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I need a software (Expert Adviser for mt4 or mt5 or a Standalone software maybe using AI) that scans through a currency pair (i.e. EURUSD) for past say 5 years and present me the data of price movement into analyzable form. I should have the ability to filter for outliers (i.e. fat finger or huge price moves which are not normal). I should be able to filter economic news (high impact, medium impact and low impact and speeches) out. I should also be able to filter out specific bank holidays in US or European markets (date input for filtering) to avoid irregularities in price movement.
The software is not supposed to open or close any trade. It is just for me to analyse the forex market so I can run different trading strategies or Bots based on the patter of the market at the specific time of the day. Some of the points that come to my mind are following however, the analysis power should not be limited to these. Ideally I do not want to do any work on the data to make it meaningful. The software must collect the data and present it in visually analytical format. Excel is fine.
1) Hours of the day arranged by average market range
2) Hours of the day arranged by average Candle sizes (high to low)
3) Hours of the day arranged by today’s high low breakout
4) Hours of the day arranged by previous day’s high low breakout
5) Hours of the day arranged by previous x-day's high low breakout
6) Hours of the day arranged by previous week high low breakout
7) Hours of the day arranged by previous month’s high low breakout
8) Ave Candle body size by hour, day, week (1st Jan is week 1… 52 weeks)
9) Ave Candle range by hour, day, week (1st Jan is week 1… 52 weeks)
10) Volume by hour, day, week (1st Jan is week 1… 52 weeks)
11) Days of the week vs point 1-10
12) Weeks of the month vs point 1-11
13) Months of the year vs point 1-12
14) Open to more suggestions