//+------------------------------------------------------------------+
//|                                                    symbol-D1.mq4 |
//|                                                    A Sexy Trader |
//|                                  http://pipsmaker.wordpress.com/ |
//+------------------------------------------------------------------+
#property copyright "A Sexy Trader"
#property link      "http://pipsmaker.wordpress.com/"
#include <stdlib.mqh>

extern string StartDate = "2007.03.17"             //set the starting date to get the same time data
             ,StopDate  = "2007.06.28";            //set the testing time limit to protect the over data recording process

extern bool For_OP_SELL = true;/*This is to guide for the right type of data to be collected
                                 ->if For_OP_SELL = true 
                                   the daily Open will be collected as an order open price
                                 ->if For_OP_SELL = false , means for OP_BUY,
                                   the daily Open+SPREAD will be collected instate.
                               */
                               
string name,tname;
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//----

//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//-------------------------------------------------------------------+
//| Some Essential Parameters In This EA                             |
//-------------------------------------------------------------------+
   int day                                      // a variable to mark that today Open has been collected 
      ,ho                                       // handle of the file recording the Open price 
      ,ht                                       // handle of the file recording the tick price
      ,x=1                                      /* the order of D1 file increasing every time D1 data is 
                                                   equal to 4086 characters and generate the new recording file*/
      ,xt=1                                     // same as x but for tick data
      ,bartime                                  // a variable to mark that current bar's Open has been collected 
      ; 
   double ot                                    // latest Open Time
         ,op                                    // latest Open price
         ,lt                                    // latest tick time
         ,ltk                                   // latest tick price
         ;
   string OStr                                  // the string to collect the daily open
         ,TStr                                  // the string to collect the tick value
         ;
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {   
    
    /*---------------------Only collect the data in the specific time period.----------------------*/  
    if(TimeToStr(TimeCurrent(),TIME_DATE)>=StartDate && TimeToStr(TimeCurrent(),TIME_DATE)<=StopDate)  
    {
       name=Symbol()+x+"D1.csv";                // setup the name of daily open price file
       tname=Symbol()+xt+"T.csv"                // the name of tick price file
            ;
//----                                          
      if(day!=TimeDay(Time[0]))                 // the new day has come
       {
         ot=Time[0];                            // get the new bar time
         if(For_OP_SELL)op=Open[0];             // get the new order open price for SELL Symbol 
                                                 
         else           op=Open[0]+MarketInfo(Symbol(),MODE_SPREAD)*Point;
                                                // else if collecting for the BUY Symbol
         
 
         OStr=OStr+TimeToStr(Time[0],TIME_DATE)+",";  //collect the new time data separate each data with ","
         OStr=OStr+DoubleToStr(op,Digits)+",";        //now the new open price
       
       //~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~now it's time to export as a file 
       
       ho=FileOpen(name ,FILE_CSV|FILE_WRITE);  // open a file to record the daily open
       if(ho>0)                                 // if the file Symbol()+x+"D1.csv" exist
       {
        FileWrite(ho,OStr);                     // write the collected data            
        FileClose(ho);                          // close the file every time your file process done
        if(StringLen(OStr)==4086){x++;OStr="";} /* if the data contains 4086 characters set new x to*/                           
       }                                        /*   create the new file and prepare the new string for 
                                                   the new file 
                                                */            
        
       Print(TimeToStr(Time[0],TIME_DATE));     // print the collected day time 
       
       int thex=FileOpen(Symbol()+"x.csv",FILE_CSV|FILE_WRITE);
                                                // create a file to record "how many x?" for D1 file for further usage
       if(thex>0)                               // if the file exist
       {
        string xs=DoubleToStr(x,0);             // transform x into string 
        FileWrite(thex,xs);                     // write the x value
        FileClose(thex);                        // close file (every time you finish)               
       } 
        
        
        day=TimeDay(Time[0]);                   // now mark today as collected 
       }

//--------------------------------FOR TICK VALUE
       /*Because of the decision of collecting the tick data hourly*/
       if(bartime!=Time[0])                     // the new hourly bar has come
                                                // and to make it more flexible when you decided 
						                              // to collect data in another time frame
       {
         lt=TimeCurrent();                      // get the tick time 
         
         if(!For_OP_SELL) ltk=Bid;              // the tick price for sell order 
         else             ltk=Ask;              // in case for buy order
         
         TStr=TStr+TimeToStr(lt,TIME_DATE|TIME_MINUTES)+","; 
                                                // insert the data into the collected string 
         TStr=TStr+DoubleToStr(ltk,Digits)+","; //
         
       //~~~~~~~~                               // now export the data 
       ht=FileOpen(tname,FILE_CSV|FILE_WRITE);  // open a file to record the tick value
       if(ht>0)                                 // if the file Symbol+xt+"T.csv" exist
       {
        FileWrite(ht,TStr);                     // write the collected tick with time 
        FileClose(ht);                          // finish.
        if(StringLen(TStr)==4080){xt++;TStr="";}// prepare for new file if this file reached 4080 character
       }
       
       int thext=FileOpen(Symbol()+"xt.csv",FILE_CSV|FILE_WRITE);
                                                // record the xt value .. same as D1 file 
                                                
       if(thext>0)                              // if the file exist
       {
        string xts=DoubleToStr(xt,0);           // transform into string 
        FileWrite(thext,xts);                   // write xt
        FileClose(thext);                       // done
       } 
     bartime=Time[0];                           // mark as current hourly bar Open price has been collected
     }  
   }    
   else if(TimeToStr(TimeCurrent(),TIME_DATE)>StopDate)  // if out of specified period  
   Print("Done.");                                       // let us know it all done.
//----
   return(0);
  }
//+------------------------------------------------------------------+