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This script is designed to manage and synchronize historical price data for multiple financial instruments (like EURUSD or GBPUSD) across various timeframes. Instead of simply displaying charts, it acts as a backend processor that systematically organizes, logs, and updates market information into dedicated history files.
Core Functionality Overview
The logic follows a structured workflow: initialization, historical reconstruction, and real-time data emulation.
1. Initialization and Configuration When the script starts, it reads your specified settings—such as which currencies to track and the minimum timeframe to consider. It automatically builds a list of required timeframes based on your "minimum period" choice (e.g., if you choose 5 minutes, it prepares a sequence including 15, 30, 60 minutes, etc.). It then creates individual data files for every combination of instrument and timeframe to ensure a clean workspace.
2. Historical Data Reconstruction The script performs a "backfill" process. It starts from a designated beginning date and moves forward chronologically. During this phase, it gathers every historical price point (Open, High, Low, Close, and Volume) for the selected instruments and saves them into the history files. This ensures that any analysis performed later has access to a complete and continuous timeline of market data.
3. Timeframe Synchronization & Data Processing A key feature of this script is how it handles different timeframes simultaneously. It includes logic to "stitch" together data:
- Data Alignment: If a higher timeframe (like a 1-hour candle) needs to be calculated from smaller price movements, the script identifies the exact boundaries of those movements.
- Dynamic Calculation: It looks for the highest and lowest prices within specific periods to ensure that the summary candles on larger timeframes accurately represent the volatility of the smaller ones.
- Smart Gap Handling: It includes logic to identify "holy" days (weekends) and ensures the time progression remains consistent by skipping over non-trading days correctly.
4. Interaction with the Trading Platform The script is designed to communicate with the trading software interface. It uses a system of "Messages" to notify the platform that data has been updated or processed. By sending these commands, it ensures that the visual charts or other indicators using these history files refresh automatically as new data is calculated.
5. Real-Time Emulation The script monitors for user input and window activity to drive its "Emulation Time." As time progresses, it continuously adds new data points to the history files. It calculates the current price action in real-time, logs it, and ensures that the transition from one candle to the next is seamless across all monitored instruments and timeframes.
Summary of User Experience
For a user, this means the script works behind the scenes to ensure that your historical data is perfectly organized and consistent. It takes the heavy lifting out of aligning different timeframes—making sure that a "Daily" chart actually matches the movements of the "5-minute" charts—and writes this information into a structured format that the platform can use reliably for analysis.
//+------------------------------------------------------------------+
//| StepByStep.mq4 |
//| Viatcheslav Suvorov |
//+------------------------------------------------------------------+
#property copyright "Viatcheslav Suvorov"
#property show_inputs
#include <WinUser32.mqh>
#import "IdleLib.dll"
int GetLastKeyWP();
int IdleLibInit();
int IdleLibUnInit();
string GetActiveWndName();
#import
extern datetime startdate=0;//äàòà è âðåìÿ íà÷àëà ýìóëÿöèè
extern string instruments="EURUSD GBPUSD";//èíñòðóìåíòû ýìóëÿöèè, íàïðèìåð "EURUSD GBPUSD USDJPY"
extern string minperiod="M5";
datetime minTime;
datetime maxTime;
int LastShift[100];
int Handles[100];
int HandlesPeriod[100];
string NameOfHandles[100];
int CountHandle;
datetime EmulationTime=0;
int mytimeframe[];
void AddData(int minutes)
{
int oldTime=EmulationTime;
EmulationTime=EmulationTime+minutes*60;
bool holy=false;
if (TimeDayOfWeek(EmulationTime)==0 || TimeDayOfWeek(EmulationTime)==6){
while ((EmulationTime<maxTime) && (TimeDayOfWeek(EmulationTime)==0 || TimeDayOfWeek(EmulationTime)==6)) EmulationTime++;
EmulationTime=EmulationTime+3600;
holy=true;
}//
for (int i=1;i<=CountHandle;i++){
int shift=iBarShift(NameOfHandles[i],HandlesPeriod[i]-1,EmulationTime);
if (LastShift[i]>0) int shift1=LastShift[i]; else
shift1=iBarShift(NameOfHandles[i],HandlesPeriod[i]-1,oldTime);
if ((shift!=-1) && (shift1!=-1)){
for (int j=shift1-1;j>shift;j--){
LastShift[i]=j;
FileWriteInteger(Handles[i], iTime(NameOfHandles[i],HandlesPeriod[i]-1,j), LONG_VALUE);
FileWriteDouble(Handles[i], iOpen(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
FileWriteDouble(Handles[i], iLow(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
FileWriteDouble(Handles[i], iHigh(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
FileWriteDouble(Handles[i], iClose(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
FileWriteDouble(Handles[i], iVolume(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
}//for
// if (minutes<HandlesPeriod[i]-1){
if (HandlesPeriod[i]-1>mytimeframe[0]){
datetime timeLastBar=iTime(NameOfHandles[i],HandlesPeriod[i]-1,LastShift[i]-1);
int sh1=iBarShift(NameOfHandles[i],mytimeframe[0],timeLastBar);
int sh2=iBarShift(NameOfHandles[i],mytimeframe[0],EmulationTime)+1;
if (sh1-sh2==0) int delt=1; else delt=sh1-sh2+1;
if ((sh1<0) || (sh2<0)){
double h1=iHigh(NameOfHandles[i],HandlesPeriod[i]-1,LastShift[i]-1);
double l1=iLow(NameOfHandles[i],HandlesPeriod[i]-1,LastShift[i]-1);
} else {
h1=iHigh(NameOfHandles[i],mytimeframe[0],Highest(NameOfHandles[i],mytimeframe[0],MODE_HIGH,delt,sh2));
l1=iLow(NameOfHandles[i],mytimeframe[0],Lowest(NameOfHandles[i],mytimeframe[0],MODE_LOW,delt,sh2));
}
double o1=iOpen(NameOfHandles[i],HandlesPeriod[i]-1,LastShift[i]-1);
double c1=iClose(NameOfHandles[i],mytimeframe[0],sh2);
if ((o1>h1) || (o1<l1) || (c1>h1) || (c1<l1)) {
h1=MathMax(h1,MathMax(o1,c1));
l1=MathMin(l1,MathMin(o1,c1));
}
if (EmulationTime>=timeLastBar+HandlesPeriod[i]-1){
int LastFPos=FileTell(Handles[i]);
FileWriteInteger(Handles[i], iTime(NameOfHandles[i],HandlesPeriod[i]-1,LastShift[i]-1), LONG_VALUE);
FileWriteDouble(Handles[i], o1, DOUBLE_VALUE);
FileWriteDouble(Handles[i], l1, DOUBLE_VALUE);
FileWriteDouble(Handles[i], h1, DOUBLE_VALUE);
FileWriteDouble(Handles[i], c1, DOUBLE_VALUE);
FileWriteDouble(Handles[i],iVolume(NameOfHandles[i],HandlesPeriod[i]-1,LastShift[i]-1), DOUBLE_VALUE);
FileSeek(Handles[i],LastFPos,SEEK_SET);
}
}//if
FileFlush(Handles[i]);
int hwnd=WindowHandle("t_"+NameOfHandles[i],HandlesPeriod[i]);
if(hwnd!=0) PostMessageA(hwnd,WM_COMMAND,33324,0);
}//if
}//for
}
void BuildHistoryToDateTime()
{
if (EmulationTime==0) EmulationTime=startdate;
if (EmulationTime<minTime) EmulationTime=minTime;
if (EmulationTime>maxTime) EmulationTime=minTime;
for (int i=1;i<=CountHandle;i++){
int shift=iBarShift(NameOfHandles[i],HandlesPeriod[i]-1,EmulationTime);
if (shift!=-1) {
for (int j=iBars(NameOfHandles[i],HandlesPeriod[i]-1);j>shift;j--){
LastShift[i]=j;
FileWriteInteger(Handles[i], iTime(NameOfHandles[i],HandlesPeriod[i]-1,j), LONG_VALUE);
FileWriteDouble(Handles[i], iOpen(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
FileWriteDouble(Handles[i], iLow(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
FileWriteDouble(Handles[i], iHigh(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
FileWriteDouble(Handles[i], iClose(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
FileWriteDouble(Handles[i], iVolume(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
}//for
FileFlush(Handles[i]);
int hwnd=WindowHandle("t_"+NameOfHandles[i],HandlesPeriod[i]);
if(hwnd!=0) PostMessageA(hwnd,WM_COMMAND,33324,0);
}//if
}//for
}
void InitAllHistory()
{
int pos=0;
string curstr="";
bool sign=true;
CountHandle=0;
int i_unused[13];
ArrayInitialize(Handles,0);
ArrayInitialize(HandlesPeriod,0);
ArrayInitialize(LastShift,0);
while (sign) {
if (pos>StringLen(instruments)) sign=false; else {
int curchar=StringGetChar(instruments,pos);
if ((curchar==' ') || (pos==StringLen(instruments))) {
Print("Ðàñïîçíàë èìÿ ",curstr);
for (int i=0;i<ArraySize(mytimeframe);i++){
int modifyTF=mytimeframe[i]+1;
int ExtHandle=FileOpenHistory("t_"+curstr+modifyTF+".hst", FILE_BIN|FILE_WRITE);
if (ExtHandle>0) {
CountHandle++;
Handles[CountHandle]=ExtHandle;
HandlesPeriod[CountHandle]=modifyTF;
NameOfHandles[CountHandle]=curstr;
FileSeek(Handles[CountHandle],0,SEEK_SET);
FileWriteInteger(Handles[CountHandle], 400, LONG_VALUE);
FileWriteString(Handles[CountHandle],"(C)opyright 2003, MetaQuotes Software Corp.", 64);
FileWriteString(Handles[CountHandle], "t_"+curstr, 12);
FileWriteInteger(Handles[CountHandle], modifyTF, LONG_VALUE);
FileWriteInteger(Handles[CountHandle], MarketInfo(curstr,MODE_DIGITS), LONG_VALUE);
FileWriteInteger(Handles[CountHandle], 0, LONG_VALUE);
FileWriteInteger(Handles[CountHandle], 0, LONG_VALUE);
FileWriteArray(Handles[CountHandle], i_unused, 0, 13);
}//if
}//for
curstr="";
} else curstr=curstr+CharToStr(curchar);
}//else
pos++;
}//while
}//InitAllHistory
int start()
{
if (minperiod=="M1") {
ArrayResize(mytimeframe,8);
mytimeframe[0]=1;mytimeframe[1]=5;mytimeframe[2]=15;mytimeframe[3]=30;mytimeframe[4]=60;mytimeframe[5]=240;mytimeframe[6]=1440;mytimeframe[7]=10080;
} else if (minperiod=="M5") {
ArrayResize(mytimeframe,7);
mytimeframe[0]=5;mytimeframe[1]=15;mytimeframe[2]=30;mytimeframe[3]=60;mytimeframe[4]=240;mytimeframe[5]=1440;mytimeframe[6]=10080;
} else if (minperiod=="M15") {
ArrayResize(mytimeframe,6);
mytimeframe[0]=15;mytimeframe[1]=30;mytimeframe[2]=60;mytimeframe[3]=240;mytimeframe[4]=1440;mytimeframe[5]=10080;
} else if (minperiod=="M30") {
ArrayResize(mytimeframe,5);
mytimeframe[0]=30;mytimeframe[1]=60;mytimeframe[2]=240;mytimeframe[3]=1440;mytimeframe[4]=10080;
} else if (minperiod=="H1") {
ArrayResize(mytimeframe,4);
mytimeframe[0]=60;mytimeframe[1]=240;mytimeframe[2]=1440;mytimeframe[3]=10080;
} else if (minperiod=="H4") {
ArrayResize(mytimeframe,3);
mytimeframe[0]=240;mytimeframe[1]=1440;mytimeframe[2]=10080;
} else if (minperiod=="D1") {
ArrayResize(mytimeframe,2);
mytimeframe[0]=1440;mytimeframe[1]=10080;
} else if (minperiod=="W1") {
ArrayResize(mytimeframe,1);
mytimeframe[0]=10080;
} else {
Print("Íåïðàâèëüíûé ìèíèìàëòüíûé TF");
return(-1);
}
IdleLibInit();//èíèöèàëèçèðóåì Dll
InitAllHistory();
minTime=iTime(NameOfHandles[1],HandlesPeriod[1]-1,iBars(NameOfHandles[1],HandlesPeriod[1]-1)-1);
maxTime=iTime(NameOfHandles[1],HandlesPeriod[1]-1,0);
//Print("minTime=",TimeYear(minTime)," ",TimeMonth(minTime)," ",TimeDay(minTime));
BuildHistoryToDateTime();
bool NeedLoop=true;int tick=0;
while(NeedLoop){
int lastkey=GetLastKeyWP();
string lastwnd=GetActiveWndName();
if ((lastkey==102) && (lastwnd!="")) {
if (StringFind(lastwnd,"M10081",0)>0) AddData(10080); else
if (StringFind(lastwnd,"M1441",0)>0) AddData(1440); else
if (StringFind(lastwnd,"M241",0)>0) AddData(240); else
if (StringFind(lastwnd,"M61",0)>0) AddData(60); else
if (StringFind(lastwnd,"M31",0)>0) AddData(30); else
if (StringFind(lastwnd,"M16",0)>0) AddData(15); else
if (StringFind(lastwnd,"M6",0)>0) AddData(5); else
if (StringFind(lastwnd,"M2",0)>0) AddData(1);
if (EmulationTime>=maxTime) NeedLoop=false;
}//if
Sleep(100);
tick++;
if (tick>=20){
for (int i=1;i<=CountHandle;i++){
tick=0;
int hwnd=WindowHandle("t_"+NameOfHandles[i],HandlesPeriod[i]);
if(hwnd!=0) PostMessageA(hwnd,WM_COMMAND,33324,0);
}//for
}//if
}//while
IdleLibUnInit();
return(0);
}//start
void deinit()
{
for (int i=1;i<=CountHandle;i++){
if(Handles[i]>=0) FileClose(Handles[i]);
}
}//deinit()
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