Need script to export daily OHLC built from only few hours in a day
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Thread: Need script to export daily OHLC built from only few hours in a day

  1. #1
    Hello,

    I want to export OHLC data for daily candles for a currency. I can do this right now, but they are built from the whole 24 hour day. Rather, I need the daily candle to constructed off of just a few hours I am interested in. By way of example, I want my daily candle to be constructed on the London and NY trading hours only.

    I am sure you will find scripts to show the candles around the chart, but I am very interested in EXPORTING the data to excel to perform analytics.

    Does anyone have a tool or proposal on how to do this?

    Thanks,
    Matt

  2. #2
    Quote Originally Posted by ;
    Hello,

    I wish to export OHLC data for daily candles for a currency. I can do that right now, but they are built from the entire 24 hour day. Instead, I want the daily candle to constructed off of just a few hours I'm curious about. For example, I want my daily candle to be constructed on the London and NY trading hours only.

    I am sure you will find scripts to show the candles around the chart, but I am very interested in EXPORTING the data to excel to do analytics.

    Does anybody have a tool or suggestion on how best to do this?

    Thanks,
    Matt
    The very first and final candles in your time range give you the open and shut values ... for your High and the Low you will need the maximum pub and the lowest pub and use their High and Low... http://docs.mql4.com/series/iHighest and http://docs.mql4.com/series/iLowest will help you. Then it is possible to export your data to a CSV file and use the CSV in Excel.

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