A two-component (Expert Advisor + DLL) solution for exporting tick and current period data for the current symbol.
By default it includes a DLL that exports data to CSV files but also includes source files to create your own replacement DLL to do whatever you want with the data such as copying it to another memory block, sending a signal to an Arduino to turn on a led if a price reaches a threshold (just a silly idea for example) or integrating it to other services (realtime or offline).
Why does this exist? This is a side project to support MetaTrader History ToolKit because it is slowly becoming obsolete and I want to have a fallback plan.
About MTHT: It is hard to maintain, I've seen weird things with the HCC format and apparently there is no universal solution (not all HCC files are created equal). Users are having difficulties using the custom header functionality, it is after all a complicated process. And finally I noticed more weird stuff with the HCC format that could affect the sorting algorithms badly. I could write a sort safety mechanism but the library would take a big hit in performance. In the end, it is becoming a problem in time.
MTDE on the other hand is the opposite in the sense that it requires the use of the MetaTrader terminal (MTHT does not), it focuses on data integrity and tick data precision. In the end, both projects converge on the data export functionality, they just differ on how they do it.
This project was released in 2021 but the website went offline that same day and this project never saw the light of day, until now.
I uploaded the original package and have already in mind what the additions and improvements for the next release will be.
A readme file is included with detailed instructions about installation, compilation and usage.
The average MetaTrader user might find the process a bit overwhelming, programmers will feel right at home.
