Metatrader 5 Expert Advisor | History Export from the Strategy Tester (Bars and Ticks) | Source Code Included 📈 MT4 & MT5 Downloads

New free code from MQL5: indicators, EAs, and scripts for traders.

Exports price history from the Strategy Tester to CSV files: closed bars of any timeframe and, optionally, every tick.

Why from the tester? On a chart, history is limited by the "Max bars in chart" setting (100,000 bars by default, about three months of M1 data). The tester has no such limit, so years of M1 bars, or the real ticks of a period, come out in one run.

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How to use

In the Strategy Tester, select HistoryExportTester, the symbol and the date range. The test timeframe does not matter: the exported timeframe is set by an input.
For bars only, any model works, and "1 minute OHLC" is the fastest. For ticks, use "Every tick based on real ticks"; other models export the tester's generated ticks.
Run the test. The files are written to Terminal\Common\Files (or to the tester agent's MQL5\Files folder when "Write to the common folder" is off).

Files

<symbol>_<timeframe>_bars.csv: time, open, high, low, close, tick_volume, real_volume, spread. Only closed bars are written; the bar still forming when the test ends is skipped.
<symbol>_ticks.csv: time_msc, time, bid, ask, last, volume, flags.

Gap report. At the end, the journal shows how many gaps longer than N bars fall inside the symbol's trading sessions, and lists the ten largest. Weekends and daily breaks are not gaps. Market holidays are reported, because the session schedule still lists them as trading time.

Example (XAUUSD on a demo account): 646,444 M1 bars from January 2025 to October 2026 in one run, with 39 gaps, all of them holidays (Good Friday, Christmas, New Year, early closes on US holidays). One week of real ticks was 3.6 million ticks, about 240 MB of CSV, so export ticks in short date ranges.

Inputs