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Exporting the MetaTrader 5 Economic Calendar for External Research

Article MQL5 code base
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Summary

This document describes an Expert Advisor that exports MetaTrader 5 economic-calendar data to a CSV file for use by external research scripts, dashboards, bots, or spreadsheets. The terminal’s calendar can be accessed through MQL5, while the Python MetaTrader5 package does not expose that calendar interface. The advisor periodically writes events into the terminal’s files area and is designed to read calendar data without placing, changing, or closing trades.

The implementation addresses practical data-handling issues: it writes UTF-8 text, sorts events chronologically, creates the file in one write, decodes escaped HTML characters, and adds a header with update time, event count, and server UTC offset. Settings control currencies, the time window, importance threshold, filename, and refresh rate. Event names follow the terminal language, so the event identifier is the stable cross-language reference. The export depends on a connected terminal and broker calendar availability; the document reports no trading results or evaluation of calendar-based strategies.

Key ideas

  • The advisor bridges MT5 calendar data to external tools by periodically exporting a CSV file.
  • The export is read-only and does not alter trading positions.
  • Chronological sorting and a freshness header help consumers interpret the file reliably.
  • UTF-8 encoding and HTML entity decoding address common text compatibility problems.
  • Calendar availability depends on the connected terminal and broker configuration.

Tags

Event-drivenExecutionStatistics

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.