21:34:19.397 Test_reinitialization (USDCAD,H1) RD 0 21:34:19.397 Test_reinitialization (USDCAD,H1) ---== New Calendar Info object ==--- DS 0 21:34:19.397 Test_reinitialization (USDCAD,H1) Currency: USD
2.3.2 The methods of receiving the calendar structure descriptions
To some degree, these methods are wrappers that allow calling standard calendar functions. The CiCalendarInfo::CountryDescription() and CiCalendarInfo::EventDescription() methods return country and event descriptions if they were confirmed during the calendar object initialization.
Besides, the methods allow displaying the requested property description in the journal.
Let's illustrate the work of the methods receiving descriptions using the simple script Test_structures_descriptions.mq5.
//+------------------------------------------------------------------+ //| Script program start function | //+------------------------------------------------------------------+ void OnStart() { //--- 1) events by country CiCalendarInfo calendar_info; ulong country_id = 276; // Germany if(calendar_info.Init(NULL, country_id)) { MqlCalendarEvent events[]; if(calendar_info.EventsByCountryDescription(events)) { Print("\n---== Events selected by country ==---"); PrintFormat(" Country id: %I64u", country_id); PrintFormat(" Events number: %d", ::ArraySize(events)); } } calendar_info.Deinit(); //--- 2) events by currency string country_currency = "EUR"; if(calendar_info.Init(country_currency)) { MqlCalendarEvent events[]; if(calendar_info.EventsByCurrencyDescription(events)) { Print("\n---== Events selected by currency ==---"); PrintFormat(" Currency: %s", country_currency); PrintFormat(" Events number: %d", ::ArraySize(events)); } } } //+------------------------------------------------------------------+
In the journal, we can find the following strings:
MK 0 21:36:35.659 Test_structures_descriptions (USDCAD,H1) DM 0 21:36:35.659 Test_structures_descriptions (USDCAD,H1) ---== New Calendar Info object ==--- MP 0 21:36:35.659 Test_structures_descriptions (USDCAD,H1) Country id: 276 FH 0 21:36:35.793 Test_structures_descriptions (USDCAD,H1) ON 0 21:36:35.793 Test_structures_descriptions (USDCAD,H1) ---== Events selected by country ==--- RR 0 21:36:35.793 Test_structures_descriptions (USDCAD,H1) Country id: 276 GD 0 21:36:35.793 Test_structures_descriptions (USDCAD,H1) Events number: 61 FP 0 21:36:35.793 Test_structures_descriptions (USDCAD,H1) OG 0 21:36:35.793 Test_structures_descriptions (USDCAD,H1) ---== New Calendar Info object ==--- KI 0 21:36:35.793 Test_structures_descriptions (USDCAD,H1) Currency: EUR MN 0 21:36:35.794 Test_structures_descriptions (USDCAD,H1) QE 0 21:36:35.794 Test_structures_descriptions (USDCAD,H1) ---== Events selected by currency ==--- FO 0 21:36:35.794 Test_structures_descriptions (USDCAD,H1) Currency: EUR FJ 0 21:36:35.794 Test_structures_descriptions (USDCAD,H1) Events number: 276
This means 61 events were found for Germany and 276 events for Euro countries.
2.3.3 The methods of receiving the calendar enumeration descriptions
The calendar structures contain eight enumerations:
- ENUM_CALENDAR_EVENT_TYPE;
- ENUM_CALENDAR_EVENT_SECTOR;
- ENUM_CALENDAR_EVENT_FREQUENCY;
- ENUM_CALENDAR_EVENT_TIMEMODE;
- ENUM_CALENDAR_EVENT_UNIT;
- ENUM_CALENDAR_EVENT_IMPORTANCE;
- ENUM_CALENDAR_EVENT_MULTIPLIER;
- ENUM_CALENDAR_EVENT_IMPACT.
The first seven enumerations refer to the MqlCalendarEvent structure, while the last one - to the MqlCalendarValue structure.
The CiCalendarInfo class defines eight methods describing the enumeration value selected from the proposed list. Let's test the methods using the Test_enums_descriptions.mq5 script. The script randomly selects 10 UK events and display data on each criterion in the journal.
//+------------------------------------------------------------------+ //| Script program start function | //+------------------------------------------------------------------+ void OnStart() { CiCalendarInfo calendar_info; ulong country_id = 826; // UK if(calendar_info.Init(NULL, country_id)) { MqlCalendarEvent events[]; if(calendar_info.EventsByCountryDescription(events)) { ::MathSrand(77); int events_num =::ArraySize(events); int n = 10; MqlCalendarEvent events_selected[]; ::ArrayResize(events_selected, n); for(int ev_idx = 0; ev_idx < n; ev_idx++) { int rand_val =::MathRand(); int rand_idx = rand_val % events_num; events_selected[ev_idx] = events[rand_idx]; } //--- 0) name ::Print("\n---== Name ==---"); for(int ev_idx = 0; ev_idx < n; ev_idx++) { MqlCalendarEvent curr_event = events_selected[ev_idx]; ::PrintFormat(" [%d] - %s", ev_idx + 1, curr_event.name); } //--- 1) type ::Print("\n---== Type ==---"); for(int ev_idx = 0; ev_idx < n; ev_idx++) { MqlCalendarEvent curr_event = events_selected[ev_idx]; ::PrintFormat(" [%d] - %s", ev_idx + 1, calendar_info.EventTypeDescription(curr_event.type)); } //--- 2) sector ::Print("\n---== Sector ==---"); for(int ev_idx = 0; ev_idx < n; ev_idx++) { MqlCalendarEvent curr_event = events_selected[ev_idx]; ::PrintFormat(" [%d] - %s", ev_idx + 1, calendar_info.EventSectorDescription(curr_event.sector)); } //--- 3) frequency ::Print("\n---== Frequency ==---"); for(int ev_idx = 0; ev_idx < n; ev_idx++) { MqlCalendarEvent curr_event = events_selected[ev_idx]; ::PrintFormat(" [%d] - %s", ev_idx + 1, calendar_info.EventFrequencyDescription(curr_event.frequency)); } //--- 3) time mode ::Print("\n---== Time mode ==---"); for(int ev_idx = 0; ev_idx < n; ev_idx++) { MqlCalendarEvent curr_event = events_selected[ev_idx]; ::PrintFormat(" [%d] - %s", ev_idx + 1, calendar_info.EventTimeModeDescription(curr_event.time_mode)); } //--- 4) unit ::Print("\n---== Unit ==---"); for(int ev_idx = 0; ev_idx < n; ev_idx++) { MqlCalendarEvent curr_event = events_selected[ev_idx]; ::PrintFormat(" [%d] - %s", ev_idx + 1, calendar_info.EventUnitDescription(curr_event.unit)); } //--- 5) importance ::Print("\n---== Importance ==---"); for(int ev_idx = 0; ev_idx < n; ev_idx++) { MqlCalendarEvent curr_event = events_selected[ev_idx]; ::PrintFormat(" [%d] - %s", ev_idx + 1, calendar_info.EventImportanceDescription(curr_event.importance)); } //--- 6) multiplier ::Print("\n---== Multiplier ==---"); for(int ev_idx = 0; ev_idx < n; ev_idx++) { MqlCalendarEvent curr_event = events_selected[ev_idx]; ::PrintFormat(" [%d] - %s", ev_idx + 1, calendar_info.EventMultiplierDescription(curr_event.multiplier)); } //--- 7) impact MqlCalendarValue values_by_event[]; datetime start_dt, stop_dt; start_dt = D'01.01.2021'; stop_dt = D'01.11.2021'; ::Print("\n---== Impact ==---"); for(int ev_idx = 0; ev_idx < n; ev_idx++) { MqlCalendarEvent curr_event = events_selected[ev_idx]; CiCalendarInfo event_info; MqlCalendarValue ev_values[]; if(event_info.Init(NULL, WRONG_VALUE, curr_event.id)) if(event_info.ValueHistorySelectByEvent(ev_values, start_dt, stop_dt)) { int ev_values_size =::ArraySize(ev_values); ::PrintFormat(" [%d] - %s", ev_idx + 1, calendar_info.ValueImpactDescription(ev_values[--ev_values_size].impact_type)); } } } } } //+------------------------------------------------------------------+
To reproduce the obtained result, set the initial state of the pseudo-random integer value generator to a certain number (::MathSrand(77)). The script has selected the following events:
- BoE Housing Equity Withdrawal q/q;
- BoE Deputy Governor Markets and Banking Ramsden Speech;
- Claimant Count Change;
- Core CPI y/y;
- Average Weekly Earnings, Total Pay y/y;
- Easter Monday;
- BoE Mortgage Lending m/m;
- BoE MPC Member Vlieghe Speech;
- Core RPI y/y;
- Claimant Count Change.
The following descriptions appear in the journal:
FP 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) ---== Type ==--- CG 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [1] - Indicator EN 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [2] - Event EI 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [3] - Indicator LP 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [4] - Indicator OK 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [5] - Indicator OD 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [6] - Holiday EL 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [7] - Indicator GG 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [8] - Event ON 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [9] - Indicator CJ 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [10] - Indicator DO 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) PE 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) ---== Sector ==--- JR 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [1] - Money KJ 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [2] - Money NQ 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [3] - Labor market QS 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [4] - Prices HD 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [5] - Labor market JP 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [6] - Holidays OI 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [7] - Housing EQ 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [8] - Money LD 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [9] - Prices JR 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [10] - Labor market RS 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) NF 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) ---== Frequency ==--- ML 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [1] - Quarterly QH 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [2] - None MN 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [3] - Monthly PI 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [4] - Monthly OP 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [5] - Monthly CE 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [6] - None CR 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [7] - Monthly CS 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [8] - None GE 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [9] - Monthly OO 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [10] - Monthly PI 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) NQ 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) ---== Time mode ==--- FE 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [1] - Exact time MS 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [2] - Exact time PH 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [3] - Exact time CQ 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [4] - Exact time RO 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [5] - Exact time PF 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [6] - Takes all day NR 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [7] - Exact time MK 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [8] - Exact time DQ 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [9] - Exact time RM 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [10] - Exact time FK 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) HP 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) ---== Unit ==--- CI 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [1] - National currency OO 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [2] - None MG 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [3] - People CO 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [4] - Percentage NE 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [5] - Percentage OK 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [6] - None KQ 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [7] - National currency CH 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [8] - None LQ 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [9] - Percentage CE 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [10] - People LL 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) PD 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) ---== Importance ==--- FS 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [1] - Low PD 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [2] - Moderate DK 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [3] - High EM 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [4] - Low QJ 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [5] - Moderate GQ 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [6] - None PG 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [7] - Low RO 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [8] - Moderate LI 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [9] - Low FM 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [10] - High ND 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) CM 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) ---== Multiplier ==--- HE 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [1] - Billions MK 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [2] - None IM 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [3] - Thousands MI 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [4] - None HQ 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [5] - None OH 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [6] - None DN 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [7] - Billions IF 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [8] - None LN 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [9] - None OH 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [10] - Thousands DM 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) FF 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) ---== Impact ==--- OK 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [1] - Positive OR 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [2] - None EJ 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [3] - Positive RQ 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [4] - Negative CG 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [5] - Negative KN 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [6] - None JF 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [7] - None EM 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [8] - None GD 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [9] - Positive QH 0 21:14:19.340 Test_enums_descriptions (USDCAD,H1) [10] - Positive
For example, the first event "BoE Housing Equity Withdrawal q/q" is described as follows:
- "Type" - Indicator;
- "Sector" - Money;
- "Frequency" - Quarterly;
- "Time mode" - Exact time;
- "Unit" - National currency;
- "Importance" - Low;
- "Multiplier" - Billions;
- "Impact" - Positive.
The last event "Claimant Count Change" is described as follows:
- "Type" - Indicator;
- "Sector" - Labor;
- "Frequency" - Quarterly;
- "Time mode" - Exact time;
- "Unit" - National currency;
- "Importance" - Low;
- "Multiplier" - Billions;
- "Impact" - Positive.
2.3.4 Methods of accessing history
The methods also use the built-in calendar functions and get data on event values. For example, the ::CalendarValueHistoryByEvent() function is accessed by two overloaded methods CiCalendarInfo::ValueHistorySelectByEvent(). The first one returns the array of values for all events within the specified time range by an event ID in the form of the MqlCalendarValue structure, while the second one is an array of values transformed into a time series.
Let's have a look at the CiCalendarInfo::ValueHistorySelectByEvent() method operation in the Test_value_history_by_event.mq5 script.
//+------------------------------------------------------------------+ //| Script program start function | //+------------------------------------------------------------------+ void OnStart() { //--- NFP CiCalendarInfo nfp_info; ulong nfp_id = 840030016; if(nfp_info.Init(NULL, WRONG_VALUE, nfp_id)) { SiTimeSeries nfp_ts; if(nfp_info.ValueHistorySelectByEvent(nfp_ts, 0, ::TimeTradeServer())) nfp_ts.Print(0); } } //+------------------------------------------------------------------+
Select the entire history for United States Nonfarm Payrolls.
The following entries appear in the journal:
PL 0 21:45:03.581 Test_value_history_by_event (USDCAD,H1) ---== New Calendar Info object ==--- NI 0 21:45:03.581 Test_value_history_by_event (USDCAD,H1) Event id: 840030016 OM 0 21:45:03.581 Test_value_history_by_event (USDCAD,H1) HG 0 21:45:03.581 Test_value_history_by_event (USDCAD,H1) ---== Times series - Nonfarm Payrolls==--- CJ 0 21:45:03.581 Test_value_history_by_event (USDCAD,H1) [1]: time - 2007.03.09 16:30, value - 97 RE 0 21:45:03.581 Test_value_history_by_event (USDCAD,H1) [2]: time - 2007.04.06 15:30, value - 177 MS 0 21:45:03.581 Test_value_history_by_event (USDCAD,H1) [3]: time - 2007.05.04 15:30, value - 80 FL 0 21:45:03.581 Test_value_history_by_event (USDCAD,H1) [4]: time - 2007.06.01 15:30, value - 190 LH 0 21:45:03.581 Test_value_history_by_event (USDCAD,H1) [5]: time - 2007.07.06 15:30, value - 69 ... JE 0 21:45:03.583 Test_value_history_by_event (USDCAD,H1) [172]: time - 2021.06.04 15:30, value - 559 JP 0 21:45:03.583 Test_value_history_by_event (USDCAD,H1) [173]: time - 2021.07.02 15:30, value - 850 IO 0 21:45:03.583 Test_value_history_by_event (USDCAD,H1) [174]: time - 2021.08.06 15:30, value - 943 NJ 0 21:45:03.583 Test_value_history_by_event (USDCAD,H1) [175]: time - 2021.09.03 15:30, value - 235 HI 0 21:45:03.583 Test_value_history_by_event (USDCAD,H1) [176]: time - 2021.10.08 15:30, value - 194
*Here I have specified the first and last five event values to avoid cluttering up the article.
2.3.5 Methods for checking the Calendar database status
The methods also use the appropriate built-in calendar functions. An error is reported only when the number of obtained event values is equal to zero, while the error itself exceeds zero.
Example of the CiCalendarInfo::ValueLastSelectByEvent() method is considered in the third section "Non-commercial net positions indicator" where we need to detect the appearance of a new value.
2.3.6 Methods of obtaining country and continent data
The methods return certain country data. I will briefly describe each of them.
The CiCalendarInfo::GetCountries(CArrayString &countries_arr) method returns the list of countries obtained during initialization as a dynamic array of string type variables.
The CiCalendarInfo::GetCountries(MqlCalendarCountry &countries[]) method returns the list of countries obtained during initialization as an array of MqlCalendarCountry type variables.
The CiCalendarInfo::GetUniqueContinents(string & continents[]) method returns the list of continents the countries are located on. The latter were also obtained during initialization.
The CiCalendarInfo:: GetCountriesByContinent(const ENUM_CONTINENT src_continent, CArrayString &countries_arr) method returns the list of countries by a specified continent.
The CiCalendarInfo::GetCountryNameById(const ulong country_id) method returns a unique country name by its ID.
The ENUM_CONTINENT enumeration allows working with continents. It describes the following continents:
- World;
- Asia;
- Africa;
- Europe;
- North America;
- South America;
- Australia/Oceania;
- Antarctica.
It may seem funny that I included Antarctica in the enumeration. But I wanted to have an exhaustive list of continents so let it stay there. The 'World' constant is arranged as a separate continent.
Besides, I created the SCountryByContinent structure to work with continents. The initialization method features constant arrays of country codes, names and corresponding continents. The current version features 197 countries including the EU and the whole world.
Let's create the Test_get_countries.mq5 script checking the operation of the methods for obtaining country and continent data.
//+------------------------------------------------------------------+ //| Script program start function | //+------------------------------------------------------------------+ void OnStart() { CiCalendarInfo country_calendar_info; if(country_calendar_info.Init()) { //--- 1) get countries (CArrayString) CArrayString countries_arr; if(country_calendar_info.GetCountries(countries_arr)) { int countries_num = countries_arr.Total(); if(countries_num > 0) { ::Print("\n---== CArrayString list ==---"); ::PrintFormat(" Countries list consists of %d countries.", countries_num); ::PrintFormat(" First country: %s", countries_arr.At(0)); ::PrintFormat(" Last country: %s", countries_arr.At(countries_num - 1)); } } //--- 2) get countries (MqlCalendarCountry) MqlCalendarCountry countries[]; if(country_calendar_info.GetCountries(countries)) { int countries_num = ::ArraySize(countries); if(countries_num > 0) { ::Print("\n---== MqlCalendarCountry array ==---"); ::PrintFormat(" Countries array consists of %d countries.", countries_num); ::PrintFormat(" First country: %s", countries[0].name); ::PrintFormat(" Last country: %s", countries[countries_num - 1].name); } } //--- 3) get unique continents string continent_names[]; int continents_num = 0; if(country_calendar_info.GetUniqueContinents(continent_names)) { continents_num = ::ArraySize(continent_names); if(continents_num > 0) { ::Print("\n---== Unique continent names ==---"); for(int c_idx = 0; c_idx < continents_num; c_idx++) { string curr_continent_name = continent_names[c_idx]; ::PrintFormat(" [%d] - %s", c_idx + 1, curr_continent_name); } } } //--- 4) get countries by continent if(continents_num) { ENUM_CONTINENT continents[]; ::ArrayResize(continents, continents_num); ::Print("\n---== Countries by continent ==---"); for(int c_idx = 0; c_idx < continents_num; c_idx++) { ENUM_CONTINENT curr_continent = SCountryByContinent::ContinentByDescription(continent_names[c_idx]); if(countries_arr.Shutdown()) if(country_calendar_info.GetCountriesByContinent(curr_continent, countries_arr)) { int countries_by_continent = countries_arr.Total(); ::PrintFormat(" Continent \"%s\" includes %d country(-ies):", continent_names[c_idx], countries_by_continent); for(int c_jdx = 0; c_jdx < countries_by_continent; c_jdx++) { ::PrintFormat(" [%d] - %s", c_jdx + 1, countries_arr.At(c_jdx)); } } } } //--- 5) get country description string country_code = "RU"; SCountryByContinent country_continent_data; if(country_continent_data.Init(country_code)) { ::Print("\n---== Country ==---"); ::PrintFormat(" Name: %s", country_continent_data.Country()); ::PrintFormat(" Code: %s", country_continent_data.Code()); ENUM_CONTINENT curr_continent = country_continent_data.Continent(); ::PrintFormat(" Continent enum: %s", ::EnumToString(curr_continent)); ::PrintFormat(" Continent description: %s", country_continent_data.ContinentDescription()); } } } //+------------------------------------------------------------------+
The following info appears in the journal as a result of the script work:
EH 0 23:05:16.492 Test_get_countries (USDCAD,H1) ---== New Calendar Info object ==--- HR 0 23:05:16.492 Test_get_countries (USDCAD,H1) QH 0 23:05:16.492 Test_get_countries (USDCAD,H1) ---== CArrayString list ==--- NR 0 23:05:16.492 Test_get_countries (USDCAD,H1) Countries list consists of 23 countries. NP 0 23:05:16.492 Test_get_countries (USDCAD,H1) First country: European Union LF 0 23:05:16.492 Test_get_countries (USDCAD,H1) Last country: Norway LQ 0 23:05:16.492 Test_get_countries (USDCAD,H1) GG 0 23:05:16.492 Test_get_countries (USDCAD,H1) ---== MqlCalendarCountry array ==--- IL 0 23:05:16.492 Test_get_countries (USDCAD,H1) Countries array consists of 23 countries. JP 0 23:05:16.492 Test_get_countries (USDCAD,H1) First country: European Union HG 0 23:05:16.492 Test_get_countries (USDCAD,H1) Last country: Norway OR 0 23:05:16.493 Test_get_countries (USDCAD,H1) FJ 0 23:05:16.493 Test_get_countries (USDCAD,H1) ---== Unique continent names ==--- KS 0 23:05:16.493 Test_get_countries (USDCAD,H1) [1] - Africa NK 0 23:05:16.493 Test_get_countries (USDCAD,H1) [2] - Asia HR 0 23:05:16.493 Test_get_countries (USDCAD,H1) [3] - Australia/Oceania HM 0 23:05:16.493 Test_get_countries (USDCAD,H1) [4] - Europe RE 0 23:05:16.493 Test_get_countries (USDCAD,H1) [5] - North America CO 0 23:05:16.493 Test_get_countries (USDCAD,H1) [6] - South America GH 0 23:05:16.493 Test_get_countries (USDCAD,H1) [7] - World GP 0 23:05:18.606 Test_get_countries (USDCAD,H1) LE 0 23:05:18.606 Test_get_countries (USDCAD,H1) ---== Countries by continent ==--- HO 0 23:05:18.608 Test_get_countries (USDCAD,H1) Continent "Africa" includes 1 country(-ies): RR 0 23:05:18.608 Test_get_countries (USDCAD,H1) [1] - South Africa NH 0 23:05:18.610 Test_get_countries (USDCAD,H1) Continent "Asia" includes 6 country(-ies): CM 0 23:05:18.610 Test_get_countries (USDCAD,H1) [1] - China RK 0 23:05:18.610 Test_get_countries (USDCAD,H1) [2] - Hong Kong CL 0 23:05:18.610 Test_get_countries (USDCAD,H1) [3] - India LJ 0 23:05:18.610 Test_get_countries (USDCAD,H1) [4] - South Korea LJ 0 23:05:18.610 Test_get_countries (USDCAD,H1) [5] - Japan IR 0 23:05:18.610 Test_get_countries (USDCAD,H1) [6] - Singapore OK 0 23:05:18.614 Test_get_countries (USDCAD,H1) Continent "Australia/Oceania" includes 2 country(-ies): RM 0 23:05:18.614 Test_get_countries (USDCAD,H1) [1] - Australia NJ 0 23:05:18.614 Test_get_countries (USDCAD,H1) [2] - New Zealand MM 0 23:05:18.616 Test_get_countries (USDCAD,H1) Continent "Europe" includes 9 country(-ies): LO 0 23:05:18.616 Test_get_countries (USDCAD,H1) [1] - European Union DF 0 23:05:18.616 Test_get_countries (USDCAD,H1) [2] - Germany OQ 0 23:05:18.616 Test_get_countries (USDCAD,H1) [3] - France CE 0 23:05:18.616 Test_get_countries (USDCAD,H1) [4] - United Kingdom OM 0 23:05:18.616 Test_get_countries (USDCAD,H1) [5] - Switzerland RS 0 23:05:18.616 Test_get_countries (USDCAD,H1) [6] - Spain FE 0 23:05:18.616 Test_get_countries (USDCAD,H1) [7] - Sweden JS 0 23:05:18.616 Test_get_countries (USDCAD,H1) [8] - Italy DD 0 23:05:18.616 Test_get_countries (USDCAD,H1) [9] - Norway LR 0 23:05:18.618 Test_get_countries (USDCAD,H1) Continent "North America" includes 3 country(-ies): LK 0 23:05:18.618 Test_get_countries (USDCAD,H1) [1] - Canada HS 0 23:05:18.618 Test_get_countries (USDCAD,H1) [2] - United States CK 0 23:05:18.618 Test_get_countries (USDCAD,H1) [3] - Mexico GL 0 23:05:18.619 Test_get_countries (USDCAD,H1) Continent "South America" includes 1 country(-ies): EQ 0 23:05:18.619 Test_get_countries (USDCAD,H1) [1] - Brazil DH 0 23:05:18.622 Test_get_countries (USDCAD,H1) Continent "World" includes 1 country(-ies): JK 0 23:05:18.622 Test_get_countries (USDCAD,H1) [1] - Worldwide QM 0 23:05:18.622 Test_get_countries (USDCAD,H1) KH 0 23:05:18.622 Test_get_countries (USDCAD,H1) ---== Country ==--- PQ 0 23:05:18.622 Test_get_countries (USDCAD,H1) Name: Russian Federation KG 0 23:05:18.622 Test_get_countries (USDCAD,H1) Code: RU MR 0 23:05:18.622 Test_get_countries (USDCAD,H1) Continent enum: CONTINENT_EUROPE MI 0 23:05:18.622 Test_get_countries (USDCAD,H1) Continent description: Europe
Thus, the current calendar version describes events related to the economies of 23 countries located on 7 continents (provided that the 'World' constant is taken into account).
2.3.7 Methods of obtaining event data
The methods allow selecting events according to a certain criterion.
The CiCalendarInfo::GetEventsByName(CArrayString &events_arr, const string name = NULL) method performs a selection as a dynamic array of string type variables. An event name serves as a selection criterion.
The CiCalendarInfo::GetEventsByName(MqlCalendarEvent & events[], const string name = NULL) method is similar to the previous one. The only difference is that it forms a selection in the form of the array of MqlCalendarCountry type variables.
The CiCalendarInfo::FilterEvents(MqlCalendarEvent &filtered_events[], MqlCalendarEvent &src_events[], const ulong filter) method also forms a selection as the array of MqlCalendarCountry type variables. There is already a multiple criterion here implemented in a set of flags. There are 49 such criteria in total. They cover all enumeration values: ENUM_CALENDAR_EVENT_TYPE, ENUM_CALENDAR_EVENT_SECTOR, ENUM_CALENDAR_EVENT_FREQUENCY, ENUM_CALENDAR_EVENT_TIMEMODE, ENUM_CALENDAR_EVENT_UNIT, ENUM_CALENDAR_EVENT_IMPORTANCE, ENUM_CALENDAR_EVENT_MULTIPLIER.
Creating a new overarching mega-enumeration seems impossible since 'enum' type is a 4-byte data type (32 bits), whereas this case requires 49 bits. On the other hand, there is a 'long' type providing 64 bits.
The following code is used to solve the issue:
//--- defines for events filtering //--- 1) type (3) #define FILTER_BY_TYPE_EVENT 0x1 // 1 by type "event" #define FILTER_BY_TYPE_INDICATOR 0x2 // 2 by type "indicator" #define FILTER_BY_TYPE_HOLIDAY 0x4 // 3 by type "holiday" //--- 2) sector (13) #define FILTER_BY_SECTOR_NONE 0x8 // 4 by sector "none" #define FILTER_BY_SECTOR_MARKET 0x10 // 5 by sector "market" #define FILTER_BY_SECTOR_GDP 0x20 // 6 by sector "GDP" #define FILTER_BY_SECTOR_JOBS 0x40 // 7 by sector "jobs" #define FILTER_BY_SECTOR_PRICES 0x80 // 8 by sector "prices" #define FILTER_BY_SECTOR_MONEY 0x100 // 9 by sector "money" #define FILTER_BY_SECTOR_TRADE 0x200 // 10 by sector "trade" #define FILTER_BY_SECTOR_GOVERNMENT 0x400 // 11 by sector "government" #define FILTER_BY_SECTOR_BUSINESS 0x800 // 12 by sector "business" #define FILTER_BY_SECTOR_CONSUMER 0x1000 // 13 by sector "consumer" #define FILTER_BY_SECTOR_HOUSING 0x2000 // 14 by sector "housing" #define FILTER_BY_SECTOR_TAXES 0x4000 // 15 by sector "taxes" #define FILTER_BY_SECTOR_HOLIDAYS 0x8000 // 16 by sector "holidays" //--- 3) frequency (6) #define FILTER_BY_FREQUENCY_NONE 0x10000 // 17 by frequency "none" #define FILTER_BY_FREQUENCY_WEEK 0x20000 // 18 by frequency "week" #define FILTER_BY_FREQUENCY_MONTH 0x40000 // 19 by frequency "month" #define FILTER_BY_FREQUENCY_QUARTER 0x80000 // 20 by frequency "quarter" #define FILTER_BY_FREQUENCY_YEAR 0x100000 // 21 by frequency "year" #define FILTER_BY_FREQUENCY_DAY 0x200000 // 22 by frequency "day" //--- 4) importance (4) #define FILTER_BY_IMPORTANCE_NONE 0x400000 // 23 by importance "none" #define FILTER_BY_IMPORTANCE_LOW 0x800000 // 24 by importance "low" #define FILTER_BY_IMPORTANCE_MODERATE 0x1000000 // 25 by importance "medium" #define FILTER_BY_IMPORTANCE_HIGH 0x2000000 // 26 by importance "high" //--- 5) unit (14) #define FILTER_BY_UNIT_NONE 0x4000000 // 27 by unit "none" #define FILTER_BY_UNIT_PERCENT 0x8000000 // 28 by unit "percentage" #define FILTER_BY_UNIT_CURRENCY 0x10000000 // 29 by unit "currency" #define FILTER_BY_UNIT_HOUR 0x20000000 // 30 by unit "hours" #define FILTER_BY_UNIT_JOB 0x40000000 // 31 by unit "jobs" #define FILTER_BY_UNIT_RIG 0x80000000 // 32 by unit "drilling rigs" #define FILTER_BY_UNIT_USD 0x100000000 // 33 by unit "USD" #define FILTER_BY_UNIT_PEOPLE 0x200000000 // 34 by unit "people" #define FILTER_BY_UNIT_MORTGAGE 0x400000000 // 35 by unit "mortgage loans" #define FILTER_BY_UNIT_VOTE 0x800000000 // 36 by unit "votes" #define FILTER_BY_UNIT_BARREL 0x1000000000 // 37 by unit "barrels" #define FILTER_BY_UNIT_CUBICFEET 0x2000000000 // 38 by unit "cubic feet" #define FILTER_BY_UNIT_POSITION 0x4000000000 // 39 by unit "net positions" #define FILTER_BY_UNIT_BUILDING 0x8000000000 // 40 by unit "buildings" //--- 6) multiplier (5) #define FILTER_BY_MULTIPLIER_NONE 0x10000000000 // 41 by multiplier "none" #define FILTER_BY_MULTIPLIER_THOUSANDS 0x20000000000 // 42 by multiplier "thousands" #define FILTER_BY_MULTIPLIER_MILLIONS 0x40000000000 // 43 by multiplier "millions" #define FILTER_BY_MULTIPLIER_BILLIONS 0x80000000000 // 44 by multiplier "billions" #define FILTER_BY_MULTIPLIER_TRILLIONS 0x100000000000 // 45 by multiplier "trillions" //--- 7) time mode (4) #define FILTER_BY_TIMEMODE_DATETIME 0x200000000000 // 46 by time mode "na" #define FILTER_BY_TIMEMODE_DATE 0x400000000000 // 47 by time mode "positive" #define FILTER_BY_TIMEMODE_NOTIME 0x800000000000 // 48 by time mode "negative" #define FILTER_BY_TIMEMODE_TENTATIVE 0x1000000000000 // 49 by time mode "na" //--- type #define IS_TYPE_EVENT(filter) ((filter&FILTER_BY_TYPE_EVENT)!=0) #define IS_TYPE_INDICATOR(filter) ((filter&FILTER_BY_TYPE_INDICATOR)!=0) #define IS_TYPE_HOLIDAY(filter) ((filter&FILTER_BY_TYPE_HOLIDAY)!=0) //--- sector #define IS_SECTOR_NONE(filter) ((filter&FILTER_BY_SECTOR_NONE)!=0) #define IS_SECTOR_MARKET(filter) ((filter&FILTER_BY_SECTOR_MARKET)!=0) #define IS_SECTOR_GDP(filter) ((filter&FILTER_BY_SECTOR_GDP)!=0) #define IS_SECTOR_JOBS(filter) ((filter&FILTER_BY_SECTOR_JOBS)!=0) #define IS_SECTOR_PRICES(filter) ((filter&FILTER_BY_SECTOR_PRICES)!=0) #define IS_SECTOR_MONEY(filter) ((filter&FILTER_BY_SECTOR_MONEY)!=0) #define IS_SECTOR_TRADE(filter) ((filter&FILTER_BY_SECTOR_TRADE)!=0) #define IS_SECTOR_CONSUMER(filter) ((filter&FILTER_BY_SECTOR_CONSUMER)!=0) #define IS_SECTOR_HOUSING(filter) ((filter&FILTER_BY_SECTOR_HOUSING)!=0) #define IS_SECTOR_TAXES(filter) ((filter&FILTER_BY_SECTOR_TAXES)!=0) #define IS_SECTOR_HOLIDAYS(filter) ((filter&FILTER_BY_SECTOR_HOLIDAYS)!=0) //--- frequency #define IS_FREQUENCY_NONE(filter) ((filter&FILTER_BY_FREQUENCY_NONE)!=0) #define IS_FREQUENCY_WEEK(filter) ((filter&FILTER_BY_FREQUENCY_WEEK)!=0) #define IS_FREQUENCY_MONTH(filter) ((filter&FILTER_BY_FREQUENCY_MONTH)!=0) #define IS_FREQUENCY_QUARTER(filter) ((filter&FILTER_BY_FREQUENCY_QUARTER)!=0) #define IS_FREQUENCY_YEAR(filter) ((filter&FILTER_BY_FREQUENCY_YEAR)!=0) #define IS_FREQUENCY_DAY(filter) ((filter&FILTER_BY_FREQUENCY_DAY)!=0) //--- importance #define IS_IMPORTANCE_NONE(filter) ((filter&FILTER_BY_IMPORTANCE_NONE)!=0) #define IS_IMPORTANCE_LOW(filter) ((filter&FILTER_BY_IMPORTANCE_LOW)!=0) #define IS_IMPORTANCE_MODERATE(filter) ((filter&FILTER_BY_IMPORTANCE_MODERATE)!=0) #define IS_IMPORTANCE_HIGH(filter) ((filter&FILTER_BY_IMPORTANCE_HIGH)!=0) //--- unit #define IS_UNIT_NONE(filter) ((filter&FILTER_BY_UNIT_NONE)!=0) #define IS_UNIT_PERCENT(filter) ((filter&FILTER_BY_UNIT_PERCENT)!=0) #define IS_UNIT_CURRENCY(filter) ((filter&FILTER_BY_UNIT_CURRENCY)!=0) #define IS_UNIT_HOUR(filter) ((filter&FILTER_BY_UNIT_HOUR)!=0) #define IS_UNIT_JOB(filter) ((filter&FILTER_BY_UNIT_JOB)!=0) #define IS_UNIT_RIG(filter) ((filter&FILTER_BY_UNIT_RIG)!=0) #define IS_UNIT_USD(filter) ((filter&FILTER_BY_UNIT_USD)!=0) #define IS_UNIT_PEOPLE(filter) ((filter&FILTER_BY_UNIT_PEOPLE)!=0) #define IS_UNIT_MORTGAGE(filter) ((filter&FILTER_BY_UNIT_MORTGAGE)!=0) #define IS_UNIT_VOTE(filter) ((filter&FILTER_BY_UNIT_VOTE)!=0) #define IS_UNIT_BARREL(filter) ((filter&FILTER_BY_UNIT_BARREL)!=0) #define IS_UNIT_CUBICFEET(filter) ((filter&FILTER_BY_UNIT_CUBICFEET)!=0) #define IS_UNIT_POSITION(filter) ((filter&FILTER_BY_UNIT_POSITION)!=0) #define IS_UNIT_BUILDING(filter) ((filter&FILTER_BY_UNIT_BUILDING)!=0) //--- multiplier #define IS_MULTIPLIER_NONE(filter) ((filter&FILTER_BY_MULTIPLIER_NONE)!=0) #define IS_MULTIPLIER_THOUSANDS(filter) ((filter&FILTER_BY_MULTIPLIER_THOUSANDS)!=0) #define IS_MULTIPLIER_MILLIONS(filter) ((filter&FILTER_BY_MULTIPLIER_MILLIONS)!=0) #define IS_MULTIPLIER_BILLIONS(filter) ((filter&FILTER_BY_MULTIPLIER_BILLIONS)!=0) #define IS_MULTIPLIER_TRILLIONS(filter) ((filter&FILTER_BY_MULTIPLIER_TRILLIONS)!=0) //--- time mode #define IS_TIMEMODE_DATETIME(filter) ((filter&FILTER_BY_TIMEMODE_DATETIME)!=0) #define IS_TIMEMODE_DATE(filter) ((filter&FILTER_BY_TIMEMODE_DATE)!=0) #define IS_TIMEMODE_NOTIME(filter) ((filter&FILTER_BY_TIMEMODE_NOTIME)!=0) #define IS_TIMEMODE_TENTATIVE(filter) ((filter&FILTER_BY_TIMEMODE_TENTATIVE)!=0)
Let's have a look at the test example - Test_filter_events.mq5 script. First, the calendar object is created for the specified EUR currency.
Next, in the block 1, select all events related to EUR having "Unemployment" in their names. There are 33 events of this type. Event names are sent to the dynamic array of string type variables.
In the block 2, do the same, while filling in the MqlCalendarEvent type array.
//+------------------------------------------------------------------+ //| Script program start function | //+------------------------------------------------------------------+ void OnStart() { CiCalendarInfo event_calendar_info; if(event_calendar_info.Init("EUR")) { //--- 1) get events by name (CArrayString) CArrayString events_arr; string ev_name = "Unemployment"; if(event_calendar_info.GetEventsByName(events_arr, ev_name)) { int events_num = events_arr.Total(); if(events_num > 0) { ::Print("\n---== CArrayString list ==---"); ::PrintFormat(" Events list consists of %d events.", events_num); ::PrintFormat(" First event: %s", events_arr.At(0)); ::PrintFormat(" Last event: %s", events_arr.At(events_num - 1)); } } //--- 2) get events by name (MqlCalendarEvent) MqlCalendarEvent events[]; if(event_calendar_info.GetEventsByName(events, ev_name)) { int events_num = ::ArraySize(events); if(events_num > 0) { ::Print("\n---== MqlCalendarEvent array ==---"); ::PrintFormat(" Events array consists of %d events.", events_num); ::PrintFormat(" First event: %s", events[0].name); ::PrintFormat(" Last event: %s", events[events_num - 1].name); } } //--- 3) filter events MqlCalendarEvent filtered_events[]; int indices[2]; indices[0] = 0; string events_str[2]; events_str[0] = "First"; events_str[1] = "Last"; ulong filter = 0; filter |= FILTER_BY_IMPORTANCE_HIGH; if(event_calendar_info.FilterEvents(filtered_events, events, filter)) { int f_events_num = ::ArraySize(filtered_events); ::Print("\n---== Filtered events array ==---"); ::Print(" Filtered by: importance high"); ::PrintFormat(" Events array consists of %d events.", ::ArraySize(filtered_events)); if(f_events_num > 0) { indices[1] = f_events_num - 1; for(int ind = 0; ind <::ArraySize(indices); ind++) { MqlCalendarEvent curr_event = filtered_events[indices[ind]]; ::PrintFormat(" \n%s event:", events_str[ind]); event_calendar_info.PrintEventDescription(curr_event); } } ::ArrayFree(filtered_events); filter ^= FILTER_BY_IMPORTANCE_HIGH; } filter |= FILTER_BY_IMPORTANCE_MODERATE; if(event_calendar_info.FilterEvents(filtered_events, events, filter)) { int f_events_num = ::ArraySize(filtered_events); ::Print("\n---== Filtered events array ==---"); ::Print(" Filtered by: importance medium"); ::PrintFormat(" Events array consists of %d events.", ::ArraySize(filtered_events)); if(f_events_num > 0) { indices[1] = f_events_num - 1; for(int ind = 0; ind <::ArraySize(indices); ind++) { MqlCalendarEvent curr_event = filtered_events[indices[ind]]; ::PrintFormat(" \n%s event:", events_str[ind]); event_calendar_info.PrintEventDescription(curr_event); } } ::ArrayFree(filtered_events); filter ^= FILTER_BY_IMPORTANCE_MODERATE; } filter |= FILTER_BY_IMPORTANCE_LOW; if(event_calendar_info.FilterEvents(filtered_events, events, filter)) { int f_events_num = ::ArraySize(filtered_events); ::Print("\n---== Filtered events array ==---"); ::Print(" Filtered by: importance low"); ::PrintFormat(" Events array consists of %d events.", ::ArraySize(filtered_events)); if(f_events_num > 0) { indices[1] = f_events_num - 1; for(int ind = 0; ind <::ArraySize(indices); ind++) { MqlCalendarEvent curr_event = filtered_events[indices[ind]]; ::PrintFormat(" \n%s event:", events_str[ind]); event_calendar_info.PrintEventDescription(curr_event); } } ::ArrayFree(filtered_events); filter ^= FILTER_BY_IMPORTANCE_LOW; } filter |= FILTER_BY_IMPORTANCE_NONE; if(event_calendar_info.FilterEvents(filtered_events, events, filter)) { int f_events_num = ::ArraySize(filtered_events); ::Print("\n---== Filtered events array ==---"); ::Print(" Filtered by: importance none"); ::PrintFormat(" Events array consists of %d events.", ::ArraySize(filtered_events)); if(f_events_num > 0) { indices[1] = f_events_num - 1; for(int ind = 0; ind <::ArraySize(indices); ind++) { MqlCalendarEvent curr_event = filtered_events[indices[ind]]; ::PrintFormat(" \n%s event:", events_str[ind]); event_calendar_info.PrintEventDescription(curr_event); } } } } } //+------------------------------------------------------------------+
In the block 3, sort out the events by their importance. First, let's see how many of the thirty-three events selected earlier by name are important. It turns out, none of them are. 27 events are of medium importance, 6 events are of low importance . Besides, there are 0 events with unspecified importance level.
The journal looks as follows:
JL 0 13:18:48.419 Test_filter_events (USDCAD,H1) FM 0 13:18:48.421 Test_filter_events (USDCAD,H1) ---== New Calendar Info object ==--- JP 0 13:18:48.421 Test_filter_events (USDCAD,H1) Currency: EUR CE 0 13:18:48.630 Test_filter_events (USDCAD,H1) EL 0 13:18:48.631 Test_filter_events (USDCAD,H1) ---== CArrayString list ==--- IF 0 13:18:48.631 Test_filter_events (USDCAD,H1) Events list consists of 33 events. MQ 0 13:18:48.631 Test_filter_events (USDCAD,H1) First event: Unemployment Rate RK 0 13:18:48.631 Test_filter_events (USDCAD,H1) Last event: NAV Unemployment Change HF 0 13:18:48.635 Test_filter_events (USDCAD,H1) OR 0 13:18:48.635 Test_filter_events (USDCAD,H1) ---== MqlCalendarEvent array ==--- JH 0 13:18:48.635 Test_filter_events (USDCAD,H1) Events array consists of 33 events. ER 0 13:18:48.635 Test_filter_events (USDCAD,H1) First event: Unemployment Rate JM 0 13:18:48.635 Test_filter_events (USDCAD,H1) Last event: NAV Unemployment Change DH 0 13:18:48.635 Test_filter_events (USDCAD,H1) CR 0 13:18:48.635 Test_filter_events (USDCAD,H1) ---== Filtered events array ==--- HH 0 13:18:48.635 Test_filter_events (USDCAD,H1) Filtered by: importance high DO 0 13:18:48.635 Test_filter_events (USDCAD,H1) Events array consists of 0 events. CN 0 13:18:48.636 Test_filter_events (USDCAD,H1) PI 0 13:18:48.636 Test_filter_events (USDCAD,H1) ---== Filtered events array ==--- NO 0 13:18:48.636 Test_filter_events (USDCAD,H1) Filtered by: importance medium PE 0 13:18:48.636 Test_filter_events (USDCAD,H1) Events array consists of 27 events. KG 0 13:18:48.636 Test_filter_events (USDCAD,H1) KI 0 13:18:48.636 Test_filter_events (USDCAD,H1) First event: IS 0 13:18:48.636 Test_filter_events (USDCAD,H1) EJ 0 13:18:48.636 Test_filter_events (USDCAD,H1) ---== Event description ==--- JF 0 13:18:48.636 Test_filter_events (USDCAD,H1) Id: 999030020 DP 0 13:18:48.636 Test_filter_events (USDCAD,H1) Type: Indicator KJ 0 13:18:48.636 Test_filter_events (USDCAD,H1) Sector: Labor market JM 0 13:18:48.636 Test_filter_events (USDCAD,H1) Frequency: Monthly QJ 0 13:18:48.636 Test_filter_events (USDCAD,H1) Time mode: Exact time CN 0 13:18:48.636 Test_filter_events (USDCAD,H1) Country id: 999 KK 0 13:18:48.636 Test_filter_events (USDCAD,H1) Unit: Percentage JP 0 13:18:48.636 Test_filter_events (USDCAD,H1) Importance: Moderate JH 0 13:18:48.636 Test_filter_events (USDCAD,H1) Multiplier: None JF 0 13:18:48.636 Test_filter_events (USDCAD,H1) Digits: 1 PL 0 13:18:48.636 Test_filter_events (USDCAD,H1) Source URL: https://ec.europa.eu/eurostat NH 0 13:18:48.636 Test_filter_events (USDCAD,H1) Event code: unemployment-rate MQ 0 13:18:48.636 Test_filter_events (USDCAD,H1) Name: Unemployment Rate GI 0 13:18:48.636 Test_filter_events (USDCAD,H1) OO 0 13:18:48.636 Test_filter_events (USDCAD,H1) Last event: OJ 0 13:18:48.636 Test_filter_events (USDCAD,H1) OP 0 13:18:48.636 Test_filter_events (USDCAD,H1) ---== Event description ==--- QH 0 13:18:48.636 Test_filter_events (USDCAD,H1) Id: 578040001 NO 0 13:18:48.636 Test_filter_events (USDCAD,H1) Type: Indicator ID 0 13:18:48.636 Test_filter_events (USDCAD,H1) Sector: Labor market DF 0 13:18:48.636 Test_filter_events (USDCAD,H1) Frequency: Monthly KS 0 13:18:48.636 Test_filter_events (USDCAD,H1) Time mode: Exact time LI 0 13:18:48.636 Test_filter_events (USDCAD,H1) Country id: 578 QR 0 13:18:48.636 Test_filter_events (USDCAD,H1) Unit: Percentage LJ 0 13:18:48.636 Test_filter_events (USDCAD,H1) Importance: Moderate DQ 0 13:18:48.636 Test_filter_events (USDCAD,H1) Multiplier: None LH 0 13:18:48.636 Test_filter_events (USDCAD,H1) Digits: 1 IS 0 13:18:48.636 Test_filter_events (USDCAD,H1) Source URL: https://www.nav.no/en/Home EQ 0 13:18:48.636 Test_filter_events (USDCAD,H1) Event code: nav-unemployment-rate-nsa PJ 0 13:18:48.636 Test_filter_events (USDCAD,H1) Name: NAV Unemployment Rate n.s.a. ED 0 13:18:48.636 Test_filter_events (USDCAD,H1) FF 0 13:18:48.636 Test_filter_events (USDCAD,H1) ---== Filtered events array ==--- PK 0 13:18:48.637 Test_filter_events (USDCAD,H1) Filtered by: importance low JS 0 13:18:48.637 Test_filter_events (USDCAD,H1) Events array consists of 6 events. FH 0 13:18:48.637 Test_filter_events (USDCAD,H1) FS 0 13:18:48.637 Test_filter_events (USDCAD,H1) First event: LI 0 13:18:48.637 Test_filter_events (USDCAD,H1) LO 0 13:18:48.637 Test_filter_events (USDCAD,H1) ---== Event description ==--- EK 0 13:18:48.637 Test_filter_events (USDCAD,H1) Id: 276060003 IM 0 13:18:48.637 Test_filter_events (USDCAD,H1) Type: Indicator FE 0 13:18:48.637 Test_filter_events (USDCAD,H1) Sector: Labor market OP 0 13:18:48.637 Test_filter_events (USDCAD,H1) Frequency: Monthly HQ 0 13:18:48.637 Test_filter_events (USDCAD,H1) Time mode: Exact time HH 0 13:18:48.637 Test_filter_events (USDCAD,H1) Country id: 276 KM 0 13:18:48.637 Test_filter_events (USDCAD,H1) Unit: People DJ 0 13:18:48.637 Test_filter_events (USDCAD,H1) Importance: Low RM 0 13:18:48.637 Test_filter_events (USDCAD,H1) Multiplier: Millions KJ 0 13:18:48.637 Test_filter_events (USDCAD,H1) Digits: 3 LS 0 13:18:48.637 Test_filter_events (USDCAD,H1) Source URL: https://www.arbeitsagentur.de/en/welcome MN 0 13:18:48.637 Test_filter_events (USDCAD,H1) Event code: unemployment-nsa ND 0 13:18:48.637 Test_filter_events (USDCAD,H1) Name: Unemployment n.s.a. LP 0 13:18:48.637 Test_filter_events (USDCAD,H1) LE 0 13:18:48.637 Test_filter_events (USDCAD,H1) Last event: DP 0 13:18:48.637 Test_filter_events (USDCAD,H1) DG 0 13:18:48.637 Test_filter_events (USDCAD,H1) ---== Event description ==--- CS 0 13:18:48.637 Test_filter_events (USDCAD,H1) Id: 578040002 QE 0 13:18:48.637 Test_filter_events (USDCAD,H1) Type: Indicator NM 0 13:18:48.637 Test_filter_events (USDCAD,H1) Sector: Labor market GH 0 13:18:48.637 Test_filter_events (USDCAD,H1) Frequency: Monthly PI 0 13:18:48.637 Test_filter_events (USDCAD,H1) Time mode: Exact time GS 0 13:18:48.637 Test_filter_events (USDCAD,H1) Country id: 578 CE 0 13:18:48.637 Test_filter_events (USDCAD,H1) Unit: People LS 0 13:18:48.637 Test_filter_events (USDCAD,H1) Importance: Low HJ 0 13:18:48.637 Test_filter_events (USDCAD,H1) Multiplier: Thousands QR 0 13:18:48.637 Test_filter_events (USDCAD,H1) Digits: 3 NI 0 13:18:48.637 Test_filter_events (USDCAD,H1) Source URL: https://www.nav.no/en/Home MQ 0 13:18:48.637 Test_filter_events (USDCAD,H1) Event code: nav-unemployment-change ES 0 13:18:48.637 Test_filter_events (USDCAD,H1) Name: NAV Unemployment Change PI 0 13:18:48.637 Test_filter_events (USDCAD,H1) CS 0 13:18:48.637 Test_filter_events (USDCAD,H1) ---== Filtered events array ==--- DK 0 13:18:48.637 Test_filter_events (USDCAD,H1) Filtered by: importance none DH 0 13:18:48.637 Test_filter_events (USDCAD,H1) Events array consists of 0 events.
As I have already said, there are 49 criteria for selecting events. They can be combined or used separately.
3. Non-commercial net positions indicator
The economic calendar features many different events. I have chosen one of the most notable events - the weekly report of the Commodity Futures Trading Commission showing the difference between the total volume of long and short positions.
Let's create an indicator displaying data on a selected commodity asset in a separate window of the chart.
There are 11 such assets. Create the following enumeration:
//+------------------------------------------------------------------+ //| CFTC Non-Commercial Net Positions | //+------------------------------------------------------------------+ enum ENUM_NON_COM_NET_POSITIONS { NON_COM_NET_POSITIONS_COPPER = 0, // Copper NON_COM_NET_POSITIONS_SILVER = 1, // Silver NON_COM_NET_POSITIONS_GOLD = 2, // Gold NON_COM_NET_POSITIONS_CRUDE_OIL = 3, // Crude oil NON_COM_NET_POSITIONS_SP_500 = 4, // S&P 500 NON_COM_NET_POSITIONS_AlUMINIUM = 5, // Aluminium NON_COM_NET_POSITIONS_CORN = 6, // Corn NON_COM_NET_POSITIONS_NGAS = 7, // Natural gas NON_COM_NET_POSITIONS_SOYBEANS = 8, // Soybeans NON_COM_NET_POSITIONS_WHEAT = 9, // Wheat NON_COM_NET_POSITIONS_NASDAQ_100 = 10, // Nasdaq 100 };
The indicator is to display previous values and detect new ones. For the first task, I decided to use the following code block in the OnCalculate() handler:
//--- first call if(prev_calculated == 0) { //--- initialize buffer ::ArrayInitialize(gBuffer, EMPTY_VALUE); //--- 1) collect all events by country ulong country_id = 840; // US if(gPtrEventsInfo.Init(NULL, country_id)) { MqlCalendarEvent events[]; if(gPtrEventsInfo.EventsByCountryDescription(events, false)) { string event_code_substr = GetEventCodeSubstring(); if(event_code_substr != NULL) for(int ev_idx = 0; ev_idx <::ArraySize(events); ev_idx++) { MqlCalendarEvent curr_event = events[ev_idx]; if(::StringFind(curr_event.event_code, event_code_substr) > -1) { //--- 2) collect all values by event id if(gPtrValuesInfo.Init(NULL, WRONG_VALUE, curr_event.id)) { SiTimeSeries net_positions_ts; if(gPtrValuesInfo.ValueHistorySelectByEvent(net_positions_ts, 0)) { string net_positions_name; SiTsObservation ts_observations[]; if(net_positions_ts.GetSeries(ts_observations, net_positions_name)) { //--- consider only past observations int new_size = 0; for(int obs_idx =::ArraySize(ts_observations) - 1; obs_idx >= 0; obs_idx--) { if(ts_observations[obs_idx].val != EMPTY_VALUE) break; new_size = obs_idx; } if(new_size > 0) ::ArrayResize(ts_observations, new_size); //--- find the starting date datetime start_dtime, ts_start_dtime; start_dtime = time[0]; ts_start_dtime = ts_observations[0].time; if(ts_start_dtime > start_dtime) start_dtime = ts_start_dtime; ::IndicatorSetString(INDICATOR_SHORTNAME, net_positions_name); ::IndicatorSetInteger(INDICATOR_DIGITS, 1); //--- int start_bar_idx =::iBarShift(_Symbol, _Period, ts_start_dtime); if(start_bar_idx > -1) { start_bar_idx = rates_total - start_bar_idx; uint observations_cnt = 0; SiTsObservation curr_observation = ts_observations[observations_cnt]; uint ts_size = ::ArraySize(ts_observations); for(int bar = start_bar_idx; bar < rates_total; bar++) { if((observations_cnt + 1) < ts_size) { SiTsObservation next_observation = ts_observations[observations_cnt + 1]; if(time[bar] >= next_observation.time) { curr_observation = next_observation; gLastValueDate = curr_observation.time; gLastValue = curr_observation.val; observations_cnt++; } } gBuffer[bar] = curr_observation.val; } //--- just to get a change id MqlCalendarValue values[]; gPtrValuesInfo.ValueLastSelectByEvent(gChangeId, values); } } } } break; } } } } }
Initialize the first calendar object in the block. I will indicate only a country ID — USA. Next, select all country events and detect the necessary asset by an event code set in the input variable. After that, initialize the second calendar object and request history. Next, fill in the indicator buffer.
The second block is to detect a new value in the OnCalculate() handler:
MqlCalendarValue values[]; if(gPtrValuesInfo.ValueLastSelectByEvent(gChangeId, values) > 0) if(values[0].time > gLastValueDate) { gLastValueDate = values[0].time; gLastValue = values[0].GetActualValue(); //--- to log if(InpTpLog) { ::Print("\n---== New event value ==---"); ::PrintFormat(" Time: %s", ::TimeToString(gLastValueDate)); datetime server_time =::TimeTradeServer(); ::PrintFormat(" Release time: %s", ::TimeToString(server_time)); ::PrintFormat(" Actual value: %0.1f", gLastValue); } } //--- if a new bar if(rates_total > prev_calculated) for(int bar = prev_calculated; bar < rates_total; bar++) gBuffer[bar] = gLastValue;
The result should be similar to the following image (Fig. 3).
Fig. 3. CFTC S&P 500 Non-Commercial Net Positions
In the indicator code, we can see that the calendar objects are created dynamically due to reinitialization of global variables in indicators.
Conclusion
In this article, I have created the calendar object class — the class for a simplified access to the calendar properties and receiving event values. The calendar database is quite extensive and allows analyzing important economic events without resorting to third-party resources.
The archive contains the source code used in the article. On my PC, all files and folders are located in %MQL5\Shared Projects\Testing\Calendar. If you locate the sources differently, pay attention to the correct inclusion of the CalendarInfo.mqh header file using the #include directive.
Translated from Russian by MetaQuotes Ltd.
Original article: https://www.mql5.com/ru/articles/9874
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After a long hiatus we finally have the genius calendar events module !!!!!!!
Can you graciously demonstrate again?
Example: UK's GDP (Gross Domestic Product) or Canada's (Consumer Sentiment Index)
I understand how to get the currency 、country_id、event ID ....
but It seems a bit difficult to rewrite based on Non-commercial net positions indicator
Can you graciously demonstrate again?
Thanks
is there any way, we can backtest using old news?
I think, there should be a way )) The task is to create a database before backtesting the news...
Hi Denis,
That's a really interesting article. I'm about to add some code to my EA for trade blocking based on news. On the economic calendar page of mql5.com there is a 90 day max range for viewing past data. Is that limit the same for MQL5 economic calendar API commands? I too am looking at backtesting.
Thanks