Trading utilities for MetaTrader 4
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MetaTrader 4
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Overview
PRODUCT description:
Market Data Logger PRO is a utility tool specially created for the sole purpose of logging your Broker's market data to a text file. With this tool, you will be able to record and export metrics from your MT4 Broker such as the "MT4 Market Watch Time", "Bid Price", "Ask Price", "High Price", "Low Price" and various measures of "Spread". This tool may be of interest to traders, data scientists wanting to capture and analyze market data, entrepreneurs, archival purposes, hobbyists, academics writing research papers regarding market data, machine learning engineers building AI models that require market data from specific brokers, etc.
Market Data Logger PRO was developed using good coding practices and is optimized to use as little resources as possible during the logging operation.
Market Data Logger PRO is the professional version of Market Data Logger.
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INPUT PARAMETERS description:
MT4_Time = MT4 Market Watch time
Bid = Bid price
Ask = Ask price
High = High price
Low = Low price
Spread = Difference between the Bid and Ask price
MinSpread = Minimum spread
MaxSpread = Maximum spread
MeanSpread = Calculated Mean value of the spread
ModeSpread = Calculated Mode value of the spread
Start Logging = The time for which the Logger will start logging (24-hour format)
Stop Logging = The time for which the Logger will stop logging (24-hour format)
Log Frequency = Determines the interval period for the logs to be written (based on MT4 timeframe)
Log Duration = Determines how often the Logger will run (either once or daily)
Output Folder = Location path to which the .csv log files are exported
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HOW TO USE:
1) Open MT4 platform and select Tools > Options > Expert Advisors > Allow automated trading
2) Attach MarketDataLoggerPRO.ex4 to any chart
3) Select the Inputs tab
4) Configure inputs:
Symbols = enter up to 64 symbols separated by comma
MT4_Time = this value can be Enabled or Disabled. Enable to log this value to file
Bid = this value can be Enabled or Disabled. Enable to log this value to file
Ask = this value can be Enabled or Disabled. Enable to log this value to file
High = this value can be Enabled or Disabled. Enable to log this value to file
Low = this value can be Enabled or Disabled. Enable to log this value to file
Spread = this value can be Enabled or Disabled. Enable to log this value to file
MinSpread = this value can be Enabled or Disabled. Enable to log this value to file
MaxSpread = this value can be Enabled or Disabled. Enable to log this value to file
MeanSpread = this value can be Enabled or Disabled. Enable to log this value to file
ModeSpread = this value can be Enabled or Disabled. Enable to log this value to file
Start Logging = Set a value between 00:05 to 23:55
Stop Logging = Set a value between 00:05 to 23:55 (this value must be greater than the Start Logging value)
Log Frequency = select timeframe for Log Frequency
Log Duration = select Log Duration
Output Folder = select Output Folder
5) Click OK.
