Simple Quote Data Collector - MetaTrader 4 Script | Forex Indicator Download - MT4/MT5 Resources

Many people don't have high frequency forex data (e.g. every minute) to discover new strategies or backtest trading ideas.

Here, I wrote a simple tick data collector in MQL4 for you to collect tick data for any trading instrument of your choice. You need to use it as an indicator, although it won't plot anything on the chart you place it on. It works silently for you, saving each tick to a file in the subfolder "experts\files".

The symbol is used as part of the file name, for example EURUSD_tick.csv. Quote data is retained from the time you drag and drop it on the chart until you delete it from the indicator list.

An example of a saved csv file looks like this:

Data time, opening price, highest price, lowest price, closing price, trading volume
1317642960,1.54739,1.54739,1.54697,1.54697,20
1317642960,1.54739,1.54739,1.54697,1.54701,21
1317643020,1.54705,1.54705,1.54705,1.54705,1
1317643020,1.54705,1.54709,1.54705,1.54709,2
1317643020,1.54705,1.54716,1.54705,1.54716,4
1317643020,1.54705,1.5472,1.54705,1.5472,5
1317643020,1.54705,1.54723,1.54705,1.54723,6
1317643020,1.54705,1.54731,1.54705,1.54731,8
1317643020,1.54705,1.54731,1.54705,1.54723,10
1317643020,1.54705,1.54731,1.54705,1.5472,11
1317643020,1.54705,1.54731,1.54705,1.54716,12
1317643020,1.54705,1.54731,1.54705,1.5472,13
1317643020,1.54705,1.54731,1.54705,1.54723,14
1317643020,1.54705,1.54731,1.54705,1.54727,15
1317643020,1.54705,1.54731,1.54705,1.54731,16
1317643020,1.54705,1.54735,1.54705,1.54735,17
1317643020,1.54705,1.5474,1.54705,1.5474,18
1317643020,1.54705,1.54744,1.54705,1.54744,19
1317643020,1.54705,1.54744,1.54705,1.5474,20
1317643020,1.54705,1.54748,1.54705,1.54748,22
1317643020,1.54705,1.54748,1.54705,1.54744,23
1317643020,1.54705,1.54748,1.54705,1.5474,24
1317643020,1.54705,1.54748,1.54705,1.54744,25
1317643020,1.54705,1.54748,1.54705,1.5474,26
1317643020,1.54705,1.54748,1.54705,1.54744,27
1317643020,1.54705,1.54748,1.54705,1.54748,28
1317643020,1.54705,1.54752,1.54705,1.54752,29
1317643020,1.54705,1.54756,1.54705,1.54756,30
1317643020,1.54705,1.54756,1.54705,1.54752,31
1317643020,1.54705,1.54756,1.54705,1.54756,32
1317643080,1.5476,1.5476,1.5476,1.5476,1
1317643080,1.5476,1.5476,1.54757,1.54757,2
1317643080,1.5476,1.5476,1.54757,1.5476,3
1317643080,1.5476,1.5476,1.54757,1.54757,4
1317643080,1.5476,1.5476,1.54753,1.54753,5
1317643080,1.5476,1.5476,1.5474,1.5474,8
1317643080,1.5476,1.5476,1.54732,1.54732,10
1317643080,1.5476,1.5476,1.54728,1.54728,11
1317643080,1.5476,1.5476,1.54724,1.54724,12
1317643080,1.5476,1.5476,1.54724,1.54728,13
1317643080,1.5476,1.5476,1.54724,1.54724,14
1317643080,1.5476,1.5476,1.5472,1.5472,15
1317643080,1.5476,1.5476,1.5472,1.54723,16
1317643080,1.5476,1.5476,1.5472,1.54727,17
1317643080,1.5476,1.5476,1.5472,1.54723,18
1317643080,1.5476,1.5476,1.5472,1.5472,19

Attachment download

📎 TickDataCollector.mq4 (2 KB)

Source: MQL5 #10483