Tool to save data tick tick

[Hermo]

Good night all:

I need an indicator, EA or Scripts.

To save a. csv or. txt.

A series of data.

The data I need you to keep contained in the attached image.

Someone knows a tool to do this work.

Thank you very much in advance.

Best regards.

Hermo.

[Mladen Rakic]

Hermo:
Good night all:

I need an indicator, EA or Scripts.

To save a. csv or. txt.

A series of data.

The data I need you to keep contained in the attached image.

Someone knows a tool to do this work.

Thank you very much in advance.

Best regards.

Hermo.

Hermo

What is a "bid volume" and "ask volume" in that data?

[Hermo]

Tool to save data tick tick

Hello mladen

These data is what we download from Dukascopy when you select download data tick-tick.

These data it will be used by Birt’s script to generate the fxt files, that we will use after to get good quality data to do backtesting and optimizing the systems.

I need a tool to keep the same data, but from my broker. I don’t want use the Dukascopy’s data.

Is it possible to get this data from our Metatrader?

Do you know if are these columns necessary or you can replace it to one column of general volume? I mean, from Birt’s script interpretation.

As always, thank you so much mladen.

A big hug

Hermo.

[Mladen Rakic]

Hermo:
Hello mladen

These data is what we download from Dukascopy when you select download data tick-tick.

These data it will be used by Birt’s script to generate the fxt files, that we will use after to get good quality data to do backtesting and optimizing the systems.

I need a tool to keep the same data, but from my broker. I don’t want use the Dukascopy’s data.

Is it possible to get this data from our Metatrader?

Do you know if are these columns necessary or you can replace it to one column of general volume? I mean, from Birt’s script interpretation.

As always, thank you so much mladen.

A big hug

Hermo.

Hermo

Metatrader does not have volume in that form. Even the new metatrader 4 has a reserved field "real volume" but it is always 0 (so far I haven't seen any that was not so). And of bid volume and ask volume as separate data I think that metatrader users can only dream. So all we can export is a tick volume. Other than that there is not problem to expert data into a csv tick by tick. So, would a "tick volume" be convenient?

[Hermo]

Tool to save data tick tick

Hello mladen

Thanks for the explanation.

It would be perfect to have a tool, to save those tick by tick data. csv or. txt.

The tool would have to store the following data:

Timestamp, Bid Price, Ask Price, Tick Volume,

I promise to try and make the relevant assessments.

As always infinite thanks.

Best regards.

Hermo.

[Mladen Rakic]

Hermo:
Hello mladen

Thanks for the explanation.

It would be perfect to have a tool, to save those tick by tick data. csv or. txt.

The tool would have to store the following data:

Timestamp, Bid Price, Ask Price, Tick Volume,

I promise to try and make the relevant assessments.

As always infinite thanks.

Best regards.

Hermo.

Here is this one : _save_ticks.mq4

It is an indicator that will save tick data in a file named symbol + file name that you add in parameters. Here is one example of data file too : eurusd_-_ticks.zip

To stop it from recording you got to stop the indicator (do not change time frames since then it starts a new file)

[Hermo]

Modification tool to save data tick tick

Good afternoon to all:

Hello Mladen.

I would like to thank you for your work.

The first results are good.

There is only one drawback.

The scripts of the Birt's does not recognize the column of tick volume.

It is designed to recognize the line of the Bid Volume and Ask Volume.

And what it does is delete the entire line of the tick.

That is to say, erases all the data series.

The other form that has to recognize the tick data to tick without deleting anything, it would be that the indicator only build the csv with the following data.

Please modify the indicator, to save these data only, please.

And so I can check on the effectiveness.

*************************************************************************************

On the other hand, if it is not very complicated and you can do the work.

Ask the community of MQL5, if Metatrader 5, facilitates the Bid Volume and Ask Volume.

And the answer is the following:

Can an indicator get best ask/bid volume in real time? - Traders' Forum

Apparently, Metatrader 5, if it makes those data.

Then I would ask you if you can build the same indicator and the same csv file that you created for MT4, but this time for MT5.

This indicator because it could generate the 5 columns.

In this way could have multiple data sets to test different strategies, without always depend on Dukascopy.

I would like to publicly thank your work for the entire community of Forex TSD

.

A big hug.

Hermo.

[Mladen Rakic]

Hermo:
Good afternoon to all:

Hello Mladen.

I would like to thank you for your work.

The first results are good.

There is only one drawback.

The scripts of the Birt's does not recognize the column of tick volume.

It is designed to recognize the line of the Bid Volume and Ask Volume.

And what it does is delete the entire line of the tick.

That is to say, erases all the data series.

The other form that has to recognize the tick data to tick without deleting anything, it would be that the indicator only build the csv with the following data.

Please modify the indicator, to save these data only, please.

And so I can check on the effectiveness.

*************************************************************************************

On the other hand, if it is not very complicated and you can do the work.

Ask the community of MQL5, if Metatrader 5, facilitates the Bid Volume and Ask Volume.

And the answer is the following:

Can an indicator get best ask/bid volume in real time? - Traders' Forum

Apparently, Metatrader 5, if it makes those data.

Then I would ask you if you can build the same indicator and the same csv file that you created for MT4, but this time for MT5.

This indicator because it could generate the 5 columns.

In this way could have multiple data sets to test different strategies, without always depend on Dukascopy.

I would like to publicly thank your work for the entire community of Forex TSD

.

A big hug.

Hermo.

Hermo

One option added : SaveVolume. If it is set to true, it will work as before. If it is set to false, it will not save the volume and you should be able to import it : _save_ticks_1.01.mq4

[Hermo]

mladen:
Hermo One option added : SaveVolume. If it is set to true, it will work as before. If it is set to false, it will not save the volume and you should be able to import it : _save_ticks_1.01.mq4

Perfect mladen.

I put it in test.

Tomorrow will analyze the results.

I'm waiting for if you can make the tool to MT5.

Thank you very much for everything.

A big hug.

Hermo.

[Hermo]

tool to save data tick tick MT5

mladen:
Hermo Here is a metatrader 5 version too :

Hello mladen.

Thank you so much for the tool.

I see that this tool is the same as the last one modified to MT4.

But it is possible to incorporate MT5 columns:

And remove the tick volume.

The tool for MT5 should save you the next data:

I have found that the tool contained in the link you attach if showing these two fields:

Can an indicator get best ask/bid volume in real time? - Traders' Forum

Thanks for all your work.

A big hug.

Hermo.

[Mladen Rakic]

Hermo:
Hello mladen.

Thank you so much for the tool.

I see that this tool is the same as the last one modified to MT4.

But it is possible to incorporate MT5 columns:

And remove the tick volume.

The tool for MT5 should save you the next data:

I have found that the tool contained in the link you attach if showing these two fields:

Can an indicator get best ask/bid volume in real time? - Traders' Forum

Thanks for all your work.

A big hug.

Hermo.

It is not the same (metatrader 4 code can not be directly compiled using metatrader 5 - functions are different).

As of ask volume and bid volume : as it does not exist in metatader 4 it does not exist in metatrader 5 either. Sorry. The volume types are now the same tick volumes and "real" volumes (and the same observation is valid for "real" volume : most of the time on most of the brokers on most of the symbols you are going to get 0 as a result - so, in the end it depends on your broker if it has that "real" volume or not - see the example what the broker I use for metatrader 5 showing in the "real" volume field).

What you are seeing there on that picture is a cumulated volume if the tick is up or down. Not a bid volume that is valid per one single tick tick or an ask volume that is valid for that tick, and that cumulating can not be implemented if you wish to see the data of one single tick