TickData Recorder

TickData Recorder (v1.3): Real Ticks Recording for Reliable Backtesting in MT5

Elevate the accuracy of your strategy testing significantly! Tired of unrealistic backtest results on standard MetaTrader 5 data that don't match your broker's conditions? "TickData Recorder" is your tool to solve this problem.

This Expert Advisor meticulously records  every single tick price change (time with milliseconds, Bid, Ask, Last, Volume) directly from  your broker's server (FTMO, RoboForex, IC Markets, or any other). The collected data is saved in CSV format, perfectly prepared for easy import into MetaTrader 5 as a  "Custom Symbol".

Why is this necessary?

Testing on a custom symbol created from  real ticks from your broker allows you to:

• Obtain the most realistic backtest results for your Expert Advisors (EAs) and manual strategies.

• Accurately assess the impact of the real spread, slippage, and quote frequency of your specific broker on your strategy.

• Reliably optimize the parameters of your trading systems.
  
  

Key Features & Settings (v1.3):

• Detailed Data Recording: Saves time (down to milliseconds!), Bid, Ask, Last prices, and volume (tick or real, if available) for every received tick.

• MT5 Import-Ready Format (InpWriteHeader = false): Generates CSV files without headers, ready for immediate import into the "Ticks" tab of an MT5 custom symbol. Headers can be enabled for easy viewing in Excel.

• Convenient On-Chart Status (InpShowStatusOnChart = true): Displays the version, symbol, current filename, file size, recorded tick count, and buffer status directly on the chart, allowing easy monitoring of the process.

• Automatic Large File Splitting (InpEnableFileSizeSplit = true): Prevents the creation of giant files by automatically starting a new file (_partX.csv) when the current one reaches a specified limit (InpMaxFileSizeMB, default 500 MB).

• Optimized Batch Writing (InpEnableBatchWriting = true): Significantly reduces disk and CPU load, especially on fast markets. Ticks are collected in a buffer (InpBatchSize) and written in batches. Forced buffer flushing every InpBatchFlushSeconds minimizes data loss during crashes.

• Real Volume Recording (InpUseRealVolume = true): Allows recording of actual trade volumes (if provided by the broker, relevant for exchange instruments) instead of just tick volumes.

• Storage Customization: You can specify a custom folder (InpFolderName) and file prefix (InpFileNamePrefix)

Indispensable Tool for Prop Trading (FTMO, MyForexFunds, etc.):

To successfully pass prop firm challenges, it is crucial to test and tune your EAs on data  from the specific broker whose challenge you are taking. Inaccurate data leads to inaccurate optimization results and the risk of failure.
"TickData Recorder" allows you to record  high-precision, real tick data directly from the demo or live account of your prop firm. Using this data to create a custom symbol in MT5 ensures the most realistic testing and optimization of your EAs for their specific trading conditions and requirements.