The information here comes from an excellent FAQ and primer written by Paul Hampton-Smith on how to back test and achieve 99% modeling quality in MT4.

The goal of this page is to provide a more focused How-To that will help folks contribute TICK data to the MultiBroker M1 and Tick Data Bank Project. This only briefly touches on the collection of M1 data, but another FAQ will cover that in more depth.

1. Download TickLoggerForFXT.zip, unzip the file, put it in your MetaTrader4 Expert Adviser folder, which is located at: “Mt4 install dir/experts”. Compile the expert by opening the MetaEditor, double clicking on the TickLoggerForFXT.mq4 and clicking Compile.
2. If you are using a demo server to gather this data, I would suggest opening a new account to allow the maximum amount of time before the account auto-closes.
3. Open the following six MT4 chart windows - it doesn’t matter what time frame they are on, but I always use M1, as I contribute M1 data to the bank as well.
   EURUSD
   GBPUSD
   USDCHF
   USDJPY
   AUDUSD
   USDCAD
4. From the Explorer Window, drag and drop the TickLoggerForFXT onto each of the above six windows. Make sure that “Allow Live Trading” is selected, and that the “Expert Advisors” button right under the “Help” menu is also depressed.
5. If everything is running properly, you should see TickLoggerForFXT and a smiley fact in the upper right hand corner of each chart window.
6. You should now see several new CSV files in the “Mt4 install dir/experts/files” directory, one corresponding to each chart as listed above.
7. These files can be uploaded to our server as frequently or as infrequently as you would like. I am recommending once every week or two weeks to start. For those using demo accounts, please remember that these accounts usually last only 30 days, sometimes less, so you must be somewhat aware of how much longer your account is good for. This is the reason for the 2 week interval mentioned above. To ensure the integrity of the data, I open a new demo account every two weeks just to be sure.
8. I would appreciate it if the files could be compressed with ZIP, RAR or ACE prior to uploading, but it is certainly not necessary.
9. When putting the files on the data drop server please have them labeled according to what the contents are by broker, server type (real or demo) and data type (tick or M1). You can follow this convention if you’d like:
   TradeXDemoM1.zip
   IBFXRealTick.zip
   etc…
10. To get information on how to upload, please contact me at cubesteak at gmail.com for a username and password to our data drop server.
11. Once I send you the login credentials, I’ll create a folder on the server for you to put your data into. If you could drop me an email letting me know that you’ve uploaded, that would be great.

Thank you very much for your help!