Building one is always better as you can customize it according to your needs. More importantly, you avoid having to pay a premium over branded ones.

Would help to know what resolution you are planning to run eg 1080p, 1440p, 4k and the kind of games you are into. Also, your RM4500 budget is inclusive of monitor and other peripherals like keyboard, mouse, etc or just for the rig?

With your budget, running games adequately in 4k will be challenging. Below is more suited for 1080p and possibly 1440p with lower in-game settings:

1. CPU - i5-7500 (RM899) - can save some if go for i5-7400 (RM835)
2. MOBO - Gigabyte GA-Gaming B8 (RM589)
3. RAM - GSkill 2x8Gb DDR4-2800 (RM649)
4. Gigabyte GTX1060 Windforce OC 6GB (RM1385)
5. PSU FSP HEXA+550W (RM229) - I would suggest a better PSU eg SuperFlower Leadex Silver 650W (RM399)
6. Case - Fractal Design Defince C window (RM399)
7. SSD - Samsung 850 EVO 120Gb (RM299)
8. HDD - 1TB 7200rpm (RM219)

Total - RM4668 before "rebates" from Idealtech.

You can check it out here.

With higher performance requirement, you will need to up your budget. As suggested by the others, you could squeeze on things like casing and RAM to free up some budget.

If you are not in a hurry, hold off for a bit. News of Intel reducing their prices across all their SKU is starting to hit the market. Good times ahead for consumers

We all do what we have to, a means to an end. And yes, price cuts will be realised in Malaysia too.