Precision Data Extractor ATR

Introducing the Precision Data Extractor: ATR, an MQL5 utility crafted for traders, analysts and quants who need accurate historical data to build robust datasets. This tool lets you selectively pull historical price and indicator data— Average True Range (ATR)—from multiple timeframes and periods, then stores it in a CSV format, making it easy to feed into machine learning models, trading algorithms, or in-depth market analyses. Compatible with Forex, Stocks, and Commodities, this utility is the perfect companion for those aiming to refine their strategies and insights with precision.

 

Key Features:

  • Historical Data Access: 
    • Know the earliest available date to avoid any early lookups.
  • Detailed Data Extraction Controls: 
    • Set your desired time(yyyy.MM.dd hh.mm) and bar quantity for extraction, up to 150 bars per request. (subject to increase/decrease depending on market conditions)
  • Customizable Data Selection: 
    • Tailor your dataset by selecting price data options like Open, Close, High, Low,  sentiment metrics(Can also be used as notes), Tick Volume
    • Multiple Timeframe & Periods: 
      • Compare Multiple Timeframes and Periods alongside each of the desired Applied prices. (Current Limits - Timeframes: 10 Periods: 15[Subject to Change])
        • "PERIOD_M1","PERIOD_M2","PERIOD_M3","PERIOD_M4","PERIOD_M5","PERIOD_M6",
        • "PERIOD_M10","PERIOD_M15","PERIOD_M20","PERIOD_M30","PERIOD_H1","PERIOD_H2",
        • "PERIOD_H3","PERIOD_H4", "PERIOD_H6","PERIOD_H8","PERIOD_H12","PERIOD_D1"
    • Deeper Decimals: 
      • Adjust the decimal count for even more control over your data.
    • Versatility Across Assets: 
      • The tool supports data extraction from Forex, Stocks, and Commodities, provided historical data is accessible.
    • Dataset Durability Check:  
      • If you happen to change the settings and don't change your file name, the system will ask you if you would like to change it or if you would let to system add an extension to the end.
    • Quick Save: 
      • Once you've submitted into a file, you can select the quick save function to avoid the constant popup asking approval to save.
    • Pick Up from where you left off: 
      • If your file name and settings are the same, you can continue building your datasets whenever you'd like. 
    • ATR Application for Analysis: 
      • The data from Precision Data Extractor: ATR helps traders evaluate potential price fluctuations, set informed stop-loss levels, and optimize position sizing based on current market conditions.  

     

    Ideal for Multiple Users: From machine learning novices to industry experts, the Precision Data Extractor: ATR helps you create datasets tailored to a broad range of applications, whether you're building predictive models, fine-tuning trading algorithms, or conducting comprehensive market analysis.

    Collaboration Opportunity: I welcome collaborations for custom indicator integrations. If you’re interested in adding specific indicators to enhance your datasets, I offer flexible pricing and a collaborative approach to bringing your ideas to life.

    Pricing Notice: Prices are subject to change based on market demand. The Precision Data Extractor: ATR provides unparalleled insight and flexibility for traders seeking to elevate their data analysis capabilities.


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