如何使MetaTrader4终端实时导出到CSV？
我刚刚完成构建算法，但现在我需要每分钟将数据从MetaTrader终端导出到CSV文件中，我的算法可以读取并运行预测 在线上有多种方法可以将MetaTrader数据实时导出到CSV文件，但我找不到任何方法可以让我在新蜡烛形成后立即导出它的开盘价 我想在一分钟内出口最后10支OHLC蜡烛和当前第11支蜡烛的开盘价。当前蜡烛的开盘价仍在形成中，尚未收盘。蜡烛一亮我就要这个的开价 有什么想法吗？我被困在这里了 更新 我添加了代码。如何使MetaTrader4终端实时导出到CSV？,csv,export-to-csv,metatrader4,metatrader5,algorithmic-trading,nanomsg,zeromq,Csv,Export To Csv,Metatrader4,Metatrader5,Algorithmic Trading,Nanomsg,Zeromq,我刚刚完成构建算法，但现在我需要每分钟将数据从MetaTrader终端导出到CSV文件中，我的算法可以读取并运行预测 在线上有多种方法可以将MetaTrader数据实时导出到CSV文件，但我找不到任何方法可以让我在新蜡烛形成后立即导出它的开盘价 我想在一分钟内出口最后10支OHLC蜡烛和当前第11支蜡烛的开盘价。当前蜡烛的开盘价仍在形成中，尚未收盘。蜡烛一亮我就要这个的开价 有什么想法吗？我被困在这里了 更新 我添加了代码。 当前代码是一个MetaTrader脚本，它获取过去10支OHLCV蜡烛
当前代码是一个MetaTrader脚本，它获取过去10支OHLCV蜡烛和我提到的第11支蜡烛。
但是，这个脚本有三个问题：
//+------------------------------------------------------------------+
#include <stdlib.mqh>
#include <stderror.mqh>
//+------------------------------------------------------------------+
//| Input Parameters Definition |
//+------------------------------------------------------------------+
extern int BarCount = 11;
extern string Pairs = "EURUSD";
extern string delimiter = ",";
//+------------------------------------------------------------------+
//| Local Parameters Definition |
//+------------------------------------------------------------------+
datetime lastExport[];
string pairs[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//------------------------------------------------------------------
Split(Pairs, pairs, ",");
//------------------------------------------------------------------
if (ArraySize(pairs) == 0 || StringTrimLeft(StringTrimRight(pairs[0])) == "")
{
Alert("Pairs are not entered correctly please check it...");
return (0);
}
//------------------------------------------------------------------
ArrayResize(lastExport, ArraySize(pairs));
ArrayInitialize(lastExport, 0);
//------------------------------------------------------------------
Comment("quote exporter is active :)");
//------------------------------------------------------------------
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//------------------------------------------------------------------
Comment("");
//------------------------------------------------------------------
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
//------------------------------------------------------------------
if (ArraySize(pairs) == 0 || StringTrimLeft(StringTrimRight(pairs[0])) == "") return (0);
//------------------------------------------------------------------
BarCount = MathMin(Bars, BarCount);
//------------------------------------------------------------------
for (int j = 0; j < ArraySize(pairs); j++)
{
if (lastExport[j] == Time[0]) continue;
lastExport[j] = Time[0];
if (StringTrimLeft(StringTrimRight(pairs[j])) == "") continue;
if (MarketInfo(pairs[j], MODE_BID) == 0) { Alert("symbol " + pairs[j] + " is not loaded"); continue; }
//------------------------------------------------------------------
string file = pairs[j] + "_" + GetTimeFrameName(0) + ".csv";
int log = FileOpen(file, FILE_CSV|FILE_WRITE, "~");
if (log < 0) { Alert("can not create/overwrite csv file " + file + "!"); continue; }
string buffer;
buffer = "Date"+delimiter+"Time"+delimiter+"Open"+delimiter+"High"+delimiter+"Low"+delimiter+"Close"+delimiter+"Volume";
FileWrite(log, buffer);
int digits = MarketInfo(pairs[j], MODE_DIGITS);
for (int i = BarCount; i >= 1; i--)
{
buffer = TimeToStr(Time[i], TIME_DATE)+delimiter+TimeToStr(Time[i], TIME_MINUTES)+delimiter+DoubleToStr(iOpen(pairs[j], 0, i), digits)+delimiter+DoubleToStr(iHigh(pairs[j], 0, i), digits)+delimiter+DoubleToStr(iLow(pairs[j], 0, i), digits)+delimiter+DoubleToStr(iClose(pairs[j], 0, i), digits)+delimiter+DoubleToStr(iVolume(pairs[j], 0, i), 0);
FileWrite(log, buffer);
}
}
//------------------------------------------------------------------
return(0);
}
//+------------------------------------------------------------------+
string GetTimeFrameName(int TimeFrame)
{
switch (TimeFrame)
{
case PERIOD_M1: return("M1");
case PERIOD_M5: return("M5");
case PERIOD_M15: return("M15");
case PERIOD_M30: return("M30");
case PERIOD_H1: return("H1");
case PERIOD_H4: return("H4");
case PERIOD_D1: return("D1");
case PERIOD_W1: return("W1");
case PERIOD_MN1: return("MN1");
case 0: return(GetTimeFrameName(Period()));
}
}
//+------------------------------------------------------------------+
void Split(string buffer, string &splitted[], string separator)
{
string value = "";
int index = 0;
ArrayResize(splitted, 0);
if (StringSubstr(buffer, StringLen(buffer) - 1) != separator) buffer = buffer + separator;
for (int i = 0; i < StringLen(buffer); i++)
if (StringSubstr(buffer, i, 1) == separator)
{
ArrayResize(splitted, index + 1);
splitted[index] = value;
index ++;
value = "";
}
else
value = value + StringSubstr(buffer, i, 1);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
#包括
#包括
//+------------------------------------------------------------------+
//|输入参数定义|
//+------------------------------------------------------------------+
外部int BarCount=11；
外部字符串对=“欧元美元”；
外部字符串分隔符=“，”；
//+------------------------------------------------------------------+
//|局部参数定义|
//+------------------------------------------------------------------+
datetime lastExport[]；
字符串对[]；
//+------------------------------------------------------------------+
//|自定义指示器初始化功能|
//+------------------------------------------------------------------+
int init（）
{
//------------------------------------------------------------------
拆分（对，对，“，”）；
//------------------------------------------------------------------
if（ArraySize（pairs）==0 | | StringTrimLeft（StringTrimRight（pairs[0]））==“”）
{
警告（“配对输入不正确，请检查…”）；
返回（0）；
}
//------------------------------------------------------------------
ArrayResize（lastExport，ArraySize（pairs））；
阵列初始化（上次导出，0）；
//------------------------------------------------------------------
注释（“报价导出器处于活动状态：）”；
//------------------------------------------------------------------
返回（0）；
}
//+------------------------------------------------------------------+
//|自定义指示器去初始化功能|
//+------------------------------------------------------------------+
去离子剂（）
{
//------------------------------------------------------------------
注释（“”）；
//------------------------------------------------------------------
返回（0）；
}
//+------------------------------------------------------------------+
//|自定义指标迭代函数|
//+------------------------------------------------------------------+
int start（）
{
//------------------------------------------------------------------
if（ArraySize（pairs）==0 | | StringTrimLeft（StringTrimRight（pairs[0]））===“”）返回（0）；
//------------------------------------------------------------------
BarCount=MathMin（条数，BarCount）；
//------------------------------------------------------------------
对于（int j=0；j=1；i--）
{
buffer=TimeToStr（Time[i]，Time\u DATE）+定界符+TimeToStr（Time[i]，Time\u MINUTES）+定界符+DoubleToStr（iOpen（pairs[j]，0，i），digits）+定界符+DoubleToStr（iLow（pairs[j]，0，i），digits）+定界符+DoubleToStr（iOpen（iOpen（pairs[j]，0，i），digits）+定界符+DoubleToStr（iVolume（pairs[j]，0，i），0）；
文件写入（日志、缓冲区）；
}
}
//------------------------------------------------------------------
返回（0）；
}
//+------------------------------------------------------------------+
字符串GetTimeFrameName（int时间段）
{
交换机（时间范围）
{
案例期间_M1：返回（“M1”）；
案例周期_M5：返回（“M5”）；
案例期间_M15：返回（“M15”）；
案例期间：返回（“M30”）；
案例期间_H1：返回（“H1”）；
案例周期_H4：返回（“H4”）；
案件期间_D1：返还（“D1”）；
案例期间：返回（“W1”）；
案例期间：返回（“MN1”）；
案例0：返回（GetTimeFrameName（Period（））；
}
}
//+------------------------------------------------------------------+
无效拆分（字符串缓冲区、字符串和拆分[]、字符串分隔符）
{
字符串值=”；
int指数=0；
ArrayResize（拆分，0）；
如果（StringSubstr（buffer，StringLen（buffer）-1）！=分隔符）buffer=缓冲区+分隔符；
对于（int i=0；i//+------------------------------------------------------------------+
#include <stdlib.mqh>
#include <stderror.mqh>
//+------------------------------------------------------------------+
extern int BarCount = 11;
extern string Pairs = "EURUSD";
extern string delimiter = ",";
datetime lastExport[];
string fileNAME[]; // USE INSTEAD OF REPETITIVE RE-ASSIGNMENTS
string pairs[];
//+------------------------------------------------------------------+
int init() {
//--------------------------------------------------------------
Split( Pairs, pairs, "," ); // REF. BELOW FOR A PROPER APPROACH
//--------------------------------------------------------------
if ( 0 == ArraySize( pairs )
|| "" == StringTrimLeft( StringTrimRight( pairs[0] ) )
){ Alert( "WARN: Pairs are not entered correctly please check it..." ); // !BLOCKS!
return( 0 );
}
//--------------------------------------------------------------
ArrayResize( lastExport, ArraySize( pairs ) );
ArrayInitialize( lastExport, 0 );
ArrayResize( fileNAME, ArraySize( pairs ) ); // POPULATE
for ( int j = 0; j < ArraySize( pairs ); j++ ) fileNAME = StringFormat( "%s_M1.CSV", pairs[j] );
//--------------------------------------------------------------
Comment( "INF: Script started. A quote exporter is active :)" );
//--------------------------------------------------------------
return( 0 );
}
//+------------------------------------------------------------------+
int deinit() { // USE OnDeinit(){...} SYNTAX WITH REASON PARAMETER
//--------------------------------------------------------------
Comment( "INF: Script will terminate." );
//--------------------------------------------------------------
return( 0 );
}
//+------------------------------------------------------------------+
int start() {
//--------------------------------------------------------------
if ( 0 == ArraySize( pairs )
|| "" == StringTrimLeft( StringTrimRight( pairs[0] ) )
) return( 0 );
//--------------------------------------------------------------
for ( int j = 0;
j < MathMin( ArraySize( pairs ), CHART_MAX - 1 );
j++ ) //--------------------------------------------------iterateOverAllListedINSTRUMENTs:
ChartOpen( pairs[j], PERIOD_M1 ); // enforce MT4 DataPumps to pre-load & collect QUOTEs
//------------------------------------------------------------------
while ( True ) { //-------------------------------------------------iterateINFINITELY:
ulong loopSTART = GetMicrosecondCount();
for ( int j = 0; j < ArraySize( pairs ); j++ ) { //---------iterateOverAllListedINSTRUMENTs:
if ( "" == StringTrimLeft( StringTrimRight( pairs[j] ) ) ) continue; // .LOOP-NEXT INSTRUMENT
else RefreshRates(); // .REFRESH MT4 DataPumps
if ( 0 == MarketInfo( pairs[j], MODE_BID ) ) { Alert( "symbol " + pairs[j] + " is not loaded" ); continue; } // .LOOP-NEXT INSTRUMENT // !BLOCKS!
if ( lastExport[j] == iTime( pairs[j], PERIOD_CURRENT, 0 ) ) continue; // .LOOP-NEXT INSTRUMENT
else lastExport[j] = iTime( pairs[j], PERIOD_CURRENT, 0 );
int digits = MarketInfo( pairs[j], MODE_DIGITS );
//----------------------------------------------------
int logFH = FileOpen( fileNAME[j], FILE_CSV|FILE_WRITE, delimiter );
if ( logFH == INVALID_HANDLE ) { Alert( StringFormat( "INF: Can not create / overwrite csv file(%s)! Errno(%d)", fileNAME[j], GetLastError() ) ); continue; } // !BLOCKS!
//----------------------------------------------------fileIO RTO:
FileWrite( logFH, "Date", "Time", "Open", "High", "Low", "Close", "Volume" );
for ( int i = MathMin( BarCount, iBars( pairs[j], PERIOD_CURRENT ) ); i >= 1; i-- )
FileWrite( logFH, TimeToStr( iTime( pairs[j], PERIOD_CURRENT, i ), TIME_DATE ),
TimeToStr( iTime( pairs[j], PERIOD_CURRENT, i ), TIME_MINUTES ),
DoubleToStr( iOpen( pairs[j], PERIOD_CURRENT, i ), digits ),
DoubleToStr( iHigh( pairs[j], PERIOD_CURRENT, i ), digits ),
DoubleToStr( iLow( pairs[j], PERIOD_CURRENT, i ), digits ),
DoubleToStr( iClose( pairs[j], PERIOD_CURRENT, i ), digits ),
DoubleToStr( iVolume( pairs[j], PERIOD_CURRENT, i ), 0 )
);
//----------------------------------------------------fileIO DONE
FileClose( logFH );// @ a cost ~ 15-18 [ms]
}
//----------------------------------------------------------loopIO DONE
Comment( StringFormat( "INF: Last loopIO-TAT took %d [us]. Will sleep past aNewBarEVENT( M1 )... ~ %s ( + %d [s] )",
GetMicrosecondCount()-loopSTART,
TimeToStr( TimeLocal(), TIME_MINUTES ),
( 60 - MathMod( TimeLocal(), 60 ) )
)
);
Sleep( 250 + 1000 * ( 60 - MathMod( TimeLocal(), 60 ) ) );
//----------------------------------------------------------loopWAIT past aNewBarEVENT
}
//------------------------------------------------------------------
return( 0 );
}
//+------------------------------------------------------------------+
string GetTimeFrameName( int TimeFrame ) {
switch( TimeFrame ) { case PERIOD_M1: return( "M1" );
case PERIOD_M5: return( "M5" );
case PERIOD_M15: return( "M15" );
case PERIOD_M30: return( "M30" );
case PERIOD_H1: return( "H1" );
case PERIOD_H4: return( "H4" );
case PERIOD_D1: return( "D1" );
case PERIOD_W1: return( "W1" );
case PERIOD_MN1: return( "MN1" );
case 0: return( GetTimeFrameName( Period() ) );
}
}
//+------------------------------------------------------------------+
void Split( string buffer, string &splitted[], string separator ) {
string value = "";
int index = 0;
ArrayResize( splitted, 0 );
if ( StringSubstr( buffer, StringLen( buffer ) - 1 ) != separator ) buffer = buffer + separator;
for ( int i = 0;
i < StringLen( buffer );
i++ )
if ( StringSubstr( buffer, i, 1 ) == separator // a case, when (string) buffer[i] is actually a next (string) separator
|| StringLen( buffer ) == i // a case, when (string) buffer does not end with a (string) separator
){ //----------------------------------------------// ONCE A MANUAL FIX ENABLED TO PARSE A SINGLE-INSTRUMENT (string) buffer:
ArrayResize( splitted, index + 1 );
splitted[index] = StringTrimLeft( StringTrimRight( value ) );
index++;
value = "";
}
else
value = value + StringSubstr( buffer, i, 1 );
/* **************************************************************** WORTH READING THE DOCUMENTATION:
USING A BUILT-IN FUNCTION WOULD BE MUCH SIMPLER AND SAFER:
>
> int StringSplit( const string string_value, // A string to search in
> const ushort separator, // A separator using which substrings will be searched
> string &result[] // An array passed by reference to get the found substrings
> );
int SplitINSTRUMENTs( string buffer, string &splitted[], string separator ){
return( StringSplit( buffer,
StringGetCharacter( separator ),
splitted
)
); // -------------------------------------------------WOULD LOVELY FIX THE WHOLE CIRCUS
}
*/
}
//+------------------------------------------------------------------+