我刚刚完成了算法的构建，但现在我需要每分钟将数据从 MetaTrader 终端导出到我的算法可以读取和运行预测的 CSV 文件。
有多种在线方式可以将 MetaTrader 数据实时导出到 CSV 文件，但我找不到任何可以让我导出的方法，甚至只是新蜡烛的开盘价。
我想导出一分钟时间范围内的最后 10 支 OHLC 蜡烛以及当前第 11 支蜡烛的开盘价。当前仍在形成且尚未收盘的蜡烛的开盘价。我只需要蜡烛开始时的开盘价。
有任何想法吗？我被困在这里
更新
我添加了代码。
当前代码是一个 MetaTrader脚本，它获取过去 10 根 OHLCV 蜡烛和我提到的第 11 根蜡烛。
但是，我对这个脚本有三个问题：
- 它不允许我覆盖现有的 csv。
- 它不会实时运行并不断更新。
- 第 11 根蜡烛不是最新的（蜡烛仍在形成中）。
有什么帮助吗？
//+------------------------------------------------------------------+
#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);
}
//+------------------------------------------------------------------+
