Experts: Tick Collector 'TickSave'

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Tick Collector 'TickSave':

The Expert Advisor collects tick history for specified symbols into csv-files.

Author: Andrey Khatimlianskii

 
This is a great idea, unfortunately, I can't get it to do anything! Maybe something wrong with the code or with the way I installed it, but its not creating any .csv files anywhere on my pc.
 
Works perfect for me, you might want to check under your install folder, it will be in \experts\files\[Ticks]
 

Hi komposter,

Thanks for your TickSave code. It appears to work fine under Windows XP, but not under Vista. There, I think it would need some rights to create the directories and files. Could you adapt the code for Vista?

Also, I would like to have some volume information. However, I think MT4 does not provide volumes at the tick level. Is this correct? Is there a way around, perhaps?

Thank you & regards,

Andrei

 

Unfortunately depending on currency you put this EA on it has potential to loose lots of ticks of other currencies. I solved that problem by putting my EA on each currency I want to record, it gives much more reliable recording.

//+------------------------------------------------------------------+
//|                                        Tick_recorder_v2.mq4      |
//|                                                                  |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright "Jake"
#property link      ""
#property show_inputs
extern   string realfolder="real";
extern   string testfolder="test";
int         fh;
datetime    lasttime;
double      volume,lastvolume;
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
{
//----
   if(StringLen(StringTrimRight(realfolder))==0)realfolder="real";
   if(StringLen(StringTrimRight(testfolder))==0)testfolder="test";
   lasttime=StrToTime(TimeYear(TimeCurrent()-DayOfWeek()*60*60*24)+"."+TimeMonth(TimeCurrent()-DayOfWeek()*60*60*24)+"."+TimeDay(TimeCurrent()-DayOfWeek()*60*60*24));
   if(IsTesting())
   {
      fh=FileOpen(file_name()+"_ticks.tic",FILE_WRITE|FILE_BIN);
      FileClose(fh);
   }
   fh=FileOpen(file_name()+"_ticks.tic",FILE_WRITE|FILE_READ|FILE_BIN);
   if(fh==-1) {Print("cannot open file");return(-1);}
   bool b=FileSeek(fh,0,SEEK_END); 
   lastvolume=Volume[0];
//----
   return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   FileFlush(fh);
   FileClose(fh);      
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
{
   if(fh==-1) {Print("no file");return(-1);}
   datetime currenttime=StrToTime(TimeYear(TimeCurrent()-DayOfWeek()*60*60*24)+"."+TimeMonth(TimeCurrent()-DayOfWeek()*60*60*24)
   +"."+TimeDay(TimeCurrent()-DayOfWeek()*60*60*24));
   if(lasttime<currenttime)
   {
      lasttime=currenttime;
      FileFlush(fh);
      FileClose(fh);
      if(IsTesting())
      {
         fh=FileOpen(file_name()+"_ticks.tic",FILE_WRITE|FILE_BIN);
         FileClose(fh);
      }
      fh=FileOpen(file_name()+"_ticks.tic",FILE_WRITE|FILE_READ|FILE_BIN);
   }         
//----
   if(lastvolume>Volume[0])
   {
      lastvolume=Volume[0];
      volume=Volume[0];
   }
   else
   {
      volume=Volume[0]-lastvolume;
      lastvolume=Volume[0];
   }
   if(volume==0)volume=1;
   int k=FileWriteInteger(fh,TimeCurrent());
   int l=FileWriteDouble(fh,Bid);
   int m=FileWriteDouble(fh,Ask);
   int n=FileWriteDouble(fh,volume);

//----
   return(0);
}
string file_name()
{
   int day1,month1;
   string year=TimeYear(lasttime);
   month1=TimeMonth(lasttime);
   if(month1<10)string month="0"+month1; else month=month1;
   day1=TimeDay(lasttime);
   if(day1<10)string day="0"+day1; else day=day1;
   string filename=(Symbol()+StringTrimRight("\\ ")+year+StringTrimRight("\\ ")+Symbol()+year+month+day);
   if(IsTesting())
   {
      filename=StringTrimRight(testfolder+"\\ ")+filename;
   }
   else
   {
      filename=StringTrimRight(realfolder+"\\ ")+filename;
   }
   return(filename);
}
//+------------------------------------------------------------------+
 
thk for share,.but why it only works on the symbol EURUSD, and it does not work on another chart?
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