//=================================================================================================== // Instructions on how to use FFCal.mq4 library function to make your EA avoid trading around News // 2013-08-23 by Capella at http://worldwide-invest.org/ // Note: Each instruction is numbered, starting with 1, etc. // // 1) Copy FFCal.mq4 to /expert/indicators and compile it to ex4 // // 2) Add the following sections at the top before any declarations // -------- This import a Windows DLL-function used to fetch your timezone ---------------------- #import "kernel32.dll" int GetTimeZoneInformation (int& a0[]); #import //------------------------------------------------------------------------------------------------ // ------- This module that contains Internet-related functions used by Windows application ---------- #import "wininet.dll" #define INTERNET_FLAG_PRAGMA_NOCACHE 0x00000100 // Forces the request to be resolved by the origin server, even if a cached copy exists on the proxy. #define INTERNET_FLAG_NO_CACHE_WRITE 0x04000000 // Does not add the returned entity to the cache. #define INTERNET_FLAG_RELOAD 0x80000000 // Forces a download of the requested file, object, or directory listing from the origin server, not from the cache. int InternetOpenA (string sAgent, int lAccessType, string sProxyName = "", string sProxyBypass = "", int lFlags = 0); int InternetOpenUrlA (int hInternetSession, string sUrl, string sHeaders = "", int lHeadersLength = 0, int lFlags = 0, int lContext = 0); int InternetReadFile (int hFile, string sBuffer, int lNumBytesToRead, int& lNumberOfBytesRead[]); int InternetCloseHandle (int hInet); #import //------------------------------------------------------------------------------------------------- // 3) Add the following section of declaration at the end of your other EXTERNALs ----------------------- //----- News filter setup contains 2 news filters (Use_TSD_News_Filter) for 8 majors and (UseFFNewsFilter) for any currency --------- //extern int here and above is your other externals constants and variables... extern string I_ = "GMT Offset"; // Automatic or Manual GMT-Offset calculation extern bool Use_Auto_GMT_Offset = TRUE; // Should be set to FALSE during backtests extern int Manual_GMT_Offset = 0; // Hours your broker server is from GMT/UTC extern string I__ = "News filter for this chart";// A news filter that uses FFCal indicator to check for news for the 2 currencies on this chart extern bool Use_FF_News_Filter = FALSE; // A News filter that uses FFCal-indicator for the currencies on the current chart extern int MinsBeforeNews = 60; // How many minutes before news to wait news from any currency extern int MinsAfterNews = 30; // How many minutes after news to wait news from any currency extern int NewsImpact = 3; // News impact, where 1 = Low, 2 = Medium, 3 = High. Default = 3 extern string I___ = "8 Currency News filter"; // TSD News filter extern bool Use_TSD_News_Filter = TRUE; // News filter function News() which does NOT use FFCal at covers news for all 8 majors extern bool High_Impact = TRUE; // News have 3 impacts, Low, Medium or High extern int MinsUntilNextHighNews = 90; // How many minutes before news to wait when High News extern int MinsSincePrevHighNews = 90; // How many minutes after news to wait when High News extern bool Medium_Impact = TRUE; // News have 3 impacts, High, Medium and Low extern int MinsUntilNextMediumNews = 90; // How many minutes before news to wait when Medium News extern int MinsSincePrevMediumNews = 90; // How many minutes after news to wait when Medium News extern bool Low_Impact = FALSE; // News have 3 impacts, High, medium and Low. Low impacts are normally not considered extern int MinsUntilNextLowNews = 60; // How many minutes before news to wait when Low News extern int MinsSincePrevLowNews = 60; // How many minutes after news to wait when Low News extern string I____ = "Currencies to Filter"; // Select the Currency which News should be filtered for extern bool USD = TRUE; // Should be set to TRUE to check for news for this currency, otherwise FALSE extern bool EUR = FALSE; // -"- extern bool GBP = FALSE; // -"- extern bool JPY = FALSE; // -"- extern bool AUD = FALSE; // -"- extern bool CAD = FALSE; // -"- extern bool CHF = FALSE; // -"- extern bool NZD = FALSE; // -"- extern string I_____ = "TSD Calendar"; // News calendar for the 8 currency filter extern int TSD_CalendarID = 4; // TSD News Calendar ID reference on the TSD Homepage extern string TSD_Calendar_URL = "http://calendar.forex-tsd.com/calendar.php?csv=1&date="; // URL for fetching News calendar // 4) Add the following global declarations at the end of your other global ditto ------------ //int your global variables are listed here and above int hSession_IEType; int hSession_Direct; int Internet_Open_Type_Preconfig = 0; int Internet_Open_Type_Direct = 1; int Internet_Open_Type_Proxy = 3; int Buffer_LEN = 80; int NewsTotal; int NewsRatings[1000]; double GMTOffset = 0; string TSDNews; string FFNews; datetime NewsTimes[1000]; datetime dtBarTime; // 5) In your start() function, the following code should be added... void start() { string space = ""; // used to format numbers bool TimeToTrade = TRUE; // We assume that it's time to trade // add your local variable declarations for your start() function here if (Use_Auto_GMT_Offset) { if (!IsTesting() && !IsOptimization() && !IsVisualMode()) GMTOffset = GetGMTOffset(); else GMTOffset = Manual_GMT_Offset; } else GMTOffset = Manual_GMT_Offset; // Check with Newsfilter if it's still ok to trade. NewsTIme check news for ANY currency, while News() check specific currencies if (NewsTime() || News()) // if either NewsTime OR News signals that we have news (True) then it's not time to trade TimeToTrade = FALSE; // if you have other instructions that should be executed every tick, then place it here, for instance Print ("Awaiting news..."); // finding trading signals, sending OrderModify commands if (TimeToTrade == TRUE) { // Insert your market or pending order instructions that you have in your current start() here Print ("It's now OK to send order as there are no important news..."); } // Print out some info at the upper left corner if (Minute() < 10) space = "0"; Comment ("GMT Time : ",DoubleToStr(MathMod(24 + Hour() - GMTOffset, 24), 0) + ":" + space + Minute(),"\n", "GMT Offset : ", GMTOffset, "\n", "TSD News : ", TSDNews, "\n", "FF News : ",FFNews,"\n"); } // 6 Your init() and deinit() functions should be placed below here void init() { // } void deinit() { // } // 6) Add the following functions to the end of your EA //--------------------------- Calculate GMT Offset hours -------------------- double GetGMTOffset() { int timediff; int division; double ret_value; timediff = (TimeCurrent() - TimeLocal()) / 60; division = MathRound (timediff / 30.0); timediff = 30 * division; ret_value = TimeZoneLocal() + timediff / 60.0; return (ret_value); } //----------------------------------------------------------------------------------------- //------------------------------- function to calculate timezone ------------------------- double TimeZoneLocal() { int array[43]; switch (GetTimeZoneInformation(array)) { case 0: return (array[0] / (-60.0)); case 1: return (array[0] / (-60.0)); case 2: return ((array[0] + array[42]) / (-60.0)); } return (0); } //------------------------------------------------------------------------------------------------------- //--------------------------------- function NewsTime calls FFCal ----------------------------------------- bool NewsTime() { static int PrevMinute = -1; int minutesSincePrevEvent; int minutesUntilNextEvent; int impactOfNextEvent; bool News = FALSE; // Default is that it signals OK for trading if (Use_FF_News_Filter && !IsTesting() && !IsOptimization() && !IsVisualMode()) { if (Use_FF_News_Filter && Minute() != PrevMinute) { PrevMinute = Minute(); minutesSincePrevEvent = iCustom (NULL, 0, "FFCal", TRUE, TRUE, TRUE, TRUE, TRUE, 1, 0); minutesUntilNextEvent = iCustom (NULL, 0, "FFCal", TRUE, TRUE, TRUE, TRUE, TRUE, 1, 1); if ((minutesUntilNextEvent <= MinsBeforeNews) || (minutesSincePrevEvent <= MinsAfterNews)) { impactOfNextEvent = iCustom (NULL, 0, "FFCal", TRUE, TRUE, TRUE, TRUE, TRUE, 2, 1); if (impactOfNextEvent >= NewsImpact) { News = TRUE; // We have news, so signal NO for trading FFNews = "Avoiding news - impact " + impactOfNextEvent + " in " + minutesUntilNextEvent + " minutes"; } else FFNews = "No News to filter!"; } } } else FFNews = "News filter off!"; return (News); } //----------------------------------------------------------------------------------------- //-------------------------------- function News() ---------------------------------------------- bool News() { int i; datetime BeforeNews; datetime AfterNews; if (Use_TSD_News_Filter && !IsTesting() && !IsOptimization() && !IsVisualMode()) { Check_News_Calendar(); for (i = 0 ; i <= NewsTotal; i++) { if (NewsRatings[i] == 3) { BeforeNews = NewsTimes[i] - MinsUntilNextHighNews * 60; AfterNews = NewsTimes[i] + MinsSincePrevHighNews * 60; } else if (NewsRatings[i] == 2) { BeforeNews = NewsTimes[i] - MinsUntilNextMediumNews * 60; AfterNews = NewsTimes[i] + MinsSincePrevMediumNews * 60; } else if (NewsRatings[i] == 1) { BeforeNews = NewsTimes[i] - MinsUntilNextLowNews * 60; AfterNews = NewsTimes[i] + MinsSincePrevLowNews * 60; } if ((TimeCurrent() >= BeforeNews && TimeCurrent() <= AfterNews)) { if (High_Impact && NewsRatings[i] == 3) { TSDNews = "Avoiding High Impact News!"; return (TRUE); } if (Medium_Impact && NewsRatings[i] == 2) { TSDNews = "Avoiding Medium Impact News!"; return (TRUE); } if (Low_Impact && NewsRatings[i] == 1) { TSDNews = "Avoiding Low Impact News!"; return (TRUE); } } } TSDNews = "No News to filter!"; return (FALSE); } else TSDNews = "News Filter off!"; return(false); } //----------------------------------------------------------------------------------------- //-------------------------------- function CheckNewsCalendar() ---------------------------------- void Check_News_Calendar() { static datetime prevTime; datetime cTime = iTime (NULL, PERIOD_D1, 0); string cName; // We only need to update the calendar once a day if ((TimeCurrent() > cTime && cTime > prevTime)) { cName = Download_ForexTSD_Calendar(); if (cName != "") { Read_ForexTSD_Calendar(cName); prevTime = cTime; } } return (0); } //----------------------------------------------------------------------------------------- //-------------------------------- function Download_ForexTSD_Calendar -------------------------- string Download_ForexTSD_Calendar() { string result = ""; string OldStartMonth; string OldStart_Day; string StartMonth; string Start_Day; datetime StartDay = iTime (NULL, PERIOD_D1, 0); datetime OldStartDay = iTime (NULL, PERIOD_D1, 1); string OldStartYear = TimeYear (OldStartDay); string OldCalName = "ForexTSD_" + OldStartYear + "-" + OldStartMonth + "-" + OldStart_Day + ".csv"; int handle = FileOpen (OldCalName, FILE_CSV | FILE_READ, ';'); string StartYear = TimeYear(StartDay); string StartTime = StartYear + StartMonth + Start_Day; string NewsWebAdress = TSD_Calendar_URL + StartTime + "&calendar[]=" + TSD_CalendarID; string CalName = "ForexTSD_" + StartYear + "-" + StartMonth + "-" + Start_Day + ".csv"; if (TimeMonth (OldStartDay) > 9) OldStartMonth = TimeMonth (OldStartDay); else OldStartMonth = "0" + TimeMonth (OldStartDay); if (TimeDay (OldStartDay) > 9) OldStart_Day = TimeDay (OldStartDay); else OldStart_Day = "0" + TimeDay (OldStartDay); if (handle > 0) { FileClose (handle); FileDelete (OldCalName); } if (TimeMonth(StartDay) > 9) StartMonth = TimeMonth (StartDay); else StartMonth = "0" + TimeMonth (StartDay); if (TimeDay(StartDay) > 9) Start_Day = TimeDay (StartDay); else Start_Day = "0" + TimeDay (StartDay); handle = FileOpen (CalName, FILE_CSV | FILE_READ, ';'); if (handle < 0) { GrabWeb(NewsWebAdress, result); if (result != "") { handle = FileOpen (CalName, FILE_CSV | FILE_WRITE, ';'); if (handle > 0) { FileWrite (handle, result); FileClose (handle); } } else CalName = ""; } else FileClose (handle); return (CalName); } //----------------------------------------------------------------------------------------- //----------------------- function Read_ForexTSD_Calendar --------------------------------- void Read_ForexTSD_Calendar (string fName) { string sDate[1000]; // Date string sRating[1000]; // Rating string sActual[1000]; // Actual value string sForecast[1000]; // Forecast value string sPrevious[1000]; // Previous value string sTime[1000]; // Time string sDescription[1000]; // Description string sCurrency[1000]; // Currency affected int handle = FileOpen (fName, FILE_CSV | FILE_READ, ';'); int i = 0; datetime News_Time; if (handle < 1) { Print ("File not found ", GetLastError()); return (FALSE); } while (!FileIsEnding(handle)) { sDate[i] = FileReadString (handle); sTime[i] = FileReadString (handle); sCurrency[i] = FileReadString (handle); sDescription[i] = FileReadString (handle); sRating[i] = FileReadString (handle); sActual[i] = FileReadString (handle); sForecast[i] = FileReadString (handle); sPrevious[i] = FileReadString (handle); if ((sCurrency[i] == "USD") && (!USD)) continue; if ((sCurrency[i] == "EUR") && (!EUR)) continue; if ((sCurrency[i] == "GBP") && (!GBP)) continue; if ((sCurrency[i] == "JPY") && (!JPY)) continue; if ((sCurrency[i] == "AUD") && (!AUD)) continue; if ((sCurrency[i] == "CAD") && (!CAD)) continue; if ((sCurrency[i] == "CHF") && (!CHF)) continue; if ((sCurrency[i] == "NZD") && (!NZD)) continue; News_Time = StrToTime (sDate[i] + " " + sTime[i]) + GMTOffset * 3600; sTime[i] = StringSubstr (TimeToStr (News_Time), 11, 5); NewsTimes[i] = News_Time; NewsRatings[i] = StrToInteger (sRating[i]); i++; } NewsTotal = i; return(0); } //----------------------------------------------------------------------------------------- // ------------------------- function GrabWeb needed to read from web pages ------------- bool GrabWeb(string strUrl, string& strWebPage) { int hInternet; int iResult; int lReturn[] = {1}; string sBuffer = " "; // 255 spaces int bytes; hInternet = InternetOpenUrlA (hSession (FALSE), strUrl, "0", 0,INTERNET_FLAG_NO_CACHE_WRITE | INTERNET_FLAG_PRAGMA_NOCACHE | INTERNET_FLAG_RELOAD, 0); if (hInternet == 0) return (FALSE); //Print("Reading URL: " + strUrl); //added by MN iResult = InternetReadFile(hInternet, sBuffer, Buffer_LEN, lReturn); if (iResult == 0) return (FALSE); bytes = lReturn[0]; strWebPage = StringSubstr (sBuffer, 0, lReturn[0]); // If there's more data then keep reading it into the buffer while (lReturn[0] != 0) { iResult = InternetReadFile(hInternet, sBuffer, Buffer_LEN, lReturn); if (lReturn[0] == 0) break; bytes = bytes + lReturn[0]; strWebPage = strWebPage + StringSubstr (sBuffer, 0, lReturn[0]); } Print ("Closing URL web connection to News-server"); iResult = InternetCloseHandle (hInternet); if (iResult == 0) return (FALSE); return (TRUE); } //----------------------------------------------------------------------------------------- //------------------------------- function called from GrabWeb ----------------------- int hSession(bool Direct) { string InternetAgent; if (hSession_IEType == 0) { InternetAgent = "Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.1; Q312461)"; hSession_IEType = InternetOpenA (InternetAgent, Internet_Open_Type_Preconfig, "0", "0", 0); hSession_Direct = InternetOpenA (InternetAgent, Internet_Open_Type_Direct, "0", "0", 0); } if (Direct) { return (hSession_Direct); } else { return (hSession_IEType); } } //----------------------------------------------------------------------------------------- // That should be all! // Capella