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.