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Demo version with a limit on the number of lines in the final file. Full paid version:

The script converts an unsorted list of news feeds of macroeconomic data from event calendars into a convenient table where:

  • Each line is a separate date;
  • Each column contains data on a specific indicator of macroeconomics.

Empty cells in the column are filled with the previous value.

The initial document that will be reworked into the table must be prepared initially. This should be a table in CSV format, containing seven columns, the rows of which are entered data from the event calendar.

  • Date – date of publication in the format DD. MM. YYYY;
  • MonthYear-format MM.YYYY (optional parameter);
  • Time-HH format:MM (optional parameter);
  • Time Zone-GMT (optional parameter);
  • Currency-abbreviation of the currency of the country for which the news is published, for example – ” USD”;
  • Description – name of the macroeconomic indicator or event;
  • Previous – the value of this indicator or the result of the event, reduced to a general numeric form.

In the script, in the settings dialog box, you need to specify the name of the incoming file and the name of the document that we will receive at the output. To process the data, the outgoing file must first be placed in the data_terminal_mql5files directory, and the target file will be created there. Alerts are inserted in the code, they will help you understand what stage the script is at. The appearance of the alert “8” indicates that the work is completed and you can pick up the file.

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The resulting table is used for multiple regression analysis.

By purchasing this script, you get the opportunity to:

  • automate fundamental analysis;
  • identify the factors that affect the change in the price of a financial instrument using statistical data processing programs (Statistica).


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