Development of a tool to gather historical data for price movements in various pairs

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Tempo de execução 4 dias

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Hi, I need to make a tool to gather historical data. Here is how it will work.

All of these will be used as filters

CURRENCY PAIR: EURUSD, GBUSD (I CAN SELECT ANY)

FILTER1: Start time (specific to the minute) 00:35 for example
FILTER 1: TUE/FALSE


FILTER 2: End time (specific to the minute) 01:54 for example
FILTER 2: TUE/FALSE


FILTER 3: Days Selected (Monday - Friday) - The selection can be only for 1 day or monday till Thursday
FILTER 3: TUE/FALSE

 
FILTER 4: Week selected (we will count week so every year, there are 52 weeks - give options to select week from 1 to 52).. is I select week 1, that is the first week of the year, if I select from week 1 - 10, these are first 10 week of the year.. is i just select week 20, its the week 20 of the year)
FILTER 4: TUE/FALSE


FILTER 5: Months (Jan - Dec), all the months.. So if I select Jan - June, I am selecting 6 months. If I select May only, thats on that month
FILTER 5: TUE/FALSE


FLTER 6: Year: (1970 till present)
FILTER 6: TUE/FALSE

ADR: SETTINGS
PERIOD:
TIMEFRAME:

WHAT DATA I NEED TO GATHER? 
ANSWER1: Price movement in that time period and comparison with ADR 14

HOW? 
EXAMPLE 1:

FILTER 1: START TIME (10:00)
FILTER 2: END TIME (18:00)
FILTER 3: MONDAY
FILTER 4: WEEK (1-18) - assuming first quarter
FILTER 5: MONTHS (JAN - MARCH)
FILTER 6: YEAR (2010 - 2020)

So now this will give price movement from 10:00 - 18:00 on MONDAY for one quarter, jan to march in last 10 years) - 

RESULT: EURUSD 60 pips (600 points) 
DIRECTION: GREEN (GONE UP) OR RED (GONE DOWN)
ADR: 50 PIPS (LAST 14 DAYS WAS 50 PIPS)

RESULT: GBPUSDUSD 80 pips (800 points) 
DIRECTION: GREEN (GONE UP) OR RED (GONE DOWN)
ADR: 100 PIPS (LAST 14 DAYS WAS 100 PIPS)


EXAMPLE 2: (VERY IMPORTANT)

FILTER 1: START TIME (10:00)
FILTER 2: END TIME (18:00)
FILTER 3: MONDAY - WEDNESDAY
FILTER 4: WEEK (1-18) - assuming first quarter
FILTER 5: MONTHS (JAN - MARCH)
FILTER 6: YEAR (2010 - 2020)

So now this will give price movement from 10:00 - 18:00 from monday - wednesday for one quarter, jan to march in last 10 years) - 

RESULT: EURUSD 180 pips (1800 points) - since we have selected from Monday 10:00 to Wednesday 18:00) 
DIRECTION: GREEN (GONE UP) OR RED (GONE DOWN)
ADR: 50 PIPS (LAST 14 DAYS WAS 50 PIPS)

RESULT: GBPUSDUSD 240 pips (2400 points) 
DIRECTION: GREEN (GONE UP) OR RED (GONE DOWN)
ADR: 100 PIPS (LAST 14 DAYS WAS 100 PIPS)

ANSWER 2: NEED TO KNOW THE LOWEST AND HIGHEST VALUE OF THE PAIR

FILTER 1: START TIME (10:00)
FILTER 2: END TIME (18:00)
FILTER 3: MONDAY - WEDNESDAY
FILTER 4: WEEK (1-4) - 
FILTER 5: MONTHS (JAN )
FILTER 6: YEAR (2021)

So now this will give HIGHEST AND LOWESY t from 10:00 - 18:00 on MONDAY TO WEDNESDAY for jan in 2021

RESULT:
HIGHEST PRICE ON 15:00 ON TUESDAY WEEK 1
LOWEST PRICE ON 10:00 ON ONDAY WEEK 1

HIGHEST PRICE ON 18:00 ON TUESDAY WEEK 2
LOWEST PRICE ON 11:00 ON ONDAY WEEK 2

HIGHEST PRICE ON 12:00 ON TUESDAY WEEK 3
LOWEST PRICE ON 10:00 ON ONDAY WEEK 3


HIGHEST PRICE ON 13:00 ON TUESDAY WEEK 4
LOWEST PRICE ON 15:00 ON ONDAY WEEK 4

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