Summary: Can't export historical data in MT5 for backtesting? This guide covers manual export, script solutions, and common data gaps causes.
Step 1: Understand MT5 Data Export Limitations
MT5 does not offer a one-click CSV export for all history. The “Save as Report” function only saves trade results, not price series. For raw OHLC or tick data, you need alternative methods. Screenshot: Save as Report menu showing only trade log.
Step 2: Use Built-in “Export to CSV” from Market Watch
In Market Watch window, right-click any symbol, choose “Symbols”, select a symbol, click “Export to CSV”. This exports current visible data on chart, not full history. Works for short periods only. Screenshot: right-click menu on Market Watch.
Step 3: Download Full History via “History Center”
Press Ctrl+H or go to Tools -> History Center. Select symbol and timeframe (e.g., EURUSD, M1). Click “Download”. Data saved in .hst format – not directly usable in Excel. Screenshot: History Center interface with download button.
Step 4: Use an MQL5 Script to Export to CSV
Create a Script in MetaEditor with code that reads all history bars and writes to a CSV file in Files folder. A free script “Export History to CSV” is available on MQL5 Community. After compiling, drag script onto chart – it generates a CSV file. Screenshot: script attached on chart.
Step 5: Locate Exported CSV File
Open MT5 Data Folder (File -> Open Data Folder). Go to MQL5 -> Files. The exported CSV file is there. Use it for external backtesting or analysis.
Step 6: Fix Missing Data Issues
If data gaps exist, go to History Center, select symbol, click “Edit”, manually add bars or press “Download” again from a reliable broker. Some brokers limit history – consider switching demo accounts.
Reference: MQL5 Community – Export History Script (user contributed), MetaQuotes History Center Documentation.