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2011.10.17 06:03
Indicators

Simple tick data collector - indicator for MetaTrader 4

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15519
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votes: 5

Description:

Many people don't have high-frequency forex data (every minute for example) for discovering new strategies or backtesting an trading idea.

Here, I write a simple tick data collector in MQL4 for you to collect tick data on any symbol you choose. You need to use it as an indicator though it doesn't draw anything on the chart on which you drop it. It works for you silently, saving every tick into a file in subfolder "experts\files".

Symbol is used as part of the file name, for example, EURUSD_tick.csv. The tick data are save for the period from the moment you drop it on a chart until you remove it from the indicator list.

A sample of the saved csv file is shown as below:

datatime,open,high,low,close,volume
1317642960,1.54739,1.54739,1.54697,1.54697,20
1317642960,1.54739,1.54739,1.54697,1.54701,21
1317643020,1.54705,1.54705,1.54705,1.54705,1
1317643020,1.54705,1.54709,1.54705,1.54709,2
1317643020,1.54705,1.54716,1.54705,1.54716,4
1317643020,1.54705,1.5472,1.54705,1.5472,5
1317643020,1.54705,1.54723,1.54705,1.54723,6
1317643020,1.54705,1.54731,1.54705,1.54731,8
1317643020,1.54705,1.54731,1.54705,1.54723,10
1317643020,1.54705,1.54731,1.54705,1.5472,11
1317643020,1.54705,1.54731,1.54705,1.54716,12
1317643020,1.54705,1.54731,1.54705,1.5472,13
1317643020,1.54705,1.54731,1.54705,1.54723,14
1317643020,1.54705,1.54731,1.54705,1.54727,15
1317643020,1.54705,1.54731,1.54705,1.54731,16
1317643020,1.54705,1.54735,1.54705,1.54735,17
1317643020,1.54705,1.5474,1.54705,1.5474,18
1317643020,1.54705,1.54744,1.54705,1.54744,19
1317643020,1.54705,1.54744,1.54705,1.5474,20
1317643020,1.54705,1.54748,1.54705,1.54748,22
1317643020,1.54705,1.54748,1.54705,1.54744,23
1317643020,1.54705,1.54748,1.54705,1.5474,24
1317643020,1.54705,1.54748,1.54705,1.54744,25
1317643020,1.54705,1.54748,1.54705,1.5474,26
1317643020,1.54705,1.54748,1.54705,1.54744,27
1317643020,1.54705,1.54748,1.54705,1.54748,28
1317643020,1.54705,1.54752,1.54705,1.54752,29
1317643020,1.54705,1.54756,1.54705,1.54756,30
1317643020,1.54705,1.54756,1.54705,1.54752,31
1317643020,1.54705,1.54756,1.54705,1.54756,32
1317643080,1.5476,1.5476,1.5476,1.5476,1
1317643080,1.5476,1.5476,1.54757,1.54757,2
1317643080,1.5476,1.5476,1.54757,1.5476,3
1317643080,1.5476,1.5476,1.54757,1.54757,4
1317643080,1.5476,1.5476,1.54753,1.54753,5
1317643080,1.5476,1.5476,1.5474,1.5474,8
1317643080,1.5476,1.5476,1.54732,1.54732,10
1317643080,1.5476,1.5476,1.54728,1.54728,11
1317643080,1.5476,1.5476,1.54724,1.54724,12
1317643080,1.5476,1.5476,1.54724,1.54728,13
1317643080,1.5476,1.5476,1.54724,1.54724,14
1317643080,1.5476,1.5476,1.5472,1.5472,15
1317643080,1.5476,1.5476,1.5472,1.54723,16
1317643080,1.5476,1.5476,1.5472,1.54727,17
1317643080,1.5476,1.5476,1.5472,1.54723,18
1317643080,1.5476,1.5476,1.5472,1.5472,19

......

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