Technical Indicators for MetaTrader 4
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MetaTrader 4
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Overview
Raw Tick Recorder EA for MetaTrader 4
For full setup instructions and demo version that works on chart (not just Strategy Tester), visit: Full User Guide – Raw Tick Recorder
Raw Tick Recorder EA is a non-trading Expert Advisor that records every incoming market tick with high-precision timestamps. It saves bid/ask data to disk in multiple formats for further analysis, model training, or broker verification.
Ideal for traders, analysts, quants, and developers who need clean, timestamped tick data.
Use Cases
- Build accurate, tick-level backtests using your broker's live feed
- Export clean datasets for AI/ML model training
- Verify spread behavior, execution quality, and quote stability
- Cross-check latency across brokers
- Create custom tick archives in .csv, .bin, or .bi5 formats
Why Choose Raw Tick Recorder EA?
| Issue | Solution |
|---|---|
| Broker data is rounded or unreliable | Captures raw bid/ask with millisecond timestamps |
| No native support for .bi5 / binary files | Exports to .bi5/.bin format automatically |
| Manual restarts overwrite files | Appends to existing files seamlessly |
| Need lightweight operation on VPS | Buffers and flushes with minimal CPU/disk use |
| Disorganized output folders | Well-structured folder tree per symbol and day |
| Missing environment metadata | Exports .json file with session info and config |
Supported File Formats
| Format | Extension | Content | Purpose |
|---|---|---|---|
| CSV | .csv | Time, Bid, Ask | Readable by Excel, Python, R |
| Binary | .bin | Binary: time, bid, ask, volume | Fast for programmatic processing |
| Dukascopy | .bi5 | Compressed bid/ask format | Use with Tickstory, JForex |
Folder Structure
- TickData/<Symbol>/ – for .csv and .bin (one file per session)
- TickData/<Symbol>/YYYY/MM/DD/ – for .bi5 files (hourly split)
- TickData/<Symbol>/session_metadata.json – environment info
Input Parameters
| Input | Description | Default |
|---|---|---|
| SaveToCSV / SaveToBinary | Enable/disable output format | true / false |
| BinaryFormat | Choose between BIN / BI5 / BOTH | BOTH |
| ConvertToGMT | Store timestamps in GMT zone | false |
| BufferSize | Ticks to buffer before writing | 1000 |
| FlushIntervalSeconds | Failsafe time-based flush | 30 |
| OutputFolder | Custom folder name | TickData |
Hover over each input in MT4 to see tooltips.
How to Use
- Open a chart (symbol you want to record)
- Attach Raw Tick Recorder EA
- Configure inputs and click OK
- Leave MT4 running (or use a VPS)
- Check bottom-left corner for live status
One chart = one symbol. Use multiple charts for multi-symbol recording.
Notes
- 100% MQL4 native
- Works with all brokers and account types
- Detects and logs zero-spread quotes
- Auto-appends files when restarted
- CPU & disk usage optimized for 24/7 operation
A Python parser is available to convert .bin/.bi5 to .csv.
You’ll find the script inside the Full User Guide.
Disclaimer
This product does not execute or manage trades. Its sole purpose is to record tick data from the broker feed. Please test thoroughly on demo before using in live environments.
