How can I convert Metatrader 4 alert or email indicator signal to Expert Advisor to open trades?

Question

I have been using an indicator to take trades. I didn't develop the indicator, so I only have access to the .ex4 file. How can I extract the take profit, open trade and stop loss values in the alerts or email signals to open trades? Please see a sample of the email and alert signals below.

Answer 1

Here is a working example script of a native MQL solution which uses kernel32.dll to copy the log file from ./MQL4/Logs to ./MQL4/Files. The LogSignalParser abstract base class needs to be subclassed and requires implementation of the virtual bool parse() method.

Edit: @TenOutOfTen would like a practical example of how to parse the following row format in a log file:

0 02:20:00.874 SuperIndicator USDCAD,M5: Alert: USDCAD, M5: Super Indicator SELL @ 1.29136, TP 1.28836, SL 1.29286

Step 1: Save the LogParser.mqh somewhere meaningful.

//LogParser.mqh

#property strict
#include <stdlib.mqh>
#include <Arrays\ArrayString.mqh>
#include <Arrays\ArrayObj.mqh>
#import "kernel32.dll"
   bool CopyFileW(string lpExistingFileName,
                  string lpNewFileName,
                  bool   bFailIfExists);
#import
//+------------------------------------------------------------------+
//|                                                              
//+------------------------------------------------------------------+
class Signal : public CObject
{
public:
   string            symbol;
   datetime          signal_time;
   int               order_type;
   double            price_entry;
   double            price_sl;
   double            price_tp;
   virtual int Compare(const CObject *node,const int mode=0) const override
   {
      const Signal *other=node;
      if(this.signal_time>other.signal_time)
         return 1;
      if(this.signal_time<other.signal_time)
         return -1;
      return 0;
   }
   string to_string()
   {
      return StringFormat("%s - %s(%s) @ %.5f, SL=%.5f, TP=%.5f",
         signal_time,
         symbol,
         order_type==OP_BUYLIMIT ? "BUY" : "SELL",
         price_entry,
         price_sl,
         price_tp
      );
   }
};
//+------------------------------------------------------------------+
//|Vector-like collection                                                          
//+------------------------------------------------------------------+
class SignalList : public CArrayObj
{
   public: Signal *operator[](int i){return this.At(i);}
};
//+------------------------------------------------------------------+
//|Abstract abse class: the parse method must be implemented in subclass                                                             
//+------------------------------------------------------------------+
class LogSignalParser : public CObject
{
protected:
   CArrayString      m_rows;
   SignalList        m_signals;
   string            m_log_file_name;
   string            m_ind_name;
public:
                     LogSignalParser(string indicator_name);

                     // parse method must be overridden!
   virtual bool      parse() = 0;
   int               Total();
   Signal           *operator[](int i);
protected:
   bool              _copy_log();
   int               _open_log();
   bool              _parse_rows();
};
//+------------------------------------------------------------------+
LogSignalParser::LogSignalParser(string indicator_name)
{
   m_log_file_name="copy_log.log";
   m_ind_name=indicator_name;
}
//+------------------------------------------------------------------+
bool LogSignalParser::_copy_log(void)
{
   MqlDateTime t;
   TimeLocal(t);
   string data_path = TerminalInfoString(TERMINAL_DATA_PATH)+"\\MQL4";
   string logs_path = data_path + "\\Logs\\";
   string dest_file = data_path + "\\Files\\" + m_log_file_name;
   string log_file=logs_path+StringFormat("%d%02d%02d.log",
                                          t.year,t.mon,t.day);
   return CopyFileW(log_file, dest_file, false);
}
//+------------------------------------------------------------------+
bool LogSignalParser::_parse_rows()
{
   if(!this._copy_log())
      return false;
   int h= this._open_log();
   if(h == INVALID_HANDLE)
      return false;
   m_rows.Clear();
   while(!FileIsEnding(h)){
      string row=FileReadString(h);
      if(StringFind(row,"Alert:") >= 0 && StringFind(row,m_ind_name) >= 0)
         m_rows.Add(row);
   }
   m_rows.Sort();
   FileClose(h);
   return true;
}
//+------------------------------------------------------------------+
int LogSignalParser::_open_log(void)
{
   return FileOpen(m_log_file_name,
      FILE_TXT|FILE_READ|FILE_SHARE_READ|FILE_SHARE_WRITE);
}
//+------------------------------------------------------------------+
int LogSignalParser::Total(void)
{
   return m_signals.Total();
}
//+------------------------------------------------------------------+
Signal* LogSignalParser::operator[](int i)
{
   return m_signals.At(i);
}

Step 2: Subclass the LogSignalParser class and override parse

//SuperIndicatorParser.mqh
#property strict
#include "LogParser.mqh"
//+------------------------------------------------------------------+
class SuperIndicatorParser : public LogSignalParser
{ 
public:
   SuperIndicatorParser():LogSignalParser("SuperIndicator"){}
   virtual bool parse() override;
};
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
bool SuperIndicatorParser::parse() override
{
   if(!this._parse_rows())
      return false;
   m_signals.Clear();
   MqlDateTime local;
   TimeLocal(local);
   for(int i=m_rows.Total()-1; i>=0; i--)
   {
      string row=m_rows[i];
      MqlDateTime log_time;
      TimeToStruct(StringToTime(StringSubstr(row, 2, 12)), log_time);
      log_time.year = local.year;
      log_time.mon = local.mon;
      log_time.day = local.day;
      datetime time = StructToTime(log_time); 
      row = StringSubstr(row, StringFind(row, m_ind_name) + StringLen(m_ind_name) + 1);
      StringReplace(row, ",", " ");
      string parts[];
      StringSplit(row, ' ', parts);
      int len = ArraySize(parts);
      string debug = "";
      for(int k=0;k<len;k++)
         debug += "|" + parts[k];
      if(len != 17)
         continue;
      Signal *s      = new Signal();
      s.signal_time  = time;
      s.symbol       = parts[0];
      s.order_type   = parts[8] == "BUY" ? OP_BUYLIMIT : OP_SELLLIMIT;
      s.price_entry  = double(parts[10]);
      s.price_tp     = double(parts[13]);
      s.price_sl     = double(parts[16]);
      m_signals.Add(s);
   }
   m_signals.Sort();
   return true;
}

Step 3: Use in MQL program (example script)

#property strict
#include "SuperIndicatorParser.mqh"
//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
{
   SuperIndicatorParser parser;
   if(parser.parse()){
      for(int i=parser.Total()-1; i>=0; i--){
         Signal *s = parser[i];
         int ticket = OrderSend(
            s.symbol, s.order_type, 0.1, 
            s.price_entry, 0, s.price_sl, s.price_tp 
         ); 
         if(ticket < 0){
            Print(_LastError);
         }
      }
   }     
}