When working real-time the indicator collects price data: the tick arrival time, the Bid price and the Ask price. The Bid and Ask prices are displayed as lines in the indicator subwindow, and all the gathered information can be saved to a special tick file (tks file type).
Along with the information collection, the indicator can plot and keep the non-standard charts active:
The detailed description - Ticks collector.
Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/13954
The idea behind the Expert Advisor is based on the volatility explosion in the pulse waves.Simple Williams
The Expert Advisor based on the "New Trading Dimensions" book by Bill Williams.