Tick saver to CSV

[imported_tickstoryParticipant November 7, 2013 at 11:22 pm Post count: 1479]

#19458

Hi Jarl,

The script you are referring to doesn’t give you “complete” tick data – it is effectively giving you the closing price of a 1-minute bar on every tick. The data that the Tickstory “tick export” provides includes more granular information such as the bid and ask price at that particular time (and therefore the spread). It also includes the volume on the bid and offer at the time of that tick.

If you wish to approximate the format that is represented in the script, you can use the following output format to construct the Open, High, Low & Close of a tick “bar”:

{Timestamp:yyyyMMdd} {Timestamp:HH:mm:ss},{BidPrice},{BidPrice},{BidPrice},{BidPrice},{BidVolume}

All the bars will be flat OHLC candles.

Hope this helps.

[jarlParticipant November 8, 2013 at 8:29 am Post count: 5]

#19459

Thanks,
My problem would be solved by knowing how to obtain {AskVolume} and {BidVolume} in MQL4.

In MQL4:
{Timestamp:yyyyMMdd HH:mm:ss} is TimeToStr(TimeCurrent() – GMToffset *3600,TIME_DATE|TIME_SECONDS)
{BidPrice} is Bid
{AskPrice} is Ask
{BidVolume} is ?
{AskVolume} is ?

[imported_tickstoryParticipant November 8, 2013 at 9:28 am Post count: 1479]

#19460

Hi Jarl,

There is no such information that is provided by MT4. The “volume” in MT4 is actually the number of ticks that occurred in the bar. More discussion on this topic can be found here:

viewtopic.php?f=2&t=222

Hope this helps.

[Author]

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