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Tick Data Record MT5

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Demo downloaded: 1

Published: 13 May 2024

Current version: 1.0

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Tick Data Record MT5

Utilities
Francisco Manuel Vicente Berardo
Version: 1.0
Activations: 20

Tick Data Record is a multi-symbol multi-timeframe Expert Advisor that records tick data for later graphical representation and analysis.

General Description

Tick Data Record offers a(n) alternative/complement to the online/offline price charts displayed through the MT4/MT5 platform. The Expert Advisor permits to write and save the current/history values of Time, Bid, Ask, Spread, Last and Volume to a text file (“.txt”). The idea is to copy/open the obtained register to/in a spreadsheet, respectively, represent these data graphically (“Bid/Ask/Spread/Last/Volume vs Time”) and analyse the result. The program enables the symbol's data recording in two modes, available through the Recording Mode input parameter:

Unlimited – starts immediately recording and continues during the program execution.
Limited – starts and stops recording at Start Time and Stop Time input parameters, respectively.

In terms of the data file localization and identification, the program creates/opens (depending on if already exists or not) in the shared folder by all client terminals (“...\Terminal\Common\Files”) the following:

A folder with the broker's name (for current data records) or named “Tester” (for history data records).
A subfolder with the symbol's name.
A file with the EA's name and the current/history date (for example, “Tick Data Record 2017.01.03”).

Note: The graphical representation of those data using a spreadsheet permits a higher time accuracy (at the second's level) than it's currently possible when using the MT4/MT5 platform (at the minute's level).

Input Parameters

Recording Mode: Data recording mode – Unlimited/Limited (see the General Description section above).
Start Time: Time used to define the record's start.
Stop Time: Time used to define the record's stop.
Time Precision Level: Time accuracy level – Second/Millisecond.

Displayed Information

The Expert Advisor possesses a vast number of messages to inform the user about errors and conditions changes that might occur during its operation. The messages are shown through the Alert function (by a pop-up window), its content includes:

The warning that an input parameter has been incorrectly set.
The Runtime Errors description.
The standard function in the include file where the runtime error was detected (only relevant to the programmer).
The Uninitialization Reason Codes description.

Note: The list's elements 2 and 3 are displayed simultaneously (in the same text line).

During the EA’s operation, the messages displayed are grouped by kind of occurrence (related to the list’s elements 2 and 4) and counted. Immediately before the EA’s unloading, a final message containing those groups with the respective counts (if these were > 0) is presented.

Conclusion

Tick Data Record is a helpful and effective tool regarding tick data recording, enabling a simple and intuitive setting of the data to record.

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Pending Order Grid is a multi-symbol multi- timeframe script that enables multi-strategy implementation based on pending order grids. The script offers multi- option through input parameters to configure the pending orders. General Description Pending Order Grid allows the execution of a user-defined strategy through the creation of one or more grids of pending orders. The script places pending orders of a given type (Buy Limit, Sell Limit, Buy Stop, or Sell Stop) at equidistant price

Pending Order Grid is a multi-symbol multi-timeframe Expert Advisor that enables multi-strategy implementation based on pending order grids. The EA offers multi-option through input parameters to configure the pending orders. General Description Pending Order Grid allows the performing of a user-defined strategy through the creation of one or more grids of pending orders. The Expert Advisor places pending orders of a given type (Buy Limit, Sell Limit, Buy Stop, or Sell Stop) at equidistant

Environment State Info Print is a script to display the constants that describe the current runtime environment of a MQL5 program. General Description The constants are divided into four groups in the Environment State section of the MQL5 documentation and each group is divided into enumerations/subgroups (with designations “Integer”, “Double” or “String”). The script displays constants in two ways: a single constant or all group constants. The constants are obtained by selecting the p

Double Trailing Stop is a multi-symbol multi-timeframe Expert Advisor that allows the Stop Loss and Take Profit trailing of positions. The EA offers multi-option through input parameters to configure the positions' stop orders. General Description The Expert Advisor’s main purpose is to secure profit and minimize losses with the opened positions. Double Trailing Stop places stop orders (Stop Loss or Take Profit) at the Trailing Stop distance from the market price when the symbol's quote re

Position Selective Close is a multi-symbol multi-timeframe script used to close simultaneously various positions. The script offers multi-option through input parameters to define the positions to close. General Description Position Selective Close possesses three operation modes (Intersection, Union and All) that control the way as four position features (symbol, magic number, type and profit) are used. The modes, available through the Selection Mode input parameter, relat

Order Selective Delete is a multi-symbol multi-timeframe script used to delete simultaneously various pending orders. The script offers multi-option through input parameters to define the pending orders to delete. General Description Order Selective Delete possesses three operation modes (Intersection, Union and All) that control the way as three pending order features (symbol, magic number and type) are used. The modes, available through the Selection Mode input

Multiple Position Opening is a multi-symbol multi- timeframe script used to open simultaneously various positions . The script offers multi- option through input parameters to configure the positions. Risk Management The volume used to open each of the positions is chosen between a fixed and a variable lot size, available through the Volume and Free Margin % input parameters, respectively. If there isn't enough money in the account for the chosen volume, this is reduce

Pending Order Grid is a multi-symbol multi- timeframe script that enables multi-strategy implementation based on pending order grids. The script offers multi- option through input parameters to configure the pending orders. General Description Pending Order Grid allows the execution of a user-defined strategy through the creation of one or more grids of pending orders. The script places pending orders of a given type (Buy Limit, Sell Limit, Buy Stop, or Sell Stop) at equidistant price lev

Pending Order Grid is a multi-symbol multi-timeframe Expert Advisor that enables multi-strategy implementation based on pending order grids. The EA offers multi-option through input parameters to configure the pending orders. General Description Pending Order Grid allows the performing of a user-defined strategy through the creation of one or more grids of pending orders. The Expert Advisor places pending orders of a given type (Buy Limit, Sell Limit, Buy Stop, or Sell Stop) at equidistant

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