getting tick data

 

Hi, Everybody.

This is my first post, so pls take it easy on me. I have done a search on the forum, but could not find an answer to my question.

Having failed to obtain historical tick data from two brokers I am using I decided to collect it myself going forward. (1 min data from Metaquotes or others doesnt allow me testing my strategy) . I have spoken to Forex Tester, but they do not have the tick data on brokers and pairs I require.

I am trying to find a way to record a tick data in Excel (through getting it from MT4 via DDE). I know that by changing a SAMPLE DDE Excel file supplied with an MT4 from the broker I can feed the required pairs data in Excel, but I need it to be stored per tick, not be overwritten by new quotes.

Do you happen to know how to do it?

I have found the following VBA script that suppose to allow to do it, but I could not get it to work:

http://www.mrexcel.com/forum/showthread.php?t=211983

Is there any other way to get tick data from the MT4?

I appreciate any help.

Best regards

R

P.S.: Pls do not recommend any commercial solutions such as fx1 or fxdialogue...

 

Have a look at this page: http://eareview.net/tick-data

If done the right way you really get Tick Data that almost matches the price movement as it occured in real trading. Especially very good for backtesting tight strategies.

Reason: