Record live data to save as external text file (EA MT4)

October 21st, 2016, 04:40 PM

I know that such tool exists at least for NinjaTrader as a strategy which acts as a recorder of live market tick data that saves it in real-time in text files. Of course, formatting outputs can be configured as parameters, as well with the right input separators (maybe even format templates to remember)

I am obliged to work with MT4 for a project and I am wondering if such EA or similar already is available for MT4 ?
(to me the M1 data export function within MT4 is not enough, does not do the trick)

Thanks for your help

October 31st, 2016, 10:24 AM

I can't believe it does not exist ! Anyone please ?

October 31st, 2016, 08:32 PM

Probably not, but I wrote something similar. easy to write. really. Just from memory.

Just use 3 arrays

double Bids[100];
double Asks[100];
uint TickCounts[100];

int iIndex = 0;

OnTick()
{

StoreTick(Bid, Ask, GetTickCount());

}
StoreTick(double b, double a, uint t)
{
if (iIndex == 100)
DumpPrices();
Bids[iIndex] = b;
Asks[iIndex]= a;
TickCounts[iIndex] = t;
iIndex++;
}
DumpPrices()
{
string fileName = Symbol()+"_"+TimeToStr(TimeCurrent(), TIME_DAY)+".csv"
ResetLastError();
int file_handle=FileOpen(fileName, FILE_READ|FILE_WRITE|FILE_CSV);
if(file_handle!=INVALID_HANDLE)
{
FileSeek(file_handle, 0, SEEK_END);
for(int i=0;i<iIndex;i++)
{

Print(NormalizeDoublt(Bids[i],Digits),NormalizeDouble(Asks[i],Digits),TickCounts[i]);

}
//--- close the file
FileClose(file_handle);
PrintFormat("Data is written, %s file is closed",fileName);
}
void OnDeinit(const int reason)
{
DumpPrices();

}

November 7th, 2016, 07:25 AM

Yes, for a programmer this is not difficult. However, recording to (and later reading from) a text file is a quite unprofessional approach (looking at you, MultiCharts). The data amount aggregated quickly becomes to large for text files. So the format has to be binary and MT4 supports read/write access to the binary data format of its database. Not so MT5, Multicharts or NinjaTrader.

As an actual example of how-to-do have a look at the following codes:

https://sites.google.com/site/prof7bit/offline_charts-mqh

This is one example and shows the general approach. A complete recorder records all timeframes at once and saves them as real instruments, not as offline charts. But the data format and reading/writing it is exactly the same as in the above example.

Best

edit: You are not restricted to standard timeframes but can read/write whatever you wish, e.g. 5-seconds charts or 2-minutes charts.

Record live data to save as external text file (EA MT4)

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Record live data to save as external text file (EA MT4)