The Economic Events Collection for MultiCharts

Studies that have been contributed to the community by other users. If you’ve got something useful to share, that’s great!
User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

The Economic Events Collection for MultiCharts

Postby JoshM » 14 Feb 2012

===============================================

Moderator's note:


This is an old thread... and a very long thread.
The latest update starts at: viewtopic.php?t=9951#p120751

===============================================




Have you ever wanted to work with upcoming economic events in MultiCharts, such as getting an alert when a certain economic release was about to happen? Perhaps you even wished for an way to close strategy positions a given number of minutes before an economic new release?

Introducing the Economic Events Collection for MultiCharts
Those wishing days are over with the Economic Events Collection for MultiCharts, which is a collection of functions to work with future and historical economic events.

The Economic Events Collection was designed for flexibility and usability – giving it endless possibilities while keeping the amount of code required to an absolute minimum.

For whom might the Economic Events Collection for MultiCharts be useful?
    If you’re an automated trader and want to close open positions 10 minutes before a high impact economic event is released;

    If you’re a discretionary trader and don’t want to be caught off guard with important economic releases or speeches and summits about market moving topics;

    If you’re an option trader and want to open volatility-based option strategies (like straddles and strangles) in the 30 minutes before important, market moving news;

    If you’re a backtester and want to backtest the market reactions on certain historical economic events, or just don’t want to hold a position when a historical economic event happened (like a Non-Farm Payroll release).

Using the Economic Events Collection
To start using the economic events collection, unzip the to this thread attached zip (which contains all the files you’ll need) and follow the easy-to-follow steps in the thorough 23-page manual (also attached).

The attached zip file contains the following:
    The Economic Events PowerLanguage functions,
    The Java program for downloading the Economic Events.

If you're worried about the safety of the Java executable, the zip file also contains the source code for this program, so you can check, verify and compile it yourself.

The PowerLanguage functions are all unprotected so you can open these in the PowerLanguage Editor to verify them yourself.

Support and getting help
If you run into difficulties or keep getting stuck, add your question/problem to this thread and I’ll try my best to help you.

Also, if you have any suggestion for improvements, I’d be grateful if you shared them here so that the Economic Events Collection can be further expanded and improved.

Thanks
I’d to give a big thanks to Nicolas11 (from BMT) for helping me make this project a reality and creating an impressive Java program. Thanks Nicolas, without your help this project would never even have started. :)

Changes made
  • 17-1-2015: Replaced .zip file with one that includes the most recent version of the EconomicEvents downloader (v. 5.1).
  • March 9th, 2012 - The EE.ReadFile function was updated to correct an error with time zone conversions. For more information and the updated function, see this post.
Attachments
EconomicEvents_v1.14.zip
(41.93 KiB) Downloaded 606 times
EECollectionForMultiCharts_v1.14_Manual.pdf
(628.87 KiB) Downloaded 1808 times
Last edited by JoshM on 17 Jan 2015, edited 3 times in total.

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 14 Feb 2012

Alert Popup Indicator
The to this post attached zip file contains an Alert Popup indicator with three sound files, which gives an alert if an economic event is forthcoming.

For example:
Image

(Normally the indicator gives an alert 10 minutes before the event, but to make an example screenshot I set it to a higher value)

Note: this indicator also serves as an example indicator for using the Economic Events Collection for MultiCharts, and for that purpose the code is thoroughly commented (see the .pla file).
Attachments
EE.AlertPopupIndicator.zip
(353.48 KiB) Downloaded 766 times
scr.14-02-2012 12.38.36.png
scr.14-02-2012 12.38.36.png (5.19 KiB) Viewed 11029 times

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 14 Feb 2012

Upcoming Economic Events indicator
This indicator plots a text box on the chart with the upcoming economic events.

For example:
Image
In this screenshot, taken on 15:56 local time (Western-Europe), you can see that Geithner was about to speak in 4 minutes (a Medium impact event) and the business inventories were also announced in four minutes.

The indicator has the following settings:
Image

Most of these settings are self-explanatory. The 'TicksOffSetBottom' is the number of ticks you want the text box be displayed above the lowest value on the price scale. The 'RecalcAfter' is the number of seconds the box is updated - this is included to prevent excessive updating from MultiCharts to keep everything running smoothing.

Important note: You'll need the Economic Events Collection for MultiCharts (see first post in this thread) to work with this indicator.

Changelog
v1.01 - February 15th, 2012
There was a logarithmic error in the original version published on February 14th, which would trigger a "Logarithmic error" pop-up message when the remaining minutes for an economic event was 0 minutes. This error is fixed now and the new version attached to this post.

My apologies for any added inconvenience.
Attachments
EE.UpcomingEventsIndicator_v1.01.zip
(3.85 KiB) Downloaded 789 times
scr.14-02-2012 16.40.19.png
scr.14-02-2012 16.40.19.png (12 KiB) Viewed 11064 times
scr.14-02-2012 15.56.39.png
scr.14-02-2012 15.56.39.png (22.34 KiB) Viewed 11024 times
Last edited by JoshM on 15 Feb 2012, edited 1 time in total.

brian304
Posts: 2
Joined: 26 Nov 2011
Has thanked: 2 times
Been thanked: 1 time

Re: The Economic Events Collection for MultiCharts

Postby brian304 » 14 Feb 2012

Double clicking on the jar file brings up an error message that has two boxes in it one says PROBLEM and the other "WAITING"
??
thanks
Brian

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 15 Feb 2012

brian304 wrote:Double clicking on the jar file brings up an error message that has two boxes in it one says PROBLEM and the other "WAITING"?

What's the error message? And how many times have you tried it - occurs the error repeatedly?

I've just extracted the Java program from the .zip in the first post of this thread to check again, and I got this screen:
Image

However, if you have no internet connection (or router/gateway/firewall problems or ForexFactory.com is down), you'll get a screen similar to this one:

Image

Was that your error message? If so, please try again to check if you now can connect to ForexFactory.com.
Attachments
scr.15-02-2012 07.50.48.png
scr.15-02-2012 07.50.48.png (18.34 KiB) Viewed 10859 times
scr.15-02-2012 07.48.23.png
scr.15-02-2012 07.48.23.png (21.82 KiB) Viewed 10885 times

khalaad
Posts: 310
Joined: 07 Jan 2007
Location: Lahore, Pakistan
Has thanked: 62 times
Been thanked: 57 times

Re: The Economic Events Collection for MultiCharts

Postby khalaad » 15 Feb 2012

From a resolute technical trader: wonderful, wonderful, wonderful.

Great risk management tools.

Thank you.

Khalid

SP
Posts: 441
Joined: 06 Feb 2006
Has thanked: 36 times
Been thanked: 280 times

Re: The Economic Events Collection for MultiCharts

Postby SP » 15 Feb 2012

Many thanks Josh, especially for the accurate description of the used ee functions.

Added some lines to change the colors based on the impact value X minutes before the next event occurs and it works great.

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 15 Feb 2012

Thanks Khalid and SP for your kind words. And glad to hear you're happy with it. :)

SP wrote:Added some lines to change the colors based on the impact value X minutes before the next event occurs and it works great.

If you're talking about the Upcoming Events indicator, that version was updated this morning (my time zone, around 5 hours ago from now) since it contained a logarithmic error. The new version can be found in this post, but since you're probably don't want to overwrite your adapted version, I changed this code (line 79):

Code: Select all

eventsStr =
   Text(eventsStr, NewLine,
      FormatDate("dd-MM", dateOfEvent),       Spaces(2),
      FormatTime("HH:mm", timeOfEvent),       Spaces(2),
      NumToStr(remainingMinutes, 0),         Spaces(8 - (log(remainingMinutes) / log(10)),
      impactStr,                               Spaces(8 - StrLen(impactStr)),
      Text(EE.EventList(NameOfList, indexNumber + x), " (", EE.RegionList(NameOfList, indexNumber + x), ")")
      );

...to

Code: Select all

         spacesAfterImpact = 8 - IFF(remainingMinutes > 0, Log(remainingMinutes) / Log(10), 1);

         eventsStr =
            Text(eventsStr, NewLine,
               FormatDate("dd-MM", dateOfEvent),       Spaces(2),
               FormatTime("HH:mm", timeOfEvent),       Spaces(2),
               NumToStr(remainingMinutes, 0),         Spaces(spacesAfterImpact),
               impactStr,                               Spaces(8 - StrLen(impactStr)),
               Text(EE.EventList(NameOfList, indexNumber + x), " (", EE.RegionList(NameOfList, indexNumber + x), ")")
               );


Nothing else was changed, but just saying here in case you have the erroneous version.

User avatar
Dave Masalov
Posts: 1712
Joined: 16 Apr 2010
Has thanked: 51 times
Been thanked: 485 times

Re: The Economic Events Collection for MultiCharts

Postby Dave Masalov » 15 Feb 2012

You can also use new mouse events keywords introduced in MultiCharts 8.0 Beta 1 to create markers on the chart allowing you to print selected events: https://www.multicharts.com/traders-blog/?p=540

SP
Posts: 441
Joined: 06 Feb 2006
Has thanked: 36 times
Been thanked: 280 times

Re: The Economic Events Collection for MultiCharts

Postby SP » 15 Feb 2012

Thanks, changed the log lines.

What i added, maybe interesting for someone else:

Code: Select all

   remainingMinutesNextEvent =(ELTimeToDateTime(EE.TimeList(NameOfList, indexNumber))+
                        ELDateToDateTime(EE.DateList(NameOfList, indexNumber ))-currentDT)
                        /oneMinute;
      impactValueNextEvent= EE.ImpactList(NameOfList, indexNumber);
      
      if impactValueNextEvent<= 1     then impactcolor=(magenta)    else
      if impactValueNextEvent = 2   then impactcolor=(darkbrown)    else
      if impactValueNextEvent = 3   then impactcolor=(red)      else
      impactcolor=(Text_FontColor);
      
      if remainingMinutesNextEvent < WarnMinutes then
      value87 = Text_SetColor(EventsTextObj,      impactcolor)
      else
      value87 = Text_SetColor(EventsTextObj,      Text_FontColor);
      
                //UseExtraPlotAlert = true then set to Subchart #2
      if remainingMinutesNextEvent < WarnMinutes and UseExtraPlotAlert then
         plot1 (3,"News",impactColor);

Last edited by SP on 15 Feb 2012, edited 2 times in total.

User avatar
Stan Bokov
Posts: 963
Joined: 18 Dec 2009
Has thanked: 367 times
Been thanked: 300 times

Re: The Economic Events Collection for MultiCharts

Postby Stan Bokov » 15 Feb 2012

JoshM,

Great stuff. You should add this to the Wiki as well!

User avatar
CrazyNasdaq
Posts: 259
Joined: 02 Sep 2009
Location: ITALY
Has thanked: 76 times
Been thanked: 77 times

Re: The Economic Events Collection for MultiCharts

Postby CrazyNasdaq » 16 Feb 2012

Very very great work !!!
My congratulations are all for you and your work.
This is a a stuff that a trader can't live without and now all in one screen.
Great !!!

brian304
Posts: 2
Joined: 26 Nov 2011
Has thanked: 2 times
Been thanked: 1 time

Re: The Economic Events Collection for MultiCharts

Postby brian304 » 16 Feb 2012

Josh,
Thanks for the great work. This is the most useful indicator I have. My issues were solved when I moved the files to a different directory. The original dir didn't have the correct permissions.
thanks again
Brian

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 09 Mar 2012

There was a error in one of the functions with converting the time to the user his time zone. With this problem, the time was calculated correctly but the date wasn't corrected - which would give missing economic events if you are multiple time zones away from EST (i.e. passing the 'day border').

The attached EE.ReadFile function is updated to solve this issue. Only this function needs to be updated, so the settings, other functions and indicators using these are left untouched.

Thanks to NW27 for uncovering this error. :)

---------

Note: importing this updated function will overwrite the existing EE.ReadFile function. If you have made changes to that function: the following code..

Code: Select all

   dateNum      = StrToNum(LeftStr(rawStr, 7));
   
   // Check to see if the date falls in the range specified, if Yes, then continue
   if (dateNum >= FromDate) and (dateNum <= ToDate) then begin
      timeNum      = DateTime2ELTime(ELTimeToDateTime(StrToNum(MidStr(rawStr, 9, 4))) + timeZoneOffset);


.. was replaced by:

Code: Select all

   dtEvent      = ELDateToDateTime(StrToNum(LeftStr(rawStr, 7))) + ELTimeToDateTime(StrToNum(MidStr(rawStr, 9, 4))) + timeZoneOffset;
   dateNum      = JulianToDate(dtEvent);
   
   // Check to see if the date falls in the range specified, if Yes, then continue
   if (dateNum >= FromDate) and (dateNum <= ToDate) then begin
      
      timeNum      = DateTime2ELTime(ELTimeToDateTime(StrToNum(MidStr(rawStr, 9, 4))) + timeZoneOffset);
Attachments
EE.ReadFile_v1.1.zip
(2.38 KiB) Downloaded 738 times

sptrader
Posts: 620
Joined: 09 Apr 2010
Location: Colorado
Has thanked: 388 times
Been thanked: 227 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby sptrader » 13 Mar 2012

Great and important addition to MC but I'd like to see two minor improvements. I think the "time-offset" from EST, should be an "input" and since "daylight savings time" I'd like to see it have an input for "daylight savings time" either- Y or N, if it applies to the user or not for auto adjustment.
** I found the time offset- in the EE usersettings function.** it's just not as convenient as a user input.
One other thing, is it possible to change the date format from 13-3 to a more US conventional 3-13 (for today as example) ??

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 14 Mar 2012

Thanks for your input Sptrader.
sptrader wrote:I think the "time-offset" from EST, should be an "input" and since "daylight savings time" I'd like to see it have an input for "daylight savings time" either- Y or N, if it applies to the user or not for auto adjustment.

That might be doable, but I assume you want such an option to make the DST change easier? (Since it's more convenient to change the indicator's input than to edit the EE.UserSettings script). But I'm not really sure how much easier this would be, since if you have multiple indicators and signals that use the economic events, editing the EE.UserSetting function might be easier then to go every chart/workspace, with the risk of forgetting one indicator or signal.

Regarding the auto-adjustment, you mean automatically adjusting the time-zone off-set to daylight savings time? This is off-course possible, but since daylight saving time don't go in effect for every country on the same time, and the date can be each year different, this quickly becomes quite elaborative to code.

sptrader wrote:One other thing, is it possible to change the date format from 13-3 to a more US conventional 3-13 (for today as example) ??

I assume you're speaking about the 'Upcoming Economic Events' indicator.

Go to around line 80 where this piece of code is located:

Code: Select all

         eventsStr =
            Text(eventsStr, NewLine,
               FormatDate("dd-MM", dateOfEvent),       Spaces(2),
               FormatTime("HH:mm", timeOfEvent),       Spaces(2),
               NumToStr(remainingMinutes, 0),         Spaces(spacesAfterImpact),
               impactStr,                               Spaces(8 - StrLen(impactStr)),
               Text(EE.EventList(NameOfList, indexNumber + x), " (", EE.RegionList(NameOfList, indexNumber + x), ")")
               );


Now change this line...

Code: Select all

FormatDate("dd-MM", dateOfEvent),       Spaces(2),


..to..

Code: Select all

FormatDate("MM-dd", dateOfEvent),       Spaces(2),


See the wiki page on FormatDate for more formatting options.

sptrader
Posts: 620
Joined: 09 Apr 2010
Location: Colorado
Has thanked: 388 times
Been thanked: 227 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby sptrader » 14 Mar 2012

Thanks !!! That worked perfectly...

sptrader
Posts: 620
Joined: 09 Apr 2010
Location: Colorado
Has thanked: 388 times
Been thanked: 227 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby sptrader » 29 Mar 2012

Problem- Unemployment claims is a high impact (red) news event that shows up in Forexfactory but NOT in your Economic Events window, do I need to refresh the file somewhere ?
The event is "supposed" to be at 10:30 est, Thurs 3/29/12..(today)...see attached..
Attachments
EconEvents-missing Empl.jpg
EconEvents-missing Empl.jpg (51.67 KiB) Viewed 6448 times

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 31 Mar 2012

sptrader wrote:Problem- Unemployment claims is a high impact (red) news event that shows up in Forexfactory but NOT in your Economic Events window, do I need to refresh the file somewhere ?
The event is "supposed" to be at 10:30 est, Thurs 3/29/12..(today)...see attached..

The employment claims on Thursday showed up here.

Is it in your .txt file (from which the economic events are loaded)?
What kind of list manipulations have you called in the 'Upcoming Economic Events' indicator? (i.e. which regions or time periods filtered)

sptrader
Posts: 620
Joined: 09 Apr 2010
Location: Colorado
Has thanked: 388 times
Been thanked: 227 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby sptrader » 31 Mar 2012

The ONLY changes that I made were the time offset of -1 (Mountain Time) and changed the date format to yyyymmdd. (from yyyyddmm)
I checked the historical .txt file and the unemployment notice IS there..for some reason, as you can see, it didn't display..It works beautifully except for that 1 event missed.. (but I haven't been checking daily)..
I can send you some of the files if you need to see them..

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 01 Apr 2012

sptrader wrote:The ONLY changes that I made were the time offset of -1 (Mountain Time) and changed the date format to yyyymmdd. (from yyyyddmm)

I'm trying to replicate your problem, but do you have a time offset of -1 or -2? Looking at your screenshot, the natural gas event happened at 8:30 your time, and the economic events text file (EST time zone) shows this happening at 10:30. According to the world clock there's a two hour time difference between Eastern Daytime time, and Mountain Daytime time.

Edit:
sptrader wrote:Problem- Unemployment claims is a high impact (red) news event that shows up in Forexfactory but NOT in Economic Events window, do I need to refresh the file somewhere ?
The event is "supposed" to be at 10:30 est, Thurs 3/29/12..(today)...see attached..

I'm getting more confused. According to the ForexFactory agenda, the Unemployment claims were due on 8:30 am Eastern Time (so not 10:30 EST in your quoted comment above)
Image
Which seems correct compared with the press release from the Department of Labor, which got issued at 8:30 EDT on Thursday.

This would then be 7:30 in your time zone (with a time zone off set of -1)?

Btw, what are your settings for the Upcoming Economic Events indicator? By default, all events happing prior to 8 am are dropped from the list. So if the Unemployment Claims are calculated to happen at 7:30 your time, they will not show up on the list unless you have changed the StartTime input variable.
Attachments
scr.01-04-2012 10.31.30.png
scr.01-04-2012 10.31.30.png (1006 Bytes) Viewed 10708 times

sptrader
Posts: 620
Joined: 09 Apr 2010
Location: Colorado
Has thanked: 388 times
Been thanked: 227 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby sptrader » 01 Apr 2012

Sorry- I should have said that the unemployment report came out Thurs at 8:30am EST (not 10:30)-
I am - 2 hours offset from EST (Mtn Time Zone), but since the "daylight savings" time change, my offset works out to -1.. The report should have shown up at 6:30am my time..
On the Economic indicator, I had the start time as 6:30am and end time 1400.. I just changed the start time to 6:00am, just in case the computer time was slightly off and caused the report to be missed..I don't recall missing any other 6:30am reports though...

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 01 Apr 2012

sptrader wrote:Sorry- I should have said that the unemployment report came out Thurs at 8:30am EST (not 10:30)-
I am - 2 hours offset from EST (Mtn Time Zone), but since the "daylight savings" time change, my offset works out to -1.. The report should have shown up at 6:30am my time..

Thanks for the clarification. I've I tried to reproduce it here, with the economic events .txt file from that Thursday, with the time settings starting at 6:30 am and a time zone offset of -2 (since Daylight went into effect), I get this:

Image

Which is how it should have looked like that morning in your time zone (though the remaining minutes are off course wrong). In other words, I failed to reproduce the issue here. Could you attach the indicator (Upcoming Economic Events)? Then I could take a look at that.

sptrader wrote:On the Economic indicator, I had the start time as 6:30am and end time 1400.. I just changed the start time to 6:00am, just in case the computer time was slightly off and caused the report to be missed..I don't recall missing any other 6:30am reports though...

With those time settings, you should have seen the events happening at 6:30 am, so that can't explain it.
Attachments
scr.01-04-2012 17.08.05.png
scr.01-04-2012 17.08.05.png (4.31 KiB) Viewed 10617 times

sptrader
Posts: 620
Joined: 09 Apr 2010
Location: Colorado
Has thanked: 388 times
Been thanked: 227 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby sptrader » 01 Apr 2012

I'll have to watch it closely this week and see if it misses anything.
Hopefully, setting the start time to 600am will work-
It's a fantastic addition to MC , I use it daily..

bowlesj3
Posts: 1977
Joined: 21 Jul 2007
Has thanked: 155 times
Been thanked: 395 times

Re: The Economic Events Collection for MultiCharts

Postby bowlesj3 » 29 Apr 2012

Thanks JoshM,

Gee that is a big project. Great work. I just stumbled on it through the regular forum and a link you included in a thread. Maybe at the end of the day when I take a peek at the regular forum I should also look at the user contributed.

I don't have time to dig into this at the moment so I do not know if you have this feature or not. I thought I would run it buy you and if you (don't have it now) and (you like it) you may want to include it.

I use a system for economic events where I a/ first get the info from Yahoo, b/ next check a check box on a database screen ( it is located on a row which already has the time when this economic event typically happens) and via GVs and MC's EL code later in the day when the time comes I get a full screen vertical line which appears on the screen X minutes before the economic event is going to occur. It also automatically gets removed once the event occurs. My voice in a .wav file notifies me of addition and removal of the line. For the discretionary trader it is hard to miss. It has been a while since I programmed this but I am pretty sure I set it up for an unlimited number of economic events during the day. In other words to create a new one I just create a new database entry in anticipation that it may occur again at that time. I can set the number of minutes of notice for the placement of the line.

My vertical line is currently only on the 1 minute bars. I am going to duplicate it on the 10 second bars since trading these economics requires very careful timing and you have to make a fairly late decision as to which way the spike is going to go. This is a recent addition since when I first created the code for the vertical line I did not have the skill to trade these events so I just needed enough notice to make sure I was out of the market. Now I am a lot better than in those days and beginning to prepare to actually trade them. Actually more specifically, some of them if they seem obvious to me as to the direction they will go. For sure, trading an economic event is one area where you need to use the old saying "When in doubt, Stay out" since if you get it wrong you may find your stop loss is exceeded by a fair amount. Anyway, getting back to the goal of also putting the vertical line in the 10 second bars, I have realized one has to make the decision to trade these within anywhere from 20 seconds to maybe a few minutes before the event (it depends on the situation at that time). So the vertical line is very useful and especially so in the 10 second bars (or any smaller time frame below 1 minute). So what I am saying is if you don't have this feature and want to put it in plan for both 1 minute bars and lesser sized bars too. A matching records routine that can handle any bar size is ideal. If I did not do it this way I will probably change my code to matching records when I add the line to the 10 second bars. That way if I decide to have an option to run 5 second bars later I do not need to change the code.

I also have on my todo list the inclusion of alerts but for a different purpose. They are to help me make sure I am fully ready to trade these things. My alerts are typically computer voice alerts and they would tell me I have to have something complete within X minutes of the trade. What that means is I would put in more than 1 alert and maybe set up a database of distances in time before the event. In other words I could create a schedule of alerts and the voice I want to hear during the alert. Okay so now I have something else for my to-do list - LOL. What can I say. If you like long to-do lists then consider becoming a trader since you are sure to have one.

As an aside, I didn't realize you and I share the same first name "John". How do people know your first name? I checked your profile and the first name is not there. Maybe like myself you end some of your posts with "John". So I guess this ending is appropriate - LOL.

Thanks John,
John

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 02 May 2012

bowlesj3 wrote:I don't have time to dig into this at the moment so I do not know if you have this feature or not. I thought I would run it buy you and if you (don't have it now) and (you like it) you may want to include it.

I use a system for economic events where I a/ first get the info from Yahoo, b/ next check a check box on a database screen ( it is located on a row which already has the time when this economic event typically happens) and via GVs and MC's EL code later in the day when the time comes I get a full screen vertical line which appears on the screen X minutes before the economic event is going to occur. It also automatically gets removed once the event occurs. My voice in a .wav file notifies me of addition and removal of the line. For the discretionary trader it is hard to miss. It has been a while since I programmed this but I am pretty sure I set it up for an unlimited number of economic events during the day. In other words to create a new one I just create a new database entry in anticipation that it may occur again at that time. I can set the number of minutes of notice for the placement of the line.

My vertical line is currently only on the 1 minute bars. I am going to duplicate it on the 10 second bars since trading these economics requires very careful timing and you have to make a fairly late decision as to which way the spike is going to go. This is a recent addition since when I first created the code for the vertical line I did not have the skill to trade these events so I just needed enough notice to make sure I was out of the market. Now I am a lot better than in those days and beginning to prepare to actually trade them. Actually more specifically, some of them if they seem obvious to me as to the direction they will go. For sure, trading an economic event is one area where you need to use the old saying "When in doubt, Stay out" since if you get it wrong you may find your stop loss is exceeded by a fair amount. Anyway, getting back to the goal of also putting the vertical line in the 10 second bars, I have realized one has to make the decision to trade these within anywhere from 20 seconds to maybe a few minutes before the event (it depends on the situation at that time). So the vertical line is very useful and especially so in the 10 second bars (or any smaller time frame below 1 minute). So what I am saying is if you don't have this feature and want to put it in plan for both 1 minute bars and lesser sized bars too. A matching records routine that can handle any bar size is ideal. If I did not do it this way I will probably change my code to matching records when I add the line to the 10 second bars. That way if I decide to have an option to run 5 second bars later I do not need to change the code.

That's not a bad idea, thanks. :) I think that, with the Economic Events Collection, this process of plotting future events on the chart can also be done (though I'm not sure it will work on ticks/range bar due to their unequal time per bar).

Anyway, I've written up an indicator for how I read your suggestion; is this what you meant? (The white arrow lines are made with Windows Paint, the vertical lines are MC code. 5 minute chart):
scr.02-05-2012 11.31.00.png
scr.02-05-2012 11.31.00.png (77.12 KiB) Viewed 6478 times

Other users are off-course also welcome to comment on it. :)

bowlesj3 wrote:I also have on my todo list the inclusion of alerts but for a different purpose. They are to help me make sure I am fully ready to trade these things. My alerts are typically computer voice alerts and they would tell me I have to have something complete within X minutes of the trade. What that means is I would put in more than 1 alert and maybe set up a database of distances in time before the event. In other words I could create a schedule of alerts and the voice I want to hear during the alert. Okay so now I have something else for my to-do list - LOL.

The indicator in this post has sound alert like 'upcoming high impact event', 'upcoming medium impact event' and 'upcoming low impact event'. Is that what you meant, or did you mean that MultiCharts says something like 'Upcoming economic event: ADP Non-farm Employment change'? For repeating economic events, like the non-farm payrolls that occur periodically, this can work by making a sound file for each situation. For other events, I don't know how that might work. :)

bowlesj3 wrote:If you like long to-do lists then consider becoming a trader since you are sure to have one.

Very true. :)

bowlesj3 wrote:As an aside, I didn't realize you and I share the same first name "John". How do people know your first name? I checked your profile and the first name is not there. Maybe like myself you end some of your posts with "John".

I also didn't realize that was my first name ;), Martin calls me "John", I don't mind, but my first name is just the first part of my forum user name. :)

bowlesj3
Posts: 1977
Joined: 21 Jul 2007
Has thanked: 155 times
Been thanked: 395 times

Re: The Economic Events Collection for MultiCharts

Postby bowlesj3 » 02 May 2012

Hi John (or maybe it is Josh after all),

Yes the vertical lines you put on the image you created are basically what I do. I do not analyse the impact statement but that is a minor point because it is only specific to how I deal with them (I am 100% pure technical and I use no fundamentals at all so I ignore the yahoo comments about impact). So considering this, you might want to have some way for the user to override the change in the line type and select a line type of their choice. For example, all my economic vertical lines are dotted yellow and my market open and close dotted lines are white.

Regarding my alerts, they are only specific to how I do things and just an idea that may be of no value to your system. I use a database program along with MC. It can put any text data into the clipboard. I have another program that immediately voice reads anything that goes in the clipboard. So I have all sorts of stuff read by computer voice to me all day. I have it on my todo list to have some preparation items read to me before these events take place. For example it might say "Review all projections working up from the trade wave to the parent wave above that and the wave above that one". That is one of my criteria for trading these (all projections must line up). So again it is specific to the way I do things only.

I also didn't realize that was my first name , Martin calls me "John", I don't mind, but my first name is just the first part of my forum user name.


Thats funny :-). I always thought your first name was "Josh" and your last name started with "M".

User avatar
Stan Bokov
Posts: 963
Joined: 18 Dec 2009
Has thanked: 367 times
Been thanked: 300 times

Re: The Economic Events Collection for MultiCharts

Postby Stan Bokov » 02 May 2012

Should we add it to the Wiki, and/or to MC by default? (with full credits of course)

bowlesj3
Posts: 1977
Joined: 21 Jul 2007
Has thanked: 155 times
Been thanked: 395 times

Re: The Economic Events Collection for MultiCharts

Postby bowlesj3 » 06 May 2012

Hi JoshM,

If you have not seen this MC 8.0 Beta 3 post already I think you will need to review it if you are putting the vertical lines in. I tried to send you a private message about it but maybe it is better to mention it here anyway. It pretty much explains itself.

viewtopic.php?f=1&t=10324#p50191

Another thing occurred to me regarding putting vertical lines on your script. If it has not occured to you yet (and it just occurred to me) you are going to need to use that reserve word "MaxBarsForward" that gives you the number of bars that are out front of the LastBarOnChart. In my situation it does not matter. However is one is writing a script for others where one does not know in advance how many bars are out front then it does matter.

John

bowlesj3
Posts: 1977
Joined: 21 Jul 2007
Has thanked: 155 times
Been thanked: 395 times

Re: The Economic Events Collection for MultiCharts

Postby bowlesj3 » 07 May 2012

Hi JoshM,

I just finished all the changes for my economic line notices. Rather than try to explain it I have just included the zip archives of the actual code. It may help with your effort.

All I will say is this. If the economic time is 8:30 I put the line out on the chart 1 minute later (at 8:31) so that it does not hide the bar that is being built at the moment and so that it is removed exactly when the 8:30 time arrives (maybe 1 second later). The same thing occurs in the 10 second bars but the logic is a bit different there (I had to use previoustime rather than barstatus=2). I also have code to put the line back if the line has been moved by the user (there is a bit of delay before the line is put back). Also, I have voice notices in my voice in .wav files.

As far as the Economic_PL value goes (which means the "place time" or the time to actually put the line on the chart so the user gets an advanced visual notice) I have changed it all to be a calculation for how much earlier to place the line on the chart before the actual time the economic event takes place. On the 10 second bars because I only have 28 bars of right margin blank bars I calculated it to be as soon as possible using (MaxBarsForward X BarInterval). On the 1 minute bars I have 51 blank bars in the right hand margin. So in this case I just put it out 45 minutes before the economic event. I use to have this value on the database.

Of note, if I was to redo this now I would use matching records since I have since the original writing of this code done a few scripts with matching records. However I do not think it is worth my time to go back and fix it. However the underlying logic can be used but simply modified into matching record format.

I have it on my todo list to modify the 10 second bar version of these economic lines to handle the fact that on occasion a bar will be blank (at the same time I will likely switch it to matching records). However, it is not the highest priority for me so it could be a while.

It took me a lot longer than I expected to put this change in (about 2 days). The original effort took me maybe a week to get working properly. I Hope this code helps reduce your time.

John
Attachments
MC_Studies_Economic_1Min_And_10Sec.zip
(16.36 KiB) Downloaded 603 times
Last edited by bowlesj3 on 11 May 2012, edited 11 times in total.

bowlesj3
Posts: 1977
Joined: 21 Jul 2007
Has thanked: 155 times
Been thanked: 395 times

Re: The Economic Events Collection for MultiCharts

Postby bowlesj3 » 08 May 2012

See above post which now has the actual EL code I used to complete my changes. It is working now. I completely revised the above post.

bowlesj3
Posts: 1977
Joined: 21 Jul 2007
Has thanked: 155 times
Been thanked: 395 times

Re: The Economic Events Collection for MultiCharts

Postby bowlesj3 » 09 May 2012

I have decided to go ahead and improve the 10 second bar economic code I am using to deal with blank 10 second bars because I have already seen a blank bar around the 8:30 time frame when the economic events I am most likely to trade occur.

I have completed the changes and will be testing today. My database is set up so I can load up lots of simulation tests so I should have it tested by days end. I will post the improved code in a zip file most likely by tonight. I will post when done and the above zip file will be updated.

Having said all that, Unfortunately, I can not create blank bars to test an actual blank bar situation. My tests at this point will only be to ensure the code works when the bars are not blank. To do the blank bar tests I need to create something that detects a blank bar and actually immediately creates the situation inside the code. If/when I do that, and if the code breaks, I guess you will get a second improvement later and I will mention that the code has now been tested for blank bars.

I still am not using matching records. I will probably never get around to it.

bowlesj3
Posts: 1977
Joined: 21 Jul 2007
Has thanked: 155 times
Been thanked: 395 times

Re: The Economic Events Collection for MultiCharts

Postby bowlesj3 » 09 May 2012

It just occurred to me that some users may think that the code in post #15 above is JoshM's code (even post #30 which is also my post) and that it can be run as is. That is incorrect (not correct). The post #15 code is only meant to be studied if anyone is interested. JoshM may want to use it (or some of the ideas) in his code since his original code did not have vertical lines as my code does. Others may want to study or even use the code themselves. For anyone to use my code you would need a way to set the GV with the economic time and it would need to be bumped up by 1 minute as described in post 15. JoshM's code is more automatic that what I am doing and my understanding is you can just plug it in and away you go (which is really cool by the way).

Anyway, I just updated the zip file of post 15 with the code to handle 10 second bars where some of the bars are missing. Again, as stated in the previous post it is only tested for when the bars actually exist and it works fine. It will probably be okay for missing bars as well. However to be sure I have come up with a method of detecting blank bars and forcing the existing code to use these bars for test purposes. If my tests go okay I won't bother uploading or posting again. If there is a problem detected over the next few days I will fix it and upload the update. Regarding this testing (for those who are studying this code) you will notice that the code has commented out sections. What I am doing is I will on my computer starting tomorrow use these sets of code to detect any blank bars and I will force the code to use these blank bars as if the code knew the blank bar was coming in advance (which is of course is not possible in real life but will effectively prove the code does work).
Last edited by bowlesj3 on 12 May 2012, edited 1 time in total.

bowlesj3
Posts: 1977
Joined: 21 Jul 2007
Has thanked: 155 times
Been thanked: 395 times

Re: The Economic Events Collection for MultiCharts

Postby bowlesj3 » 11 May 2012

Last night I completed my tests to make sure the 10 second bar version of the economic lines code works to handle blank 10 second bars and it appears okay. I ran it late at night when the market thinned to help get through it. I put the revised zip in post 30 above.
viewtopic.php?f=5&t=9951&p=50370#p50255
I commented all the test code out and tested those changes today before I submitted the zip file. So I can't see any more changes being needed. I will be using this version daily for a long time. However I will eventually strip the test code out because I do not like clutter. If I do this I will submit a second zip at that time (two of them, one with comments and one without).

This code is old (one of the first things I wrote when I got MC). So it could be more efficient.

I never did change it to matching records (probably never will get the time to). But it works.

The function that actually puts out the line (the "K" parameter call) could be eliminated because it is only called on BarStatus=2 (you could simply use the command). There were issues with deleting lines and this function is designed to fix that.

That's it I guess. Making a 10 second version of these lines has been on my todo list for a few months at least. Discovering JoshM's work probably helped me push up the priority a bit. Also I normally do not comment code like this but seeing as others will be inspecting it I did a better job. I guess if I revisit the code it will be easier for me to remember.

bomberone1
Posts: 145
Joined: 02 Nov 2010
Has thanked: 7 times
Been thanked: 9 times

Re: The Economic Events Collection for MultiCharts

Postby bomberone1 » 31 May 2012

Great INDICATOR.
Could you include also the feauter of this indicator already built?

viewtopic.php?f=1&t=2466

bomberone1
Posts: 145
Joined: 02 Nov 2010
Has thanked: 7 times
Been thanked: 9 times

Re: The Economic Events Collection for MultiCharts

Postby bomberone1 » 31 May 2012

I just post any links where you could take tips to improve this great indicator.

FOMCDay function
https://community.TS.com/Disc ... c_ID=21022

Bloomgerg Economic events
https://community.TS.com/Disc ... xactMatch=

Economic news calendar
https://community.TS.com/Disc ... xactMatch=

Economic Calendar
https://community.TS.com/Disc ... xactMatch=

Forex Newsday Indicator for TS RadarScreen
http://forum.catchthetrade.info/index.php?topic=8.0


The JAM Economic Calendar
is a TS Add-On that allows traders to manage their trading around economic events. You can back-test ideas such as buying and selling before and after economic reports, perform statistical analysis of market conditions around report releases, ensure your strategies close their positions correctly on early close days, or make sure you are alerted to upcoming holidays and reports.

https://community.TS.com/Disc ... c_ID=57258

sptrader
Posts: 620
Joined: 09 Apr 2010
Location: Colorado
Has thanked: 388 times
Been thanked: 227 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby sptrader » 31 May 2012

I'd like to see the addition of the "expected" vs "Actual" values, or maybe just the difference of the two..

bomberone1
Posts: 145
Joined: 02 Nov 2010
Has thanked: 7 times
Been thanked: 9 times

Re: The Economic Events Collection for MultiCharts

Postby bomberone1 » 31 May 2012

YES is very important have 3 different value:
Previuos, Expectations or Forecast, and Actual and the difference in %
like these:
http://www.cnbc.com/id/15839168
http://www.dailyfx.com/calendar/?visito ... 0CC00F7D60

Nicolas23
Posts: 50
Joined: 13 Oct 2011
Has thanked: 22 times
Been thanked: 35 times

Re: The Economic Events Collection for MultiCharts

Postby Nicolas23 » 23 Jul 2012

Hi,

I am "Nicolas11 (from BMT)" who helped JoshM by coding EconomicEventsDownloader.jar

Forex Factory has recently modified the HTML code behind its calendar of economic events .

So v1 of EconomicEventsDownloader.jar is not able any more to retrieve the information from Forex Factory Web site.

Enclosed please find a new version (v2) of EconomicEventsDownloader.jar which solves this issue.

As for v1, the enclosed ZIP also contains source code. This source code is useless for the execution of EconomicEventsDownloader.jar. It is just given as a reference if, for any reason (for instance: security), you prefer to review the code and compile yourself the .jar file.

Thanks to JoshM for having spotted the problem in v1, and also having identified a problem (now solved) in beta version of v2. Remaining bugs, if any, are mine. ;)

Nicolas

PS - Forex Factory also limited the historical information available. We cannot obtain economic events prior to 2009 (versus 2007 previously).
Attachments
EconomicEventsDownloader_v2.zip
(26.23 KiB) Downloaded 623 times

User avatar
TJ
Posts: 6521
Joined: 29 Aug 2006
Location: Global Citizen
Has thanked: 957 times
Been thanked: 1883 times

Re: The Economic Events Collection for MultiCharts

Postby TJ » 23 Jul 2012

Nicolas23 and JoshM :

Thanks for sharing your indicator and code.
Although I am not a user, I appreciate your contribution to the community.

Best regards and Good Trading
TJ

Ulich05
Posts: 26
Joined: 02 Aug 2011
Has thanked: 2 times
Been thanked: 9 times

Re: The Economic Events Collection for MultiCharts

Postby Ulich05 » 01 Aug 2012

I can initially plot the indicator just fine but it disappears from the chart (60min es) on the first tick after adding it. I'm using the default indicator values which should work ok on the chart, any ideas?

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 01 Aug 2012

Ulich05 wrote:I can initially plot the indicator just fine but it disappears from the chart (60min es) on the first tick after adding it. I'm using the default indicator values which should work ok on the chart, any ideas?

Have you unchecked "Update on every tick"?

Ulich05
Posts: 26
Joined: 02 Aug 2011
Has thanked: 2 times
Been thanked: 9 times

Re: The Economic Events Collection for MultiCharts

Postby Ulich05 » 02 Aug 2012

That did it! thanks!

here's an idea, allow for the user to change the "impact" for the economic events. This analysis from GS is similar to what my research showed. http://www.zerohedge.com/news/micro-equ ... nd-reality

I believe the indicator now pulls its impact values from the forexfactory site automatically. However,
as I trade only debt, the eco # impact is slightly different for credit mkts vs equity

imoneyfish
Posts: 37
Joined: 26 Oct 2011
Has thanked: 6 times
Been thanked: 2 times

Re: The Economic Events Collection for MultiCharts

Postby imoneyfish » 19 Oct 2012

JoshM wrote:
brian304 wrote:Double clicking on the jar file brings up an error message that has two boxes in it one says PROBLEM and the other "WAITING"?

What's the error message? And how many times have you tried it - occurs the error repeatedly?

I've just extracted the Java program from the .zip in the first post of this thread to check again, and I got this screen:
Image

However, if you have no internet connection (or router/gateway/firewall problems or ForexFactory.com is down), you'll get a screen similar to this one:

Image

Was that your error message? If so, please try again to check if you now can connect to ForexFactory.com.



Hi JoshM,

I got the downloader finiahsed ok. However, both the FutureEconomicEvents.txt and HistoricalEconomicEvents.txt are empty, which means 0KB size of the files. I open them and no information stored. I use SDD Hard drive. Please help, thanks.
1.jpg
1.jpg (125.84 KiB) Viewed 6315 times

Nicolas23
Posts: 50
Joined: 13 Oct 2011
Has thanked: 22 times
Been thanked: 35 times

Re: The Economic Events Collection for MultiCharts

Postby Nicolas23 » 20 Oct 2012

Hi imoneyfish,

Your screenshot shows that you use v1.
You should switch to v2 proposed on message #39 above ( viewtopic.php?f=5&t=9951&p=55117#p52241 ).

EDIT. Sorry, the screenshot was not yours. I phrase it differently: are you sure that you use v2? (Answer is within the title of the window.)

Nicolas

imoneyfish
Posts: 37
Joined: 26 Oct 2011
Has thanked: 6 times
Been thanked: 2 times

Re: The Economic Events Collection for MultiCharts

Postby imoneyfish » 20 Oct 2012

Nicolas23 wrote:Hi imoneyfish,

Your screenshot shows that you use v1.
You should switch to v2 proposed on message #39 above ( viewtopic.php?f=5&t=9951&p=55117#p52241 ).

EDIT. Sorry, the screenshot was not yours. I phrase it differently: are you sure that you use v2? (Answer is within the title of the window.)

Nicolas


Please see my chart. It is V2. Help, thanks a lot.
1.jpg
1.jpg (95.8 KiB) Viewed 6337 times

Nicolas23
Posts: 50
Joined: 13 Oct 2011
Has thanked: 22 times
Been thanked: 35 times

Re: The Economic Events Collection for MultiCharts

Postby Nicolas23 » 27 Oct 2012

This problem on EconomicEventsDownloader is due to the fact that ForexFactory totally modified the underlying HTML format of its pages.

Nicolas

Nicolas23
Posts: 50
Joined: 13 Oct 2011
Has thanked: 22 times
Been thanked: 35 times

Re: The Economic Events Collection for MultiCharts

Postby Nicolas23 » 27 Oct 2012

Enclosed please find a new version (v3) of EconomicEventsDownloader.jar which addresses the new way Forex Factory formats its calendar (underlying HTML).

As for previous versions, the enclosed ZIP also contains source code. This source code is useless for the execution of EconomicEventsDownloader.jar. It is just given as a reference if, for any reason (for instance: security), you prefer to review the code and compile yourself the .jar file.

I have not tested it. I mean... it works, but I have not made deep tests in order to check that the output files fully correspond to the content of Forex Factory calendar. Please check it if you want to use it.

Nicolas
Attachments
EconomicEventsDownloader_v3.zip
(25.95 KiB) Downloaded 525 times

imoneyfish
Posts: 37
Joined: 26 Oct 2011
Has thanked: 6 times
Been thanked: 2 times

Re: The Economic Events Collection for MultiCharts

Postby imoneyfish » 27 Oct 2012

Nicolas23 wrote:Enclosed please find a new version (v3) of EconomicEventsDownloader.jar which addresses the new way Forex Factory formats its calendar (underlying HTML).

As for previous versions, the enclosed ZIP also contains source code. This source code is useless for the execution of EconomicEventsDownloader.jar. It is just given as a reference if, for any reason (for instance: security), you prefer to review the code and compile yourself the .jar file.

I have not tested it. I mean... it works, but I have not made deep tests in order to check that the output files fully correspond to the content of Forex Factory calendar. Please check it if you want to use it.

Nicolas

Works perfectly at my end! Thanks again.

bbv
Posts: 4
Joined: 07 Dec 2012
Has thanked: 2 times
Been thanked: 1 time

Re: The Economic Events Collection for MultiCharts

Postby bbv » 07 Dec 2012

Hi all,

Really nice work thanks a lot for sharing!
I'm running into the following error when running EconomicEventsDownloader_v3.jar (future events are downloaded but not historical ones). Any ideas?

[1/2] Download, parse and store Forex Factory economic events for the current month (12/2012)...
[2/2] Download, parse and store Forex Factory economic events for next month (1/2013)...

Problem for identification of hour in: <td width="34" style="padding-left:4px"> <a href="#" onclick="return load_rate_info(38384, 21, '3.00%', '3.00%', 1354591800);">AUD</a> </td>
main.ParseStringAndSave.parseStringAndSaveToFile(ParseStringAndSave.java:153)
main.Main.step3_proceedForFutureEconomicEvents(Main.java:139)
main.Main.main(Main.java:319)

Nicolas23
Posts: 50
Joined: 13 Oct 2011
Has thanked: 22 times
Been thanked: 35 times

Re: The Economic Events Collection for MultiCharts

Postby Nicolas23 » 08 Dec 2012

Same error on my side. I'll try to fix it.

Nicolas23
Posts: 50
Joined: 13 Oct 2011
Has thanked: 22 times
Been thanked: 35 times

Re: The Economic Events Collection for MultiCharts

Postby Nicolas23 » 08 Dec 2012

I think that the problem is due to the fact that that "future events" tries to download this month (December 2012) and next month (January 2013) information whereas January 2013 calendar is not yet available on Forex Factory.

Enclosed please find v3bis which shall only be used in December 2012.

It restricts "future events" to this month (December 2012) information.

Nicolas
Attachments
EconomicEventsDownloader_v3bis.zip
(25.98 KiB) Downloaded 508 times

bbv
Posts: 4
Joined: 07 Dec 2012
Has thanked: 2 times
Been thanked: 1 time

Re: The Economic Events Collection for MultiCharts

Postby bbv » 09 Dec 2012

the update worked great, thanks guys for sharing this

imoneyfish
Posts: 37
Joined: 26 Oct 2011
Has thanked: 6 times
Been thanked: 2 times

Re: The Economic Events Collection for MultiCharts

Postby imoneyfish » 21 Jan 2013

Nicolas23 wrote:I think that the problem is due to the fact that that "future events" tries to download this month (December 2012) and next month (January 2013) information whereas January 2013 calendar is not yet available on Forex Factory.

Enclosed please find v3bis which shall only be used in December 2012.

It restricts "future events" to this month (December 2012) information.

Nicolas


Tried with V3 and V3bis, but both with error, please help! Many Thanks.
V3:http://screencast.com/t/zZQ1HIQbWGym
V3bis:http://screencast.com/t/dryf9tgJ

Nicolas23
Posts: 50
Joined: 13 Oct 2011
Has thanked: 22 times
Been thanked: 35 times

Re: The Economic Events Collection for MultiCharts

Postby Nicolas23 » 27 Jan 2013

Enclosed please find a new version (v4) of EconomicEventsDownloader.jar which addresses the new way Forex Factory formats its calendar (underlying HTML).

As for previous versions, the enclosed ZIP also contains source code. This source code is useless for the execution of EconomicEventsDownloader.jar. It is just given as a reference if, for any reason (for instance: security), you prefer to review the code and compile yourself the .jar file.

I have not tested it. I mean... it works, but I have not made deep tests in order to check that the output files fully correspond to the content of Forex Factory calendar. Please check it if you want to use it.

Nicolas
Attachments
EconomicEventsDownloader_v4.zip
(26.07 KiB) Downloaded 512 times

Nicolas23
Posts: 50
Joined: 13 Oct 2011
Has thanked: 22 times
Been thanked: 35 times

Re: The Economic Events Collection for MultiCharts

Postby Nicolas23 » 28 Jan 2013

JoshM informed me that v4 was not downloading events which happen at the same time as the previous event. It was due to another change in the structure of Forex Factory calendar.

Enclosed please find a new version (v5) of EconomicEventsDownloader.jar which corrects this issue.

As for previous versions, the enclosed ZIP also contains source code. This source code is useless for the execution of EconomicEventsDownloader.jar. It is just given as a reference if, for any reason (for instance: security), you prefer to review the code and compile yourself the .jar file.

I have not tested it. I mean... it works, but I have not made deep tests in order to check that the output files fully correspond to the content of Forex Factory calendar. Please check it if you want to use it.

Nicolas
Attachments
EconomicEventsDownloader_v5.zip
(26.23 KiB) Downloaded 535 times

bomberone1
Posts: 145
Joined: 02 Nov 2010
Has thanked: 7 times
Been thanked: 9 times

Re: The Economic Events Collection for MultiCharts

Postby bomberone1 » 31 Jan 2013

Is it possible add this nice indicator into default installation of MC, and with automatic uploader?

bomberone1
Posts: 145
Joined: 02 Nov 2010
Has thanked: 7 times
Been thanked: 9 times

Re: The Economic Events Collection for MultiCharts

Postby bomberone1 » 19 Apr 2013

This features by default in mc. VOTE it!

If it will be possible load more historical data and have a time clock count down to economic event and a forecast from
Forex Factory
or fxcm website it would be perfect.

http://www.bigmiketrading.com/multichar ... harts.html

Nicolas23
Posts: 50
Joined: 13 Oct 2011
Has thanked: 22 times
Been thanked: 35 times

Re: The Economic Events Collection for MultiCharts

Postby Nicolas23 » 20 Apr 2013

Hi bomberone1,

I am (was) in charge of the Java part for downloading, so I will only answer to "Is it possible load more historical data" question.

When previous versions of the tool were designed, downloading data from ForexFactory was only possible back to 2009. Now, it seems OK back to 2007.

So, enclosed please find a new version (v5.1) of EconomicEventsDownloader.jar which downloads back to 2007 (instead of 2009 in v5). It is the only change.

As for previous versions, the enclosed ZIP also contains source code. This source code is useless for the execution of the jar file. It is just given as a reference if, for any reason (for instance: security), you prefer to review the code and compile yourself the .jar file.

I have not tested it. I mean... it works, but I have not made deep tests in order to check that the output files fully correspond to the content of Forex Factory calendar. Please check it if you want to use it.

Nicolas
Attachments
EconomicEventsDownloader_v5.1.zip
(26.26 KiB) Downloaded 552 times

bomberone1
Posts: 145
Joined: 02 Nov 2010
Has thanked: 7 times
Been thanked: 9 times

Re: The Economic Events Collection for MultiCharts

Postby bomberone1 » 21 Apr 2013

Great NIcolas,
your tool is very usefull when we need to know economic news.
I see also fxcm news and it will be grat to combine multiple forecast analisys from different source.
Your tool shoul be integrated into mc.

I see that new indicator of MT tell how many minutes missing fron a news release is it possible add this feutrures and plot historical news inti the charts?

Something like this:

http://www.TS.com/en/trading- ... nts-to-ecl

ducktail
Posts: 21
Joined: 21 Feb 2011
Has thanked: 22 times
Been thanked: 7 times

Re: The Economic Events Collection for MultiCharts

Postby ducktail » 12 Jul 2013

Hello, Nicolas23 and JoshM.

Thanks for sharing your great tools.
I'm very interested in this.
But I can't download Economic Events files.
The downloader's(v5.1) message is as follows.

1. Future Economic Events:
[1/2] Download, parse and store Forex Factory economic events for the current month (7/2013)...

Unparseable date: "2:30am"
java.text.DateFormat.parse(Unknown Source)
main.ParseStringAndSave.parseStringAndSaveToFile(ParseStringAndSave.java:150)
main.Main.step3_proceedForFutureEconomicEvents(Main.java:134)
main.Main.main(Main.java:319)

2. Historical Economic Events:
File HistoricalEconomicEvents.txt does not exist, perhaps because this is the first time that you run this application.
79 months of economic events shall be downloaded, parsed and stored.

EconomicEventsDownloader is v5.1
My OS is win7 home premium.
JAVA is "7 Update 25"(both 32bit and 64bit)
MC is 8.5(x64). "EconomicEvents_v1.14.pla" is imported and compiled.
I also tried with my other PCs(Win8, WinXP), but failed...

Please help me.
Attachments
QS_20130712-201119.png
QS_20130712-201119.png (27.06 KiB) Viewed 6221 times

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 12 Jul 2013

Hi Ducktail,

That's odd, since it works fine here (same version as you have; v.5.1):
scr.12-07-2013 15.32.59.png
scr.12-07-2013 15.32.59.png (29.07 KiB) Viewed 6253 times


Have you tried running it with admin privileges? Perhaps it needs that to make the .txt files.

ducktail
Posts: 21
Joined: 21 Feb 2011
Has thanked: 22 times
Been thanked: 7 times

Re: The Economic Events Collection for MultiCharts

Postby ducktail » 12 Jul 2013

Hi JoshM,

Thank you very much for your advice.

Referring to the following web page, I tried to open .jar file with admin privilege.
http://stackoverflow.com/questions/6109 ... -privilege

1) Right click "command prompt". Then click "run as administrator".
2) Enter "java -jar [mypath]EconomicEventsDownloader_v5.1.jar".

But the same error occurred.
Image

I guess it was because of my pc's enviroment. I have no idea.

By the way, when I tried to open EconomicEventsDownloader.jar(v1),
the same error didn't occur. But the text files which were made by Downloader were empty(0kb).
Image

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 13 Jul 2013

ducktail wrote:I guess it was because of my pc's enviroment. I have no idea.

I also have no idea, sorry. I expect that Nicolas (who wrote the Java part) might have a much better understanding.

I've attached the two .txt files to this post that the Economic Events uses (FutureEconomicEvents.txt and HistoricalEconomicEvents.txt) so that you can get started. The future economic events go to the end of August, so you're good till then.

Just place the .txt files in the folder specified in the EE.UserSetting function.

Good luck!
Attachments
FutureEconomicEvents.txt
(24.77 KiB) Downloaded 399 times
HistoricalEconomicEvents.txt
(1 MiB) Downloaded 425 times

ducktail
Posts: 21
Joined: 21 Feb 2011
Has thanked: 22 times
Been thanked: 7 times

Re: The Economic Events Collection for MultiCharts

Postby ducktail » 13 Jul 2013

Hi JoshM,

Thank you very very much for your kindness.
I'm very glad to get started anyway.

Nicolas23
Posts: 50
Joined: 13 Oct 2011
Has thanked: 22 times
Been thanked: 35 times

Re: The Economic Events Collection for MultiCharts

Postby Nicolas23 » 14 Jul 2013

Hi,

I am sorry but I do not succeed in reproducing the problem. :(

On my side, seems OK. Please see attached pic.

Nicolas
Attachments
EED_2013-07-14_1550.png
EED_2013-07-14_1550.png (79.37 KiB) Viewed 6270 times

ducktail
Posts: 21
Joined: 21 Feb 2011
Has thanked: 22 times
Been thanked: 7 times

Re: The Economic Events Collection for MultiCharts

Postby ducktail » 14 Jul 2013

Hello JoshM and Nicolas23,

Thank you very much for you kindness.

Please listen, I finally found it.
I changed windows7 setting as follows, then I succeeded.

control panel -> Regional and Language Options -> Formats
[before]Format:JAPAN
[After]Format:English(United States)

I guess the cause of the error is date format.
* The date format in Japan is yyyy/MM/dd(=2013/07/15).

Thank you again.

Nicolas23
Posts: 50
Joined: 13 Oct 2011
Has thanked: 22 times
Been thanked: 35 times

Re: The Economic Events Collection for MultiCharts

Postby Nicolas23 » 15 Jul 2013

ducktail,

I am a bit puzzled, because the way the Java application (.jar) works should be independent of the region of the computer, since date and time formats are, either hard-coded, or forced as "English" in the code.

Or perhaps the region of the computer changes the way Forex Factory displays the information?

Anyway, if you have found a solution, that's fine. :)

Nicolas

Nicolas23
Posts: 50
Joined: 13 Oct 2011
Has thanked: 22 times
Been thanked: 35 times

Re: The Economic Events Collection for MultiCharts

Postby Nicolas23 » 10 Aug 2013

For completeness purpose, enclosed please find documentation for the Java tool which downloads economic events from Forex Factory.

Nicolas
Attachments
Economic Events Downloader v.5.1 documentation.pdf
(344.66 KiB) Downloaded 1338 times

arjfca
Posts: 1263
Joined: 23 Nov 2010
Has thanked: 717 times
Been thanked: 221 times

Re: The Economic Events Collection for MultiCharts

Postby arjfca » 18 Sep 2013

bowlesj3 wrote:Hi John (or maybe it is Josh after all),

Yes the vertical lines you put on the image you created are basically what I do. I do not analyse the impact statement but that is a minor point because it is only specific to how I deal with them (I am 100% pure technical and I use no fundamentals at all so I ignore the yahoo comments about impact). So considering this, you might want to have some way for the user to override the change in the line type and select a line type of their choice. For example, all my economic vertical lines are dotted yellow and my market open and close dotted lines are white.

Regarding my alerts, they are only specific to how I do things and just an idea that may be of no value to your system. I use a database program along with MC. It can put any text data into the clipboard. I have another program that immediately voice reads anything that goes in the clipboard. So I have all sorts of stuff read by computer voice to me all day. I have it on my todo list to have some preparation items read to me before these events take place. For example it might say "Review all projections working up from the trade wave to the parent wave above that and the wave above that one". That is one of my criteria for trading these (all projections must line up). So again it is specific to the way I do things only.

I also didn't realize that was my first name , Martin calls me "John", I don't mind, but my first name is just the first part of my forum user name.


Thats funny :-). I always thought your first name was "Josh" and your last name started with "M".


Hello John

What is the software that you use for your voice message?
Is it control by MC or Access?

Martin :)

arjfca
Posts: 1263
Joined: 23 Nov 2010
Has thanked: 717 times
Been thanked: 221 times

Re: The Economic Events Collection for MultiCharts

Postby arjfca » 18 Sep 2013

bowlesj3 wrote:Hi John (or maybe it is Josh after all),

Yes the vertical lines you put on the image you created are basically what I do. I do not analyse the impact statement but that is a minor point because it is only specific to how I deal with them (I am 100% pure technical and I use no fundamentals at all so I ignore the yahoo comments about impact). So considering this, you might want to have some way for the user to override the change in the line type and select a line type of their choice. For example, all my economic vertical lines are dotted yellow and my market open and close dotted lines are white.

Regarding my alerts, they are only specific to how I do things and just an idea that may be of no value to your system. I use a database program along with MC. It can put any text data into the clipboard. I have another program that immediately voice reads anything that goes in the clipboard. So I have all sorts of stuff read by computer voice to me all day. I have it on my todo list to have some preparation items read to me before these events take place. For example it might say "Review all projections working up from the trade wave to the parent wave above that and the wave above that one". That is one of my criteria for trading these (all projections must line up). So again it is specific to the way I do things only.

I also didn't realize that was my first name , Martin calls me "John", I don't mind, but my first name is just the first part of my forum user name.


Thats funny :-). I always thought your first name was "Josh" and your last name started with "M".


Hello John

What is the software that you use for your voice message?
Is it control by MC or Access?

Martin :)

monexx
Posts: 87
Joined: 20 Feb 2014
Has thanked: 26 times
Been thanked: 7 times

Re: The Economic Events Collection for MultiCharts

Postby monexx » 20 Feb 2014

Hello,
Can anyone provided economic events indikator suitable for use in backtest?

arjfca
Posts: 1263
Joined: 23 Nov 2010
Has thanked: 717 times
Been thanked: 221 times

Re: The Economic Events Collection for MultiCharts

Postby arjfca » 20 Feb 2014

monexx wrote:Hello,
Can anyone provided economic events indikator suitable for use in backtest?


I don't think that it is easily possible.

The indicator use the provided news info at the moment, not the past one. When your doing a backtest, your doing it in a simulated time

To do so, you would need to build a database of news and instead to look on the net for them, look on your database. If time match a news time, then do your test on line

Good luck

Martin

monexx
Posts: 87
Joined: 20 Feb 2014
Has thanked: 26 times
Been thanked: 7 times

Re: The Economic Events Collection for MultiCharts

Postby monexx » 20 Feb 2014

if it were plotted on a chart, it would be much more convenient...

bowlesj3
Posts: 1977
Joined: 21 Jul 2007
Has thanked: 155 times
Been thanked: 395 times

Re: The Economic Events Collection for MultiCharts

Postby bowlesj3 » 20 Feb 2014

I have a different view (for trading the E-mini at least). I believe it can be backtested. I have noticed that the 8:30 economic (which is the most regular one) tracks my trading system calls fairly well. What it seems to do is execute within 10 to 30 seconds what would normally occur within 30 to 60 minutes and it exaggerates its size as well. The problem with trading it is every so often it will do a whip back and bounce off an RSI level in the 1 minute bars and due to the nature of this it can exceed my stop loss. So even if you are correct regarding the bigger of the two directions you at times could take a loss regardless. So even though I don't really try to trade it for this reason, I use no news at all and my system seems to predict it fairly well which suggests that backtesting it is valid.
Last edited by bowlesj3 on 20 Feb 2014, edited 3 times in total.

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 20 Feb 2014

arjfca wrote:
monexx wrote:Hello,
Can anyone provided economic events indikator suitable for use in backtest?


I don't think that it is easily possible.

This post on BMT has a preliminary version of that code: BMT topic.

arjfca wrote:To do so, you would need to build a database of news and instead to look on the net for them, look on your database. If time match a news time, then do your test on line

You could also do it by just reading a plain text file, and then putting these economic events into a list which you then match by the historical bars. The drawback of that is that you have 5 minute bars, you need to look inside the bars to get the actual time stamp for the event. That can be done (I have already done so), but can't find a code example of that this quickly. (I use MC .NET now)

Anyway, perhaps I should revitalise the project, since it is still used given these recent comments in this thread. I also noticed that there is not much 'spin off development' based on the EECollection, which is not meant as a negative comment but more likely due to not clear enough documentation/code. So that is also something that can be updated/improved upon.

However, currently I'm tied up in other projects so it will take a few months before I can take up this idea. Would there be interest for it, by the way? Otherwise I can better create something else. :)

User avatar
TJ
Posts: 6521
Joined: 29 Aug 2006
Location: Global Citizen
Has thanked: 957 times
Been thanked: 1883 times

Re: The Economic Events Collection for MultiCharts

Postby TJ » 20 Feb 2014

I am posting the code here for easy referencing

Code: Select all

// by Jura

Inputs:
   NameOfList("myHistList"),
   RegionsToKeep("EUR;USD;GBP"),
   ChopUpStrings(False),
   Ticks_OffSet(8),
   HighImpact_Color(Red),
   MediumImpact_Color(yellow),
   LowImpact_Color(cyan),
   DisplayArrow(True),
   Arrow_Size(5),
   DisplayLine(True),
   Line_Width(1),
   Line_Style(2),
   DisplayText(True),
   Text_FontSize(10),            
   Text_FontName("Lucida Sans Typewriter"),
   Text_FontColor(white);

Variables:
   tickOffSet( Ticks_OffSet * MinMove), //(Power(10, Round(Log(PriceScale) / Log(10), 0)) / MinMove) ),
   tickSize(MinMove / PriceScale),
   dtEconEvent(0), prevDtEconEvent(0), dtNextBar(0), dtPrevBar(0), indexNumber(1),
   firstDate(0), firstTime(0), arrowID(0), textID(0), tlID(0), loopDoneForBar(False), impactOfEvent(0),
   listLength(0),
   x(0), y(0), z(0);

if (CurrentBar = 1) then begin
    firstDate = Date;
    firstTime = Time_s;
end;

Arrays:
   barPrice[](0), barDT[](0), barPriceLow[](0);

once cleardebug;

// Collect data
if (BarStatus(1) = 2) then begin
   x = Array_GetMaxIndex(barPrice);
   
   Array_SetMaxIndex(barPrice, x + 1);
   Array_SetMaxIndex(barDT, x + 1);
   Array_SetMaxIndex(barPriceLow, x + 1);
   
   barPrice[x+1]     = Highest(High, 10);  //High;
   
   if (x > 10) then
      barPrice[x+1-10]    = Highest(High, 20);
   
   barDT[x+1]          = ELDateToDateTime(Date) + ELTimeToDateTime_s(Time_s);
   barPriceLow[x+1]   = Low - (MinMove * 2);
   
end; //: Data collection


if (LastBarOnChart_s = True) and (BarStatus(1) = 2) and (GetAppInfo(aiRealTimeCalc) = 0) then begin

   // Generate economic events list
   once begin
   
      value1 = EE.GetHistoricalEvents(NameOfList, firstDate, Date);
//      value1 = EE.GetFutureEvents(NameOfList);
      value1 = EE.KeepTimeRange(NameOfList, SessionStartTime(0, DayOfWeek(Date)), SessionEndTime(0, DayOfWeek(Date)));
      value1 = EE.KeepRegions(NameOfList, RegionsToKeep);         // Only keep the specified regions in the list
      value1 = EE.RemoveImpact(NameOfList, 0);                     // Remove all events with impact 0 (i.e. bank holiday)
   
      // Note: uncomment the line below to see which Economic Events are in the list after the filtering functions. (For debugging purposes)
//      EE.PrintToOutputLog(NameOfList);
   end;

   Print("Lengt of bar array: ", array_getmaxindex(barPrice), "  and barDt: ", array_getmaxindex(barDT));
   
   dtEconEvent    = EE.DateTimeOfEvent(NameOfList, indexNumber);   
   listLength       = EE.GetMaxIndex(NameOfList);
   
   z = 1;
   y = 1;
   value1 = 1;
   value2 = 1;
   
   // Loop through data
   for x = 1 to Array_GetMaxIndex(barDT) - 1 begin
   
      // if there are multiple economic events on this time
      for z = 0 to 9 begin
      
         if (IntPortion(barDT[x]) = IntPortion(dtEconEvent)) and (barDT[x-1] < dtEconEvent) and (barDT[x+1] > dtEconEvent) then begin
         
            Print("PrevBar: ", DateTimeToStr(barDT[x-1]), " Event: ", DateTimeToStr(dtEconEvent), "  next bar: ", DateTimeToStr(barDT[x+1]));
            Print(Spaces(2), "Date of event: ", FormatDate("dd-MM-yy", ELDateToDateTime(EE.DateList(NameOfList, indexNumber))),
                  "  Time of event: ", FormatTime("HH:mm:ss", ELTimeToDateTime(EE.TimeList(NameOfList, indexnumber))),
                  "  name of event: ", EE.EventList(NameOfList, indexNumber));
                  
            // Plot
            if (z = 0) then begin
               
               if (DisplayText = True) then
            
                  textID = Text_New_s(EE.DateList(NameOfList, indexNumber),
                           EE.TimeList(NameOfList, indexNumber) * 100,
                           barPrice[x] + (tickSize * 2) + Arrow_Size,
                           IffString(ChopUpStrings = True,
                              StrChopUp(Text(EE.EventList(NameOfList, indexNumber), " (", EE.RegionList(NameOfList, indexNumber), ")")),
                              Text(EE.EventList(NameOfList, indexNumber), " (", EE.RegionList(NameOfList, indexNumber), ")")
                           ));
               
               if (DisplayArrow = True) then
               
                  arrowID = Arw_New_s(EE.DateList(NameOfList, indexNumber),
                                       EE.TimeList(NameOfList, indexNumber) * 100,
                                       barPrice[x], True);
               
               if (DisplayLine = True) then                      
                   tlID = TL_New_s(EE.DateList(NameOfList, indexNumber),
                                  EE.TimeList(nameOfList, indexNumber) * 100,
                                  barPriceLow[x],
                                  EE.DateList(NameOfList, indexNumber),
                                  EE.TimeList(nameOfList, indexNumber) * 100,
                                  barPriceLow[x] * 0.85);
                      
                                     
            end //: z = 0
            
            else if (DisplayText = True) then
               value1 = Text_SetString(textID, Text(Text_GetString(textID), NewLine, "&", NewLine,
                        IffString(ChopUpStrings = True,
                           StrChopUp(Text(EE.EventList(NameOfList, indexNumber), " (", EE.RegionList(NameOfList, indexNumber), ")")),
                           Text(EE.EventList(NameOfList, indexNumber), " (", EE.RegionList(NameOfList, indexNumber), ")"))   
                        ));
            
            // Formatting
            value6 = Text_SetSize(textID, Text_FontSize);
            value6 = Text_SetFontName(textID, Text_FontName);
            value6 = Text_SetStyle(textID, 0, 1);
            value6 = Text_SetColor(textID, Text_FontColor);
            
            value7 = Arw_SetSize(arrowID, Arrow_Size);
            
            value8 = TL_SetStyle(tlID, Line_Style);
            value8 = TL_SetSize(tlID, Line_Width);
            
            impactOfEvent = EE.ImpactList(NameOfList, indexNumber);
            
            switch (impactOfEvent) begin
            
               case 1:             // low impact
                  value5 = Arw_SetColor(arrowID, LowImpact_Color);
                  value5 = TL_SetColor(tlID, LowImpact_Color);
               
               case 2:            // medium
                  value5 = Arw_SetColor(arrowID, MediumImpact_Color);
                  value5 = TL_SetColor(tlID, MediumImpact_Color);
               
               case 3:            // high
                  value5 = Arw_SetColor(arrowID, HighImpact_Color);
                  value5 = TL_SetColor(tlID, HighImpact_Color);
            
            end; //: ImpactOfEvent switch

            indexNumber   = indexNumber + 1;
            
            dtEconEvent = IFF(indexNumber > listLength, 9999999, EE.DateTimeOfEvent(NameOfList, indexNumber));
            
            Print(Spaces(3), "Next econ event = ", DateTimeToStr(dtEconEvent));
            
//            value2 = value2 + 1;
         
         end else if (IntPortion(barDT[x]) > IntPortion(dtEconEvent)) then begin
         
            Print("BarDT: ", DateTimeToStr(BarDT[x]), " econ event: ", DateTimeToStr(dtEconEvent), " - happened on a market closed day");
            
            indexNumber   = indexNumber + 1;
            
            dtEconEvent = EE.DateTimeOfEvent(NameOfList, indexNumber);
         
//            value1 = value1 + 1;
         end;
   
      end; //: z loop
   end; //: x loop
   
//   Print("How many economic events missed? ", value1);
//   Print("How many economic events plotted? ", value2);

      loopDoneForBar = False;
      
      while (loopDoneForBar = False) begin
      
         // If the economic event doesn't happen on this day -> skip
         // that way, when the market is closed when economic events happened, the list moves on
         if (IntPortion(barDT[x]) > IntPortion(dtEconEvent)) then begin
         
            y = y + 1;
            
            Print(Spaces(2), "How many days skipped? ", NumToStr(y, 0));
            
            Print(Spaces(4), "Date: ", FormatDate("dd-MM-yyyy", barDT[x]),
               "  event date: ", FormatDate("dd-MM-yyyy", dtEconEvent));
         
            indexNumber   = indexNumber + 1;
            
            if (indexNumber <= listLength) then begin
               dtEconEvent = EE.DateTimeOfEvent(NameOfList, indexNumber);
//               Print("indexnum: ", NumToStr(indexNumber, 0));
            end;
            
            loopDoneForBar = True;
                  
         end else
         
         if (barDT[x-1] < dtEconEvent) and (barDT[x+1] > dtEconEvent) then begin
         
            z = z + 1;
                     
            Print("How many events are there according to the code? ", NumToStr(z, 0),
                  "  And what is x? ", NumToStr(x, 0));
         
//            Print(Spaces(2), "dt: ", NumToStr(dtEconEvent, 10), " indexNumber: ", indexNumber,
//               " Date: ", FormatDate("dd-MM-yyyy", dtEconEvent), "  time: ", ToTime_DT(dtEconEvent));
            
            // Draw text & arrows
            textID = Text_New_s(EE.DateList(NameOfList, indexNumber), EE.TimeList(NameOfList, indexNumber) * 100, barPrice[x] + tickOffSet,
                           Text(EE.EventList(NameOfList, indexNumber), "(", EE.RegionList(NameOfList, indexNumber), ")"));
            
            arrowID = Arw_New_s(EE.DateList(NameOfList, indexNumber), EE.TimeList(NameOfList, indexNumber),
                            barPrice[x] + 0.33 * tickOffSet, True);            
         
            indexNumber   = indexNumber + 1;
            dtEconEvent = EE.DateTimeOfEvent(NameOfList, indexNumber);
            
            if (dtEconEvent = prevDtEconEvent) then
               loopDoneForBar = False
            else
               loopDoneForBar = True;
            
         end else
            loopDoneForBar = True;
      end;
      //prevDtEconEvent = dtEconEvent;
   
   

   
   Print("length of list? : ", EE.GetMaxIndex(NameOfList));

end; //: LastBarOnChart_s check

User avatar
MAtricks
Posts: 789
Joined: 09 Apr 2012
Has thanked: 286 times
Been thanked: 277 times

Re: The Economic Events Collection for MultiCharts

Postby MAtricks » 20 Feb 2014

Is everything updated in post #1? Or should we pick out what looks to be the most recent editions of each piece of this project?

Also, my partner built something similar a few months ago and found that Forex Factory had a bug in how they're setup for Day Light Savings. Is this something that anyone else noticed?

monexx
Posts: 87
Joined: 20 Feb 2014
Has thanked: 26 times
Been thanked: 7 times

Re: The Economic Events Collection for MultiCharts

Postby monexx » 21 Feb 2014

I compiled this code(by Jura from BMT) but I am getting error message : attached screenshot
Attachments
EE for backtest.png
EE for backtest.png (260.25 KiB) Viewed 6206 times

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 21 Feb 2014

monexx wrote:I compiled this code(by Jura from BMT) but I am getting error message : attached screenshot

If you output the list to the PowerLanguage Editor output window (see the EE.PrintToOutputLog function), what output do you get?

monexx
Posts: 87
Joined: 20 Feb 2014
Has thanked: 26 times
Been thanked: 7 times

Re: The Economic Events Collection for MultiCharts

Postby monexx » 21 Feb 2014

In output I see this : attached
Attachments
Output.pdf
(412.01 KiB) Downloaded 488 times

monexx
Posts: 87
Joined: 20 Feb 2014
Has thanked: 26 times
Been thanked: 7 times

Re: The Economic Events Collection for MultiCharts

Postby monexx » 25 Feb 2014

Hello,
Someone tried to successfully run the code(by Jura) above?

monexx
Posts: 87
Joined: 20 Feb 2014
Has thanked: 26 times
Been thanked: 7 times

Re: The Economic Events Collection for MultiCharts

Postby monexx » 06 Mar 2014

Please vote for this feature requests: Economic Calendar feed

https://www.multicharts.com/pm/viewissue ... no=MC-1597

Economic indicator for multicharts

https://www.multicharts.com/pm/viewissue ... _no=MC-477

monexx
Posts: 87
Joined: 20 Feb 2014
Has thanked: 26 times
Been thanked: 7 times

Re: The Economic Events Collection for MultiCharts

Postby monexx » 08 Jul 2014

JoshM wrote:
monexx wrote:I compiled this code(by Jura from BMT) but I am getting error message : attached screenshot

If you output the list to the PowerLanguage Editor output window (see the EE.PrintToOutputLog function), what output do you get?



Hello JoshM,

some time it (economic events for backtest) worked but now it stopped working.
Error message: Error in study: Array bounds. Wrong index value: 5243

What can be a mistake please?

javamarket
Posts: 55
Joined: 10 Jul 2014
Has thanked: 10 times
Been thanked: 18 times

Re: The Economic Events Collection for MultiCharts

Postby javamarket » 18 Aug 2014

If someone can share the function 'StrChopUp' referenced in TJ's code above I would be very appreciative.

Thanks in advance.

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 25 Aug 2014

javamarket wrote:If someone can share the function 'StrChopUp' referenced in TJ's code above I would be very appreciative

Code: Select all

{
   StrChopUp
   ---------
   This function "chops up" a string in separate pieces, where each space (" ") is replaced by a new line.
   
   Changelog
   ---------
   3-5-2012      First version.
}

Inputs:
   StrToChopUp(StringSimple);

Variables:
   x(0), rawStr("");

rawStr   = StrToChopUp;   
x          = InStr(rawStr, " ");

while (x <> 0) begin
   
   x = InStr(rawStr, " ");
   
   if (x > 0) then
      rawStr = Text(LeftStr(rawStr, x - 1), NewLine, MidStr(rawStr, x + 1, StrLen(rawStr) - x));
   
end;

StrChopUp = rawStr;

paulc
Posts: 43
Joined: 26 Sep 2012
Has thanked: 7 times
Been thanked: 2 times

Re: The Economic Events Collection for MultiCharts

Postby paulc » 30 Dec 2014

Thanks to all those involved with this. I'm sure I will be using it every day.

However, at the moment I cannot get the events to display for more than a couple of seconds. Is there a way to amend the time the events table displays on my screen?

Thanks.

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 01 Jan 2015

paulc wrote:However, at the moment I cannot get the events to display for more than a couple of seconds. Is there a way to amend the time the events table displays on my screen?

Have you unchecked the 'Update on every tick' feature of the indicator?

* Right-click on the chart and select 'Format Indicators'
* Select the indicator and click 'Format'
* And then in the 'Properties' tab the 'Update on every tick' checkbox needs to be unchecked.

FutureTrader
Posts: 79
Joined: 28 Mar 2013
Has thanked: 3 times
Been thanked: 4 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby FutureTrader » 14 Jan 2015

Thanks for this great tool!
Perhaps you can update the attachment in your first post, so that the EconomicEvents_v1.14.zip includes already the newest EconomicEventsDownloader_v5.1 version.

Flashover
Posts: 1
Joined: 12 Oct 2014
Has thanked: 17 times

Re: The Economic Events Collection for MultiCharts

Postby Flashover » 16 Jan 2015

Many thanks for all the valuable work!

One question: I cannot understand why since January 1 2015, I can no longer view the macro data. I have already updated several times EconomicEventsDownloader_v5, but without result. Precise that before January 1, everything worked properly. Any suggestions?

Thanks again for your help.
Attachments
macro_data.jpg
macro_data.jpg (111.08 KiB) Viewed 6116 times

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 17 Jan 2015

FutureTrader wrote:Perhaps you can update the attachment in your first post, so that the EconomicEvents_v1.14.zip includes already the newest EconomicEventsDownloader_v5.1 version.

Done; thanks for the suggestion.

DTorSwing
Posts: 62
Joined: 13 Jan 2015
Has thanked: 15 times
Been thanked: 2 times

Re: The Economic Events Collection for MultiCharts

Postby DTorSwing » 26 Jan 2015

JoshM wrote:
FutureTrader wrote:Perhaps you can update the attachment in your first post, so that the EconomicEvents_v1.14.zip includes already the newest EconomicEventsDownloader_v5.1 version.

Done; thanks for the suggestion.


wow. I was suggested by Henry to read this thread and am amazed this thread has been alive for more than 2 years. i am still reading :) great job

JacoGreeff
Posts: 4
Joined: 03 Mar 2015

Re: The Economic Events Collection for MultiCharts

Postby JacoGreeff » 03 Mar 2015

Hi guys I am still getting the error:

STD exception: Underflow/overflow/range error

Could anyone help with this please I followed all the instructions here and on BMT's website, but can't get it to work.

Regards

JacoGreeff
Posts: 4
Joined: 03 Mar 2015

Re: The Economic Events Collection for MultiCharts

Postby JacoGreeff » 03 Mar 2015

Hi Guys I keep getting the error STD Exception: underflow/overflow/range error??? Anyone know how to fix it??

I have followed all the instructions here and on BMT's page, all the files are in right place etc, but cant seem to shake this error

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 04 Mar 2015

JacoGreeff wrote:Hi guys I am still getting the error:

STD exception: Underflow/overflow/range error

With which script do you get this error?

JacoGreeff
Posts: 4
Joined: 03 Mar 2015

Re: The Economic Events Collection for MultiCharts

Postby JacoGreeff » 01 Apr 2015

Actually fixed the error myself, had a problem with my hours offset in the EE.usersettings file.

I however have another problem now.

I configured the indicator into an signal that can be backtested, but it is painfully slow going through all the selected data on each bar with the for-loop, any suggestions to get this to run faster??

I usually only use like 2 years history back on a 15Min chart, and for even 2 queries it takes almost 20min whjich will make testing to find possible times to not be in market totally impossible.

Hope anyone got ideas for this as I got some real positive results using this as with certain currencies you should not trade before spesific events irregardless good or bad, the volatility is just too high and f*cks up risk calculations

thomashck
Posts: 18
Joined: 06 Oct 2013
Has thanked: 22 times
Been thanked: 2 times

Re: The Economic Events Collection for MultiCharts

Postby thomashck » 11 May 2015

Thanks for this great tool shared by JoshM, Nicolas11 and Jura.

I ran Alert Popup Indicator and Upcoming Economic Events indicator all okay. They're great!
However, I ran into stuck on the backtest code by Jura.
When I ran this backtest code, I got nothing on the chart.
Here is the output in PowerLanguage editor. It seems so wrong but I didn't know how to fix it.
Could someone help...
Attachments
output.txt
(365.04 KiB) Downloaded 233 times

Rick Webber
Posts: 47
Joined: 04 Jan 2008
Has thanked: 19 times
Been thanked: 3 times

Re: STD exception: underflow/overflow/range error

Postby Rick Webber » 12 Nov 2015

I'm getting this STD exception: underflow/overflow/range error when setting my timezone offset which should be -3 for Pacific time I believe. It works fine if "0" or "-1" is entered but -2 and -3 bring up the error. Anyone have any idea's what might cause this?

tortoise
Posts: 70
Joined: 01 Feb 2007
Has thanked: 4 times
Been thanked: 1 time

Re: The Economic Events Collection for MultiCharts

Postby tortoise » 05 Mar 2016

[+] quoted text here
TJ wrote:I am posting the code here for easy referencing

Code: Select all

// by Jura

Inputs:
   NameOfList("myHistList"),
   RegionsToKeep("EUR;USD;GBP"),
   ChopUpStrings(False),
   Ticks_OffSet(8),
   HighImpact_Color(Red),
   MediumImpact_Color(yellow),
   LowImpact_Color(cyan),
   DisplayArrow(True),
   Arrow_Size(5),
   DisplayLine(True),
   Line_Width(1),
   Line_Style(2),
   DisplayText(True),
   Text_FontSize(10),            
   Text_FontName("Lucida Sans Typewriter"),
   Text_FontColor(white);

Variables:
   tickOffSet( Ticks_OffSet * MinMove), //(Power(10, Round(Log(PriceScale) / Log(10), 0)) / MinMove) ),
   tickSize(MinMove / PriceScale),
   dtEconEvent(0), prevDtEconEvent(0), dtNextBar(0), dtPrevBar(0), indexNumber(1),
   firstDate(0), firstTime(0), arrowID(0), textID(0), tlID(0), loopDoneForBar(False), impactOfEvent(0),
   listLength(0),
   x(0), y(0), z(0);

if (CurrentBar = 1) then begin
    firstDate = Date;
    firstTime = Time_s;
end;

Arrays:
   barPrice[](0), barDT[](0), barPriceLow[](0);

once cleardebug;

// Collect data
if (BarStatus(1) = 2) then begin
   x = Array_GetMaxIndex(barPrice);
   
   Array_SetMaxIndex(barPrice, x + 1);
   Array_SetMaxIndex(barDT, x + 1);
   Array_SetMaxIndex(barPriceLow, x + 1);
   
   barPrice[x+1]     = Highest(High, 10);  //High;
   
   if (x > 10) then
      barPrice[x+1-10]    = Highest(High, 20);
   
   barDT[x+1]          = ELDateToDateTime(Date) + ELTimeToDateTime_s(Time_s);
   barPriceLow[x+1]   = Low - (MinMove * 2);
   
end; //: Data collection


if (LastBarOnChart_s = True) and (BarStatus(1) = 2) and (GetAppInfo(aiRealTimeCalc) = 0) then begin

   // Generate economic events list
   once begin
   
      value1 = EE.GetHistoricalEvents(NameOfList, firstDate, Date);
//      value1 = EE.GetFutureEvents(NameOfList);
      value1 = EE.KeepTimeRange(NameOfList, SessionStartTime(0, DayOfWeek(Date)), SessionEndTime(0, DayOfWeek(Date)));
      value1 = EE.KeepRegions(NameOfList, RegionsToKeep);         // Only keep the specified regions in the list
      value1 = EE.RemoveImpact(NameOfList, 0);                     // Remove all events with impact 0 (i.e. bank holiday)
   
      // Note: uncomment the line below to see which Economic Events are in the list after the filtering functions. (For debugging purposes)
//      EE.PrintToOutputLog(NameOfList);
   end;

   Print("Lengt of bar array: ", array_getmaxindex(barPrice), "  and barDt: ", array_getmaxindex(barDT));
   
   dtEconEvent    = EE.DateTimeOfEvent(NameOfList, indexNumber);   
   listLength       = EE.GetMaxIndex(NameOfList);
   
   z = 1;
   y = 1;
   value1 = 1;
   value2 = 1;
   
   // Loop through data
   for x = 1 to Array_GetMaxIndex(barDT) - 1 begin
   
      // if there are multiple economic events on this time
      for z = 0 to 9 begin
      
         if (IntPortion(barDT[x]) = IntPortion(dtEconEvent)) and (barDT[x-1] < dtEconEvent) and (barDT[x+1] > dtEconEvent) then begin
         
            Print("PrevBar: ", DateTimeToStr(barDT[x-1]), " Event: ", DateTimeToStr(dtEconEvent), "  next bar: ", DateTimeToStr(barDT[x+1]));
            Print(Spaces(2), "Date of event: ", FormatDate("dd-MM-yy", ELDateToDateTime(EE.DateList(NameOfList, indexNumber))),
                  "  Time of event: ", FormatTime("HH:mm:ss", ELTimeToDateTime(EE.TimeList(NameOfList, indexnumber))),
                  "  name of event: ", EE.EventList(NameOfList, indexNumber));
                  
            // Plot
            if (z = 0) then begin
               
               if (DisplayText = True) then
            
                  textID = Text_New_s(EE.DateList(NameOfList, indexNumber),
                           EE.TimeList(NameOfList, indexNumber) * 100,
                           barPrice[x] + (tickSize * 2) + Arrow_Size,
                           IffString(ChopUpStrings = True,
                              StrChopUp(Text(EE.EventList(NameOfList, indexNumber), " (", EE.RegionList(NameOfList, indexNumber), ")")),
                              Text(EE.EventList(NameOfList, indexNumber), " (", EE.RegionList(NameOfList, indexNumber), ")")
                           ));
               
               if (DisplayArrow = True) then
               
                  arrowID = Arw_New_s(EE.DateList(NameOfList, indexNumber),
                                       EE.TimeList(NameOfList, indexNumber) * 100,
                                       barPrice[x], True);
               
               if (DisplayLine = True) then                      
                   tlID = TL_New_s(EE.DateList(NameOfList, indexNumber),
                                  EE.TimeList(nameOfList, indexNumber) * 100,
                                  barPriceLow[x],
                                  EE.DateList(NameOfList, indexNumber),
                                  EE.TimeList(nameOfList, indexNumber) * 100,
                                  barPriceLow[x] * 0.85);
                      
                                     
            end //: z = 0
            
            else if (DisplayText = True) then
               value1 = Text_SetString(textID, Text(Text_GetString(textID), NewLine, "&", NewLine,
                        IffString(ChopUpStrings = True,
                           StrChopUp(Text(EE.EventList(NameOfList, indexNumber), " (", EE.RegionList(NameOfList, indexNumber), ")")),
                           Text(EE.EventList(NameOfList, indexNumber), " (", EE.RegionList(NameOfList, indexNumber), ")"))   
                        ));
            
            // Formatting
            value6 = Text_SetSize(textID, Text_FontSize);
            value6 = Text_SetFontName(textID, Text_FontName);
            value6 = Text_SetStyle(textID, 0, 1);
            value6 = Text_SetColor(textID, Text_FontColor);
            
            value7 = Arw_SetSize(arrowID, Arrow_Size);
            
            value8 = TL_SetStyle(tlID, Line_Style);
            value8 = TL_SetSize(tlID, Line_Width);
            
            impactOfEvent = EE.ImpactList(NameOfList, indexNumber);
            
            switch (impactOfEvent) begin
            
               case 1:             // low impact
                  value5 = Arw_SetColor(arrowID, LowImpact_Color);
                  value5 = TL_SetColor(tlID, LowImpact_Color);
               
               case 2:            // medium
                  value5 = Arw_SetColor(arrowID, MediumImpact_Color);
                  value5 = TL_SetColor(tlID, MediumImpact_Color);
               
               case 3:            // high
                  value5 = Arw_SetColor(arrowID, HighImpact_Color);
                  value5 = TL_SetColor(tlID, HighImpact_Color);
            
            end; //: ImpactOfEvent switch

            indexNumber   = indexNumber + 1;
            
            dtEconEvent = IFF(indexNumber > listLength, 9999999, EE.DateTimeOfEvent(NameOfList, indexNumber));
            
            Print(Spaces(3), "Next econ event = ", DateTimeToStr(dtEconEvent));
            
//            value2 = value2 + 1;
         
         end else if (IntPortion(barDT[x]) > IntPortion(dtEconEvent)) then begin
         
            Print("BarDT: ", DateTimeToStr(BarDT[x]), " econ event: ", DateTimeToStr(dtEconEvent), " - happened on a market closed day");
            
            indexNumber   = indexNumber + 1;
            
            dtEconEvent = EE.DateTimeOfEvent(NameOfList, indexNumber);
         
//            value1 = value1 + 1;
         end;
   
      end; //: z loop
   end; //: x loop
   
//   Print("How many economic events missed? ", value1);
//   Print("How many economic events plotted? ", value2);

      loopDoneForBar = False;
      
      while (loopDoneForBar = False) begin
      
         // If the economic event doesn't happen on this day -> skip
         // that way, when the market is closed when economic events happened, the list moves on
         if (IntPortion(barDT[x]) > IntPortion(dtEconEvent)) then begin
         
            y = y + 1;
            
            Print(Spaces(2), "How many days skipped? ", NumToStr(y, 0));
            
            Print(Spaces(4), "Date: ", FormatDate("dd-MM-yyyy", barDT[x]),
               "  event date: ", FormatDate("dd-MM-yyyy", dtEconEvent));
         
            indexNumber   = indexNumber + 1;
            
            if (indexNumber <= listLength) then begin
               dtEconEvent = EE.DateTimeOfEvent(NameOfList, indexNumber);
//               Print("indexnum: ", NumToStr(indexNumber, 0));
            end;
            
            loopDoneForBar = True;
                  
         end else
         
         if (barDT[x-1] < dtEconEvent) and (barDT[x+1] > dtEconEvent) then begin
         
            z = z + 1;
                     
            Print("How many events are there according to the code? ", NumToStr(z, 0),
                  "  And what is x? ", NumToStr(x, 0));
         
//            Print(Spaces(2), "dt: ", NumToStr(dtEconEvent, 10), " indexNumber: ", indexNumber,
//               " Date: ", FormatDate("dd-MM-yyyy", dtEconEvent), "  time: ", ToTime_DT(dtEconEvent));
            
            // Draw text & arrows
            textID = Text_New_s(EE.DateList(NameOfList, indexNumber), EE.TimeList(NameOfList, indexNumber) * 100, barPrice[x] + tickOffSet,
                           Text(EE.EventList(NameOfList, indexNumber), "(", EE.RegionList(NameOfList, indexNumber), ")"));
            
            arrowID = Arw_New_s(EE.DateList(NameOfList, indexNumber), EE.TimeList(NameOfList, indexNumber),
                            barPrice[x] + 0.33 * tickOffSet, True);            
         
            indexNumber   = indexNumber + 1;
            dtEconEvent = EE.DateTimeOfEvent(NameOfList, indexNumber);
            
            if (dtEconEvent = prevDtEconEvent) then
               loopDoneForBar = False
            else
               loopDoneForBar = True;
            
         end else
            loopDoneForBar = True;
      end;
      //prevDtEconEvent = dtEconEvent;
   
   

   
   Print("length of list? : ", EE.GetMaxIndex(NameOfList));

end; //: LastBarOnChart_s check

Hi -- The function "DateTimeToStr" appears to lead to compilation fail. I'm unable to find this function on the web, either. Is this a typo? If not, would anyone be willing to post the function code here? Many thanks

User avatar
rrams
Posts: 28
Joined: 10 Feb 2011
Location: Arizona
Has thanked: 2 times
Been thanked: 10 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby rrams » 06 Mar 2016

Just replace all occurances of DateTimeToStr with the built in function DateTimeToString.

Make sure you also have the StrToChopUp function:

Code: Select all

{  This function "chops up" a string in separate pieces,
   where each space (" ") is replaced by a new line.
   Changelog
   3-5-2012      First version. }
   
inputs:  StrToChopUp(StringSimple);
vars:    x(0), rawStr("");

rawStr=StrToChopUp;   
x=InStr(rawStr, " ");
while(x<>0)
begin 
   x=InStr(rawStr, " ");
   if(x>0) then rawStr=Text(LeftStr(rawStr, x-1), NewLine, MidStr(rawStr, x+1, StrLen(rawStr)-x));
end;
StrChopUp=rawStr;


(I don't know what the author was intending to do with this EE code version.)

OZ Trade
Posts: 39
Joined: 08 Nov 2013
Has thanked: 11 times
Been thanked: 18 times

Re: The Economic Events Collection for MultiCharts

Postby OZ Trade » 06 Apr 2016

Josh M, thanks for this awesome tool.

Any idea when the Downloader.exe will updated to fix this?

Problem for identification of hour in: <td class="calendar__cell calendar__time time">1:30am</td>

Obviously FF has changed their time format.. I hope that's all anyway, I would pay to have this tool up and running again its absolutely essential.

Regards

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 11 Apr 2016

OZ Trade wrote:Any idea when the Downloader.exe will updated to fix this?

Problem for identification of hour in: <td class="calendar__cell calendar__time time">1:30am</td>

I don't know since I haven't made this part of the tool; the Java-based downloader is made by Nicolas.

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 13 Apr 2016

OZ Trade wrote:I hope that's all anyway, I would pay to have this tool up and running again its absolutely essential.

JoshM wrote:I don't know since I haven't made this part of the tool; the Java-based downloader is made by Nicolas.

I'm glad to see that this 4+ year old tool is still being used, and that also makes it an efficient time investment.

As an update, I've started working today on my own downloader. That way we can be independent from Nicolas' (great) work, and fix issues and expand on the features.

I don't know when this will be finished. It's a lot of work, also because I want to improve several things. One thing that's not very helpful (I think) is that everyone need to use a downloader, and when there's a problem or new version, everyone needs to update the downloader too.

So one of my goals is that the new downloader won't be shared and only managed by me, and that the downloader uploads the files to a website so that everyone can download them from there. That makes the file management also easier since now everyone has their own .txt files.

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 26 Apr 2016

JoshM wrote:I've started working today on my own downloader. (...) So one of my goals is that the new downloader won't be shared and only managed by me, and that the downloader uploads the files to a website so that everyone can download them from there.

It's here, it's here, the beta version is here! :)

It took a little while but this evening project is now nearing completion and ready for public scrutiny. The website and the economic events files can be found here: http://econevents.s3-website.eu-central-1.amazonaws.com/.

Please keep in mind the following:

- The website and the files are in beta now. This means that we are likely to find at least one bug, and this also means that the files are currently not suited for use with real money trading.

- Things that are currently on my to do list are making changes to the back-end application and tweaking the website for performance. The file structure of the future and historical economic events files will not change (unless we find a bug of course), so you can use and test the economic files already if you wish.

- Please read the FAQ on the webpage for more information on the file structure and which events are deliberately excluded.

- Please report any issues that you come across and any ideas for improvement. But also take into consideration that my free time is limited, so try to be as clear and constructive as possible since that saves us all time & energy.

* * * * *

Changes compared to the previous files
Compared to the previous downloader (that was shared in this topic), the economic events are now expanded with the following features:

- The historical events now start at Jan 1, 2007, instead of Jan 1, 2009 (as they did with the separate downloader). Those extra two years add a lot of events, and also events during volatile market years.

- The forecasted, actual, and previous values for an economic event are now included in the files.

* * * * *

Updating the function that reads the files
Because the historical and future events files now contain more information, the old EE.ReadFile() function needs to be updated. That way the new files can be correctly read into MultiCharts.

There are two ways to update that function:

(1) Import the function attached to this post.

Tip: importing the function will overwrite the existing one. To be able to revert back to the previous version of the function, first export the existing 'EE.ReadFile()' from the PowerLanguage Editor or copy and paste the contents of the old 'EE.ReadFile()' function to a .txt file. That way you can always revert back if there's an issue with the new files.

- or -

(2) If you made custom changes to the 'EE.ReadFile()' function, then follow along: Open the 'EE.ReadFile()' function in the PowerLanguage Editor and look for the comment saying:

Code: Select all

   // Check to see if the date falls in the range specified, if Yes, then continue


Below that comment is an if statement that checks for the following:

Code: Select all

   if (dateNum >= FromDate) and (dateNum <= ToDate) then begin


Inside that if statement, there's one line that sets the value of the 'eventStr' variable. Replace that one line with the following two lines:

Code: Select all

      eventStr      = MidStr(rawStr, 20, StrLen(rawStr) - 19);
      eventStr         = MidStr(eventStr, 1, InStr(eventStr, ",") - 1);


That's all. Now save and recompile the script.
Attachments
EE.ReadFile_function_version_apr2016.pla
(7.99 KiB) Downloaded 169 times
Last edited by JoshM on 01 May 2016, edited 1 time in total.

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 01 May 2016

I've simplified things a bit; here's the new URL: http://econevents.s3-website.eu-central-1.amazonaws.com/ (don't forget to update your bookmarks).

bomberone1
Posts: 145
Joined: 02 Nov 2010
Has thanked: 7 times
Been thanked: 9 times

Re: The Economic Events Collection for MultiCharts

Postby bomberone1 » 03 May 2016

JoshM thanks for your contribute.
COuld you write please an very very easy example of code strategy how backtesting this Economic past event data into mini es 500?

And another one with real time data?(very simple, i am not a programmer.)

Thanks

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 03 May 2016

bomberone1 wrote:COuld you write please an very very easy example of code strategy how backtesting this Economic past event data into mini es 500?

And another one with real time data?(very simple, i am not a programmer.)

I don't think that is going to happen, sorry.

There are a couple of issues with tools like the one in this thread that stand in the way of creating and building tools like the Economic Events collection. The first is that it takes a lot of time; I've logged just over 30 hours to create the back-end application that downloads the ForexCalendar, extracts the information from it, and uploads it to the webpage. And that's a 'very simple' thing that still took me a lot of time.

A related problem is that I don't trade myself (but I do program). That means I have no personal use for trading strategies or indicators that use the Economic Events. Sure, I enjoy myself while making them and I'm grateful that you guys appreciate it, but I think you can imagine that after spending 30 hours of my free time on it I was glad it was finished. :)

I don't know how to solve these problems (if you do, do comment). Throwing money at it would be one approach, but given the time it takes to create something like a webpage with the economic events files, it's hard to imagine that a self-directed trader can earn back that kind of investment. Then the product will also be closed-source, and only available for the person that commissioned it. That's not very desirable either, I guess.

bomberone1
Posts: 145
Joined: 02 Nov 2010
Has thanked: 7 times
Been thanked: 9 times

Re: The Economic Events Collection for MultiCharts

Postby bomberone1 » 07 May 2016

Hi JoshM,
my was only a suggestion.
I'd like analizr minis'500 or other futures.
I just want analize what gappened , for example, before NFP into minisp500 and afther.

Is there any tool available that has historical economic event and that is it possible test a idea of trading in the past?

I'am loocking for a tool thta could have reilable backtesting of ec eventws, andt that in real time advise me any time that i chose before ec is happening.

bomberone1
Posts: 145
Joined: 02 Nov 2010
Has thanked: 7 times
Been thanked: 9 times

Re: The Economic Events Collection for MultiCharts

Postby bomberone1 » 11 May 2016

FOlks is there an economic indicator or software that enable to test trading idea written in multicharts?

User avatar
TJ
Posts: 6521
Joined: 29 Aug 2006
Location: Global Citizen
Has thanked: 957 times
Been thanked: 1883 times

Re: The Economic Events Collection for MultiCharts

Postby TJ » 11 May 2016

bomberone1 wrote:FOlks is there an economic indicator or software that enable to test trading idea written in multicharts?

"Testing" is a generic term; the word encompasses different things to different people.

You have to hire a programmer to custom build an indicator to test what you want to test.

bomberone1
Posts: 145
Joined: 02 Nov 2010
Has thanked: 7 times
Been thanked: 9 times

Re: The Economic Events Collection for MultiCharts

Postby bomberone1 » 13 May 2016

TJ wrote:You have to hire a programmer to custom build an indicator to test what you want to test.


I am able to write myself and testing strategy.
I need only to know how to backtest a economic strategy by historical economic data with these tool?
Is it possible test a strategy usind this data into past? if yes how? If not is there to buy a tool that ecable to load historical data economic and test data?

Example.
INto TS there are fundamental data so i can test into stock p/e and other things.
I want to do the same with economic data.

Is it clear my question?

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 14 May 2016

bomberone1 wrote:I am able to write myself and testing strategy.
I need only to know how to backtest a economic strategy by historical economic data with these tool?
Is it possible test a strategy usind this data into past? if yes how? If not is there to buy a tool that ecable to load historical data economic and test data?

(...)

Is it clear my question?

Your question is not clear to me. If you're proficient in coding and testing your own strategies, then most of the questions that you're asking are already answered in this thread:

- What you can do with the economic events is listed in the pdf manual which contains all of the functions available.
- The example indicators give an example for how you can load economic events data into MultiCharts and work with it.
- And if you study the code and invest some time in it, then you'll also see the 'how do I do it'.

It's not that hard if you compare the source code of an example indicator with the code for a strategy that backtests events. After all, the code doesn't care whether a specific event has already happened or is scheduled to happen. If you've studied the code and the txt files, you'll even see that the "FutureEconomicEvents.txt" file contains historical events too -- depending on which day you load that file into MultiCharts. So the difference between future and historical events is quite minor.

And what is the difference between the indicator that plots upcoming future events and the one that plots (and uses) historical events?

- The future events indicator uses the FutureEconomicEvents.txt file, whereas with backtesting you use the HistoricalEconomicEvents.txt file (or both files).

- So you'll need to read from another file(s), but there's a function for that (which is documented in the manual) so 95% of the work is already done.

- You'll need to clean the historical economic events list from the kind of events that you don't want to include, but this is nothing new since this is also done in the example indicator and documented in the manual. How this needs to be done is something that we cannot tell you, since you need to make decisions about what economic events from which region and during which time are important for your trading idea. That is something only you can figure out. For the functions to perform the actual 'cleaning' of the list, again: see the manual.

- Then you'll need to check on each bar if on that bar one of the events in the list happened. This is somewhat new, but not that much different from checking how long it takes until a future economic event happens. Because with future economic events we compute the number of minutes until they take place, while on historical bar the event happens when the time to the event is 0 minutes or less (by comparing the bar time with the event time).

- Then when during backtesting an event happens on the price bar, then you'll need to "backtest it". Since you haven't been concrete with what backtesting means for you in this context, this step involves figuring out which event is important and relevant and which ones not, and then taking the appropriate action step.

So to answer all of your questions specifically:

"I need only to know how to backtest a economic strategy by historical economic data with these tool?"
I can't answer this because with programming there's never an "only this" or "only that", and some problem always pops up so there's also no "only these steps".

"Is it possible test a strategy usind this data into past?"
Yes, absolutely. I've done so as an assignment a while ago.

"if yes how?"
I don't have the time to explain everything, perhaps someone else has the time to write a manual about it. But then again, you might not be the kind of person that reads manuals so I'm not sure if that would help.

"If not is there to buy a tool that ecable to load historical data economic and test data?"
Not that I know of, but then I again I haven't searched for this.

(This is also my last reply to you in this thread, partly because we're going in circles here.)

bomberone1
Posts: 145
Joined: 02 Nov 2010
Has thanked: 7 times
Been thanked: 9 times

Re: The Economic Events Collection for MultiCharts

Postby bomberone1 » 14 May 2016

JoshM you are right.
I write to you pm what i have in mind.
My best.

risaldeb
Posts: 2
Joined: 02 Sep 2016
Has thanked: 1 time

Re: The Economic Events Collection for MultiCharts

Postby risaldeb » 02 Sep 2016

Hi Josh, Nicolas,

I tried to open the economic event downloader v5.1 but received error attached. Is there a new version for this. Many thanks.
Attachments
2016-09-02 (3).png
2016-09-02 (3).png (192.49 KiB) Viewed 5823 times

ducktail
Posts: 21
Joined: 21 Feb 2011
Has thanked: 22 times
Been thanked: 7 times

Re: The Economic Events Collection for MultiCharts

Postby ducktail » 02 Sep 2016

risaldeb wrote:Hi Josh, Nicolas,

I tried to open the economic event downloader v5.1 but received error attached. Is there a new version for this. Many thanks.


Hi, risaldeb

"economic event downloader v5.1" is not available now. (see #101,102,103)

But you can download "HistoricalEconomicEvents.txt" and "FutureEconomicEvents.txt" at the following web site. JoshM made this. JoshM, I thank you very very much. We love you!!
http://econevents.s3-website.eu-central ... onaws.com/

Before using these files, read #104.
viewtopic.php?f=5&t=9951&p=122841#p121041

ducktail

User avatar
rrams
Posts: 28
Joined: 10 Feb 2011
Location: Arizona
Has thanked: 2 times
Been thanked: 10 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby rrams » 03 Sep 2016

I haven't been able to get any of the Economic Event Indicators to work with MC64 version 10 Beta 1, Build 12709. (Like A_Economic_1Min) I have correctly modified the EE.ReadFile.

No error message; it just won't print any events. It still works okay with MC64 version 9. Has anyone else successfully used one of the indicators to display an actual event with version 10?

risaldeb
Posts: 2
Joined: 02 Sep 2016
Has thanked: 1 time

Re: The Economic Events Collection for MultiCharts

Postby risaldeb » 06 Sep 2016

Josh,

First of my warmest thanks to you for creating this EE data base and codes. Based on the alarm code you created I tried to create a breakout strategy from that when the impact is 3. Before I created the strategy codes I first created an indicator by plotting the open when ever there is an impact of 3 and the indicator works well though sometimes intermittently specially when I change some inputs then it doesn't display again. Anyway my main query here is the strategy I tweaked from your alarm codes, I couldn't make it to work. I attached here the codes I hope you can help. Many thanks.

Or anyone out there who are expert on this. Kindly help me please.

Best,
Risaldeb

Code: Select all

   once begin                              // Make the Economic Events list once
      value1 = EE.GetNextDaysEvents(NameOfList, 1);   // value1 =  Gets events for today and tommorrow EE.GetHistoricalEvents(NameOfList, 1160610, 1160902);
      value1 = EE.KeepRegions(NameOfList, "EUR");// Remove these regions from the list
      //value1 = EE.KeepTimeRange(NameOfList, 800, 1800);         // Remove all events before 8:00 and after 18:00
      value1 = EE.CleanUp(NameOfList);                  // Remove the events from the list that have already happened

      // Get the DateTime of the next event and store that in a variable, to calculate if it's approaching
      dtNextEvent = EE.DateTimeOfEvent(NameOfList, indexNumber);
      
      // Note: uncomment the line below to see which Economic Events are in the list after the filtering functions.
//      EE.PrintToOutputLog(NameOfList);

   end; //: Once Begin
   
   currentDT = ELDateToDateTime(CurrentDate) + ELTimeToDateTime(CurrentTime);//CurrentDate and CurrentTime check if change to Date and Time only.          

   // Give an alert if the current DateTime is greater than or equal the DateTime of the next event
   //      minus the number of minutes specified by the user (i.e. before the event).
if (currentDT >= (dtNextEvent - minutesToDT)) then begin
      
      impactNumber = EE.ImpactList(NameOfList, indexNumber);
         
      {Alert(Text("Impending economic event: ",
         EE.EventList(NameOfList, indexNumber), ", ",
         EE.RegionList(NameOfList, indexNumber), ", ",
         EE.ImpactToString(impactNumber), " impact, in ",
         NumToStr((dtNextEvent - currentdt) / ELTimeToDateTime(1), 0), " minutes."));}
      
//~~~~~~~~~~~~~~~~BUY or SHORT 0 POSITION EE CONDITION~~~~~~~~~~~~~~~~~//
if (BarStatus(1) = 1) then begin// Calculates the previous bar. If 2 at Close. 1 intrabar.
      
      
   BuyCondition= impactNumber = 1
         and Close > Open
         And (TradeCondition=True)
                 And (NoTradeDateCondition=False)
         and marketposition=0;

   If BuyCondition Then
      Buy ( "Buy-0EE" )  Next Bar at Open+BreakOut Stop;
           EP=entryprice;
      
   ShortCondition= impactNumber = 1
         and Close < Open
         And (TradeCondition=True)
                 And (NoTradeDateCondition=False)
         and marketposition=0;

   If ShortCondition Then
      SellShort ( "Short-0EE" )  Next Bar at Open-BreakOut Stop;
           EP=entryprice;
         

end; //(BarStatus(1) = 1)
   
end; //currentDT
   

      // Get the DateTime of the next economic event
      indexnumber = indexNumber + 1;
      dtNextEvent = EE.DateTimeOfEvent(NameOfList, indexNumber);

Zheka
Posts: 53
Joined: 13 Jan 2016
Has thanked: 3 times
Been thanked: 5 times

Re: The Economic Events Collection for MultiCharts

Postby Zheka » 11 Dec 2016

Dear Josh and all,

since FAQ is missing on the website, a couple of questions on this great tool.

1. I can see time used in the files is NY time. I assume it automatically changes between EST/EDT, correct?

2. For some reason, Future Economic Events.txt (Updated: 9-12-2016 16:05 UTC) contains info UP UNTIL 9-12-2016, same as the Historical Events file..
Is something wrong?
What's the update schedule for the files currently? A practical one would be to update on Sunday, 17:00, just before markets open...

3. I understand some type of events are missing. Things like Brexit , US elections, Italian Referendum,etc...Non-economic, but very High-impact.
+Chinese data reported on Saturday, 12-10

Would it not be better to let users decide and filter as they wish?

Thanks a lot in advance for support.

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 12 Dec 2016

Zheka wrote:1. I can see time used in the files is NY time. I assume it automatically changes between EST/EDT, correct?

Yes, the times are based on the time reported on the ForexFactory website, so if the time on that website changes, so do the time reported in the files.

Zheka wrote:2. For some reason, Future Economic Events.txt (Updated: 9-12-2016 16:05 UTC) contains info UP UNTIL 9-12-2016, same as the Historical Events file..

It seems that the future economic events include the current week, so the update on Friday contains the data for that week. I'll see if I have time to update that behaviour.

I've updated the economic events just now, so the future economic events file contains data for this week now.

Zheka wrote:What's the update schedule for the files currently? A practical one would be to update on Sunday, 17:00, just before markets open...

The current update schedule is Monday, Wednesday, and Friday at 17:05 UTC + 1. Sunday at 17:00 US time zone is a time at which I'm sleeping and the updater runs on my pc.

A history of the update schedule can be found on the website.

Zheka wrote:I understand some type of events are missing. Things like Brexit , US elections, Italian Referendum,etc...Non-economic, but very High-impact.

That's done deliberately, since those events don't have a specific time at which they happen. And some of these events don't even have a specific date, if we take exit polls also in consideration. Perhaps those are not really "events" but more "market themes".

Zheka wrote:Would it not be better to let users decide and filter as they wish?

That would indeed be better or nicer. But I don't have time to build that, and other requests in this thread are likely more urgent and important if I would get the time.

Zheka
Posts: 53
Joined: 13 Jan 2016
Has thanked: 3 times
Been thanked: 5 times

Re: The Economic Events Collection for MultiCharts

Postby Zheka » 12 Dec 2016

Thank you, Josh.

Hopefully, you will find time to make Friday update have events for the upcoming week, - otherwise Monday will be "eventless".

As for "all-day & High-Impact events" - having them is important (at least) for realistic back-testing of sound risk management (e.g. closing positions before such events).
And it probably takes more lines of code to exclude things while "scrapping" than take everything..

Thanks for your great contribution and hope you will find time for improvements!

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 13 Dec 2016

Update:

- The 'FutureEconomicEvents.txt' file now contains the events of this week and the events of the next week. That way there's no 'gap' between Friday and the update of the file on Monday.

Zheka
Posts: 53
Joined: 13 Jan 2016
Has thanked: 3 times
Been thanked: 5 times

Re: The Economic Events Collection for MultiCharts

Postby Zheka » 13 Dec 2016

Great! Thank you!

gillesc
Posts: 7
Joined: 16 Sep 2015
Has thanked: 5 times

Re: The Economic Events Collection for MultiCharts

Postby gillesc » 19 Jan 2017

Hi Josh,

I just installed the EE Collection and the EE Downloader.

When I run the EE Downloader, I get the error below.

I reran the Java program twice and obtained the same result both times.

Any recommendations?

Thank you.

EEDownloader v5.1 - error.JPG
EEDownloader v5.1 - error.JPG (78.87 KiB) Viewed 4415 times

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 20 Jan 2017

gillesc wrote:I just installed the EE Collection and the EE Downloader.

When I run the EE Downloader, I get the error below.

I reran the Java program twice and obtained the same result both times.

Any recommendations?

Hi,

The EE Downloader has been replaced with a website for a while now. See this post for the details.

bomberone1
Posts: 145
Joined: 02 Nov 2010
Has thanked: 7 times
Been thanked: 9 times

Re: The Economic Events Collection for MultiCharts

Postby bomberone1 » 09 May 2017


Al3cs
Posts: 5
Joined: 22 Jun 2017
Location: Italy
Has thanked: 3 times

Re: The Economic Events Collection for MultiCharts

Postby Al3cs » 06 Jul 2017

Nice work here, I just voted for it.
What about the files? They're no more updated in last weeks.
Is there a way I could make it myself from FF calendar site?
I just tried to copy/past to excel but I miss too much infos (like impact i.e.)
Thanks in advance

User avatar
JoshM
Posts: 2075
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1480 times
Contact:

Re: The Economic Events Collection for MultiCharts

Postby JoshM » 06 Jul 2017

Al3cs wrote:What about the files? They're no more updated in last weeks.

Thanks for letting me know. I fixed the bug in the downloader and the up-to-date files can be downloaded again from the webpage.


Return to “User Contributed Studies and Indicator Library”