简单报价数据收集器 - MetaTrader 4脚本

许多人没有高频外汇数据（例如每分钟）来发现新​​策略或回测交易想法。

在这里，我用 MQL4 编写了一个简单的即时报价数据收集器，供您收集您选择的任何交易品种的即时报价数据。您需要将其用作指标，尽管它不会在您放置它的图表上绘制任何内容。它默默地为您工作，将每个刻度保存到子文件夹“experts\files”中的文件中。

符号用作文件名的一部分，例如 EURUSD_tick.csv。报价数据的保存期限是从您将其拖放到图表上起直到您将其从指标列表中删除为止。

保存的 csv 文件示例如下所示：

数据时间、开盘价、最高价、最低价、收盘价、交易量
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

附件下载

📎 TickDataCollector.mq4 (2 KB)

Source: MQL5 #10483