R has a great way of collecting data from other sources (eg Yahoo finance etc)
library(quantmod)
getSymbols("YHOO",src="google")
Is there a way of collecting Metatrader 4 into R
eg:
library(*******)
getSymbols("***",period=1hr, src="Metatrader4")
getSymbols("YHOO",src="google")
donwload data from this url. if Metatrader offer the same free service it is easy to implement this source but obviously it is not a free service. So the answer is probably you can't collect data from Metatrader source. – Vehemence