Recording Tick Data by EA

Hey there.

I was wondering if anyone knows how to get an EA to write each and every tick price to a text file (Easy). But I would also like it to write to the text file exactly how many seconds the tick remained in that position before changing to the next (Tricky ?).

Thanks a lot !

It would be nice if it printed the tick data , left a line , printed how many milliseconds it was on that tick , left another line ... and so on

Some time ago I needed to collect ticks so I wrote a simple EA that collects quotations of several currencies to CSV file under "files" directory of your MT4.

With some modifications you can make it doing what you need. It's my own code but I do not have time to modify it for you, so please ask someone else.

Thank you very much for your help , I am sure I will manage. I just need to figure out how to measure the time between the ticks now !

Use GetTickCount()

"The GetTickCount() function retrieves the number of milliseconds that have elapsed since the system was started. It is limited to the resolution of the system timer."

So basically.


static int LastTickMiliseconds = 0;
int MilisecondsBetweenTicks = 0;


if(RefreshRates())
{
MilisecondsBetweenTicks = GetTickCount() - LastTickMiliseconds;
LastTickMiliseconds = GetTickCount();
Print("The previous tick lasted "+LastTickMiliseconds+" miliseconds.");
}

Old thread, but there are few good Tick Data Collectors. This one is easy to use, it creates a new file everyday for easier management.
PS! It is an Indicator
http://www.armadamarkets.com/experts/indicators/tickdatacollector.php