EA-162 · Utility

TicksFile

This EA is a data-logging utility that records tick data and bar data to a CSV file in real time. It captures completed bar OHLCV data alongside incoming tick details (ask, bid, last, volume) and writes them to a timestamped file. It does not open, manage, or close any trading positions.

Open the interactive view (equity curve, symbol switch)

Key facts

CategoryUtility
RiskSafe
Rating★★☆☆☆
TypeUtility tool
TimeframesM1, M5, M15, M30, H1, H4, D1
Indicators—
Author2010, Avatara" // 10.08.10

Backtest results (H1, about 1 year)

Not backtested yet — this EA could not be converted automatically.

Strategy analysis

This EA is not a trading strategy but a pure data collection utility. Its core function is to write completed bar OHLCV data alongside incoming tick quote information (ask, bid, last, volume) to a CSV file on each tick arrival for offline analysis. Regarding entry conditions, when the diskret parameter is true, it only records data at new bar openings for downsampling; when false, it records every tick. Exit conditions are not applicable since the EA does not execute any trading operations. Position sizing and money management are not involved whatsoever. The utility's value lies in providing high-quality tick-by-tick historical data for quantitative research, facilitating strategy backtesting and statistical analysis. Its file naming convention includes symbol, timeframe, and start time, which facilitates data management and organization.

Strengths

  • Provides tick-level high-precision data recording suitable for quantitative research
  • Supports downsampling mode (diskret=true) to record by bar period and reduce data volume
  • File names automatically include symbol, timeframe, and time info for easy archiving and retrieval

Weaknesses

  • No file write error handling; if FileOpen fails, subsequent FileWrite calls may cause undefined behavior
  • No file size monitoring; long-running sessions may generate extremely large files exhausting disk space
  • FileOpen return value check is incorrect (hF<-1); should be hF==INVALID_HANDLE which is hF<0

Possible improvements

  • Fix FileOpen return value check logic; should use hF==INVALID_HANDLE for validation
  • Add file size limit or auto-split mechanism to prevent excessively large single files
  • Add retry mechanism for SymbolInfoTick and CopyRates failures

Risk assessment

Overall risk: Safe

  • FileOpen return value check logic error may cause undefined behavior if file open fails and writes continue
  • No file size control during long-running sessions poses disk space exhaustion risk

Evaluation scores

Code quality2.0
Strategy logic2.0
Risk management4.0
Robustness2.0
Innovation2.0
Documentation1.0
Overall2.2

Parameters

ParameterDefaultDescription
diskretfalseRecord data only on bar open; downsampling mode
Filler;CSV field separator; space auto-replaced with tab

Similar Utility EAs

Backtests are historical simulations and do not guarantee future results. Not financial advice.

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