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Hello, I would like to have an Indicator, which attached to the chart will extract candle data of all chosen timeframes from that pair into a csv file (or so) every time a 1 Minute bar is finished - in MT5.
The special requirement is that I want to have the Tick Volume split into "bullish", "bearish" and "NoChange".
So there will have to be an additional tick based calculation inside the bar to split the volume.
The Output file should be named after the Symbol and should look like this: (its made up, so dont pay too much attention to the values )
The Indicator Setup would be like this: (limiting number of bars for volume calculation is just a safety thing if it slows down too much when attaching to 28 charts)
And the volume will be split by comparing the Tick price to the Tick price before (I will give more details on that to the person who will do the job)
The Volume split for past bars should also be possible, as its possible in MT5 to access past Tick data (copyticks function)
So, this thing runs on loop, it will replace the data in the file with new data every time a 1 Minute bar is finished
PS: I will require a small prototype before giving the job. The prototype should just show the bullish/bearish volume of current candle on screen - maybe just for BTCUSD (there its easy to see if its functioning as its very volatile)
example: 
the attached test20 file is an example of a non-functioning prototype (calculations are wrong as its only comparing tick to open and not tick to previous tick)
cheers
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