Historical analysis of the existence of loopholes and gaps - MetaTrader 4 script | Trading script download - MT4/MT5 resources
The History_data_analysis_v3 script checks the history for missing columns, determines the size of holes, gaps and lists them. The original article can be found here: Historical Data Analysis .
This release changes the output file format to *.csv and implements heavily modified output. Now, when you open a file containing the results of a script operation using MS Excel, you have a ready-made table for machine evaluation. In principle, summary output can be disabled. Analyzing data in Excel is easier and more convenient, it has more features such as automatic data filtering.
The script is able to receive data not only from charts, but also directly from hst files, which is useful when e.g. building history from fragments (running one hst file through the script, then a second, a third, bringing them into a table to see which holes can be "patched").
Parameter list:
| input from file | Boolean value | true - analyze hst file, false - analyze chart; |
| Enter file name | String | Enter the name of the file. It must have a .hst extension. Ignored if chart input is selected; |
| Historical input files | Boolean value | true - Terminal for input files in the current history folder (terminal folder\history\server name ). false - input files \\experts\files folder. Ignored if chart input is selected; |
| bar_ingnore | Boolean value | true - Enables filtering by minimum pore size. Holes with dimensions smaller than the specified value will not be considered holes. false - any missing bars will be treated as holes; |
| smallest hole | integer | Consider the minimum number of holes in a hole. Ignored if filter is disabled; |
| break up time | integer | Consider hole clearance criteria. Allows splitting the summary into two parts - by hole (hole_min - Breakup_min) and by gap (>=breakup_min). It must be greater than or equal to hole_min. If equal to hole_min, each hole is considered a gap; |
| gaps ignored | Boolean value | true - enables filtering by minimum gap of vulnerabilities, false - vulnerabilities even with zero price gap will be considered; |
| Minimum gap | integer | Minimum price gap to consider vulnerabilities. Ignored if filter is disabled; |
| Report Summary | Boolean value | true - the report will include a summary, false - no summary; |
| report form | Boolean value | true - the report will contain a table, false (not recommended: this is the main purpose of the script) - there will be no table; |
When opening directly in Excel, people who have the "," symbol set as the decimal separator in their system may see dates in fractional positions and be unable to reverse back to numbers. My system has "." so I don't really care about it. The table itself does not and cannot contain any scores.
Attachment download
📎 history_data_analysis_v3.mq4 (24.01 KB)
Source: MQL5 #7093
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