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DATA and PRICES to FILE 25 indicators

Script that automates the download of prices and indicator data to a text file for further analysis. Allows you to choose among 25 indicators. Also set a symbol, a time frame, a type of indicator, parameters, number of bars, an initial bar, number of decimal data and the file extension type (csv, txt , etc.).

The script adds columns with data concerning opening time, prices, volume and spread of each analyzed bar. All values are separated by ";" to process them in Excel.

Target file and its location are mentioned in the heading. Same data are specified in an alert which is activated after the script stops running. After the file is imported to Excel, it displays data according to the table below.

dataIndic_GBPJPY_ADX.csv        path=   C:\Users\Usuario\AppData\Roaming\MetaQuotes\Terminal\Common\Files
2015.04.07 20:18        GBPJPY  ADX     PERIOD_H1       PRICE_CLOSE     N bars  100                                     
Num bar OpenTime                OpenSeconds     Open    Close   High    Low     Volume  Spread  IndicValue 1    IndicValue 2    IndicValue 3
0       2015.04.01 17:00:00     1427900600      177,254 177,293 177,559 177,19  10192   31      42,18536        20,84686        15,89214
1       2015.04.01 18:00:00     1427911200      177,293 177,2   177,333 177,13  5828    33      45,05527        22,9315         59,9996
2       2015.04.01 19:00:00     1427914800      177,198 177,392 177,469 177,20  4248    32      45,63383        25,22471        10,99956


Script Parameters

  • Symbol work – symbol to download the data. Empty value – current symbol.
  • Indicator type – indicator to download the data (ATR, ADX, Bollinger Bands, CCI, MACD, Momentum, MFI, OnBalanceVolume, OsMA, RSI, STOCHASTIC, SMA, EMA, SMMA, LWMA, DEMA, TEMA, FRAMA, LRMA, HMA, TRIX, VIDYA, AMA, JMA, AFIRMA).
  • Param indicator 1, Param indicator 2, Param indicator 3 – certain parameters required by each indicator. See the table below.
  • Price applied – price type: open, close, etc.
  • Number of candles to download – number of candles to download the data.
  • Candle start download – bar to start downloading. 0 mans the current bar.
  • Number of decimal data – number of decimal places downloaded from the indicator. Prices have the same number of decimal places as a corresponding symbol does.
  • Extension file – extension of file being loaded (csv, txt, ...).
Indicator Parameter 1 Parameter 2 Parameter 3
ATR MA Period -1 -1
ADX ADX Period -1 -1
Bollinger Bands Bands Period Standard Deviation -1
CCI CCI Period -1 -1
MACD Fast МА period Slow MA period Signal Period
Momentum Momentum Period -1 -1
MFI MFI Period -1 -1
On Balance Volume -1 -1 -1
OsMA Fast МА period Slow MA period Signal Period
RSI RSI Period -1 -1
STOCHASTIC(*) K Period D Period Slowing
SMA ... TRIX MA Period -1 -1
VIDYA CMO Period Slowing factor period -1
AMA AMA Period Fast МА period Slow MA period
JMA Smoothing depth Smoothing parameter -1
AFIRMA(**) Number of delay units in the filter
LF transmission width -1

(*) It runs in SMA mode and closing prices

(**) It runs in Blackman Window approximation mode (https://www.mql5.com/en/code/603)

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