MQLHelpers

Various small helpers for MQL5 projects

Getting Started

You need to download or clone code and put it somewhere inside your Metatrader experts code folder.

Prerequisites

You need Metatrater 5 from MetaQuotes obviously.

Usage

Logging system

The logging system is very simple and used for gathering various messages in one file.

#include "../path/to/helpers/Logging/Logging.mqh"

// Create log file with fatal messages only
Logger fatal_log("FileName.fatal.log", LOG_LEVEL_FATAL);
// Or with all messages
Logger all_log("FileName.log");

...

// Use logging with string. 
all_log.Fatal("Something bad happened..")

Unfortunately MQL5 do not support varargs, thus you must preformat string to output it to log.

Tick saving utility

It is very useful to store tick history in CSV to analyze it via Python or R. And it is very simple to use:

#include "../path/to/helpers/SmartTickSaver.mqh"

// flush_ticks means that file flushed every flush_ticks ticks, 
// if flush_ticks <= 0 flush will be executed every tick
SmartTickSaver ts("FileName.csv", SymbolName, flush_ticks=100);

...

void OnTick()
{
   ...
   ts.OnTick();
   ...
}

Afrer you add this to your expert you will receive CSV like this:

time_msc, bid, ask, last, volume_real, bid_change, ask_change, last_change, volume_change, buy_deal, sell_deal
1549975731212,65975.000000,65978.000000,65978.000000,0.000000,1,0,0,0,0,0
1549975731212,65975.000000,65978.000000,65977.000000,1.000000,0,0,1,1,0,1
1549975731212,65975.000000,65978.000000,65975.000000,2.000000,0,0,1,1,0,1
1549975731509,65975.000000,65978.000000,65975.000000,3.000000,0,0,1,1,0,1
1549975731562,65975.000000,65978.000000,65975.000000,18.000000,0,0,1,1,0,1
1549975731960,65975.000000,65978.000000,65978.000000,1.000000,0,0,1,1,1,0
1549975733134,65975.000000,65978.000000,65975.000000,2.000000,0,0,1,1,0,1
1549975733556,65975.000000,65978.000000,65975.000000,2.000000,0,0,1,1,0,1
1549975733720,65975.000000,65978.000000,65978.000000,1.000000,0,0,1,1,1,0
1549975733720,65975.000000,65978.000000,65978.000000,1.000000,0,0,1,1,1,0
1549975733720,65975.000000,65978.000000,65978.000000,1.000000,0,0,1,1,1,0
1549975734115,65975.000000,65978.000000,65978.000000,1.000000,0,0,1,1,1,0
1549975734115,65975.000000,65978.000000,65978.000000,9.000000,0,0,1,1,1,0
1549975734115,65975.000000,65978.000000,65978.000000,25.000000,0,0,1,1,1,0

License

This project is licensed under the MIT License - see the LICENSE.md file for details