GW News Filter

Features

Works in real accounts, demo, and Strategy Tester

Choose between:

• 0 = Auto (API for live/demo, CSV for Strategy Tester)
• 1 = API (MetaTrader’s built-in calendar)
• 2 = CSV (per-currency files, e.g. EUR.csv, USD.csv, ALL.csv)

Configure:

• Minimum importance (Low, Moderate, High)
• Window seconds before/after news
• Include global “ALL” events
• Separate flags for filtering entries and filtering exits
• Lightweight wrapper class for easy integration
• Diagnostic logging (levels 0–4) for testing and debugging

CSV Preparation Guide 

Each row in the CSV must contain the following 16 columns, in this exact order:

1. VALUE_ID → Unique numeric ID for the value (use any integer, e.g. `10001`)
2. EVENT_ID → Unique numeric ID for the event (e.g. `20001`)
3. TIME → Event time in `YYYY.MM.DD HH:MM:SS` format
4. PERIOD → Period string (may be left blank if not used)
5. REVISION → Integer revision number (usually `0`)
6. ACTUAL → Actual reported value (leave empty if unknown)
7. PREVIOUS → Previous reported value (leave empty if unknown)
8. REVISED_PREV → Revised previous value (leave empty if unknown)
9. FORECAST → Forecasted value (leave empty if unknown)
10. IMPACT_TYPE → Integer (0=none, 1=positive, 2=negative, 3=neutral). Can be `0` if not needed.
11. CURRENCY → Currency code (`USD`, `EUR`, `JPY`, … or `ALL`)
12. COUNTRY_CODE → Country code (`US`, `EU`, `GB`, …)
13. COUNTRY_ID → Numeric ID (can be `0` if not relevant)
14. IMPORTANCE → `LOW`, `MODERATE`, or `HIGH`
15. EVENT_CODE → Short machine-friendly identifier (`cpi`, `gdp`, `trade-balance`)
16. NAME → Human-friendly event name

//+------------------------------------------------------------------+ 
//|                                           GWNewsFilterLib.mqh    |
//|                 Public wrapper for GWNewsFilterLib.ex5 binary    |
//|                   (c) GreaterWaves - José Martínez Hernández     |
//+------------------------------------------------------------------+
//
// HOW TO USE
// 1) Copy this file to:  MQL5/Include/Greaterwaves/GWNewsFilterLib.mqh
// 2) Copy the binary to: MQL5/Libraries/GWNewsFilterLib.ex5
// 3) In your EA/Indicator:
//      #include <Greaterwaves/GWNewsFilterLib.mqh>
//
// Example:
//
//   GWNewsFilter nf;
//   if(nf.Create(_Symbol, true, false,
//                2,      // minImportance (0=None,1=Low,2=Moderate,3=High)
//                true,   // includeGlobalAll
//                900,900,// secondsBefore/After
//                3,      // diagnosticLevel (0-4)
//                0))     // forcedSource (0=Auto,1=CSV,2=API)
//   {
//      nf.SetCsvLocation("NEWS", true);   // Optional custom CSV path
//      nf.RebuildWindow();
//      if(nf.IsFilteringNow(true,false))
//         Print("Filter active on entry");
//      nf.UpdateChartCommentMinimal();
//   }
//

// ===============================================================
// IMPORTS from binary library
// ===============================================================
#import "GWNewsFilterLib.ex5"
   int  GWFilter_Create(string symbol,
                       bool filterEntry,
                       bool filterExit,
                       int  minImportance,
                       bool includeGlobalAll,
                       int  secondsBefore,
                       int  secondsAfter,
                       int  diagnosticLevel,
                       int  forcedSource);

   bool GWFilter_Destroy(int handle);
   bool GWFilter_RebuildWindow(int handle);
   bool GWFilter_IsBlockingNow(int handle, bool forEntry, bool forExit);
   int  GWFilter_GetBlockingEventsCount(int handle);
   int  GWFilter_TotalInWindow(int handle);

   bool GWFilter_GetWindowEventAt(int handle, int index,
                              long &value_id, long &event_id, datetime &time,
                              string &currency, string &country_code,
                              string &event_code, string &name, int &importance);

   bool GWFilter_SetDiagnosticLevel(int handle, int level);
   bool GWFilter_SetForcedSource  (int handle, int forcedSource);
   bool GWFilter_SetBlockFlags    (int handle, bool filterEntry, bool filterExit);

   bool GWFilter_BuildBlockingComment(int handle, string &out_comment);
   bool GWFilter_UpdateChartCommentMinimal(int handle);

   bool GWFilter_SetCsvLocation(int handle, string baseRel, bool useCommon);
#import

// ===============================================================
// Object-oriented wrapper for easier usage in EAs/Indicators
// ===============================================================
class GWNewsFilter
{
private:
   int m_h; // internal handle to binary object

public:
   GWNewsFilter(): m_h(0) {}

   // Create instance with settings
   bool Create(string symbol,
               bool filterEntry, bool filterExit,
               int   minImportance   = 2,
               bool  includeGlobalAll= true,
               int   secondsBefore   = 900,
               int   secondsAfter    = 900,
               int   diagnosticLevel = 2,
               int   forcedSource    = 0)
   {
      m_h = GWFilter_Create(symbol, filterEntry, filterExit, minImportance,
                        includeGlobalAll, secondsBefore, secondsAfter,
                        diagnosticLevel, forcedSource);
      return (m_h > 0);
   }

   // Destroy instance
   bool Destroy() { if(m_h<=0) return false; bool ok=GWFilter_Destroy(m_h); m_h=0; return ok; }

   // Refresh window of upcoming events
   bool RebuildWindow() { return (m_h>0 ? GWFilter_RebuildWindow(m_h) : false); }

   // Check if filter is active now (entry/exit)
   bool IsFilteringNow(bool forEntry, bool forExit) { return (m_h>0 ? GWFilter_IsBlockingNow(m_h, forEntry, forExit) : false); }

   // Number of filtering events currently active
   int  GetFilteringEventsCount(){ return (m_h>0 ? GWFilter_GetBlockingEventsCount(m_h) : -1); }

   // Total number of events in the current window
   int  TotalInWindow()          { return (m_h>0 ? GWFilter_TotalInWindow(m_h) : -1); }

   // Get details of an event at index
   bool GetWindowEventAt(int index,
                         long &value_id, long &event_id, datetime &time,
                         string &currency, string &country_code,
                         string &event_code, string &name, int &importance)
   {
      return (m_h>0 ? GWFilter_GetWindowEventAt(m_h, index, value_id, event_id, time,
                                            currency, country_code, event_code, name, importance)
                    : false);
   }

   // Change diagnostic log level
   bool SetDiagnosticLevel(int level){ return (m_h>0 ? GWFilter_SetDiagnosticLevel(m_h, level) : false); }

   // Force data source (Auto, CSV, API)
   bool SetForcedSource  (int forced){ return (m_h>0 ? GWFilter_SetForcedSource  (m_h, forced) : false); }

   // Enable/disable filtering for entry/exit
   bool SetFilterFlags    (bool fe, bool fx){ return (m_h>0 ? GWFilter_SetBlockFlags(m_h, fe, fx) : false); }

   // Build a minimal comment string when filter is active
   bool BuildFilteringComment(string &out_comment){ out_comment=""; return (m_h>0 ? GWFilter_BuildBlockingComment(m_h, out_comment) : false); }

   // Update chart comment automatically (only when active)
   bool UpdateChartCommentMinimal(){ return (m_h>0 ? GWFilter_UpdateChartCommentMinimal(m_h) : false); }

   // Set CSV folder location
   bool SetCsvLocation(const string baseRel, const bool useCommon=true)
   {
      return (m_h>0 ? GWFilter_SetCsvLocation(m_h, baseRel, useCommon) : false);
   }

   // Return internal handle
   int  Handle() const { return m_h; }
};

EA Example with minimal usage

// Minimal demo usage
#include <Greaterwaves/GWNewsFilterLib.mqh>

GWNewsFilter g;

int OnInit()
{
   g.Create(_Symbol, true, false, 2, true, 900, 900, 2, 0);
   g.SetCsvLocation("NEWS", true); // if using CSV
   return INIT_SUCCEEDED;
}

void OnTick()
{
   if(g.RebuildWindow())
   {
      if(g.GetFilteringEventsCount()>0)
         Print("Filter active - skip trading");
   }
}

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