Step-by-step guide to exporting historical data from MT4/MT5
The FxMath Alchemist Data Exporter is an Expert Advisor (EA) designed specifically to bridge the gap between MetaTrader and the FxMath Alchemist Strategy Generator. It ensures your historical data is formatted perfectly for high-accuracy backtesting and optimization.
Generates CSV files with Time, Open, High, Low, Close, Volume, and Spread.
Features automatic suffix removal (e.g., XAUUSDpro → XAUUSD) for cleaner data.
Exports 10,000+ bars in seconds with minimal overhead.
FxMath Alchemist_DataExporter_MT4.ex4.MQL4/Experts and paste the file.FxMath Alchemist_DataExporter_MT5.ex5.MQL5/Experts and paste the file.Note: Make sure "Allow DLL imports" and "Allow automated trading" are enabled in the EA settings.
BarsToExport (default: 10,000).Your files are saved in the Terminal's common folder:
MQL4/Files/FxMath Alchemist/ or MQL5/Files/FxMath Alchemist/
| Parameter | Default | Description |
|---|---|---|
BarsToExport |
10000 | The number of historical bars to include in the CSV. |
RemoveSuffix |
true | Automatically strips broker prefixes/suffixes from the symbol name. |
ExportFolder |
"FxMath Alchemist" | The subfolder where files will be saved within the Files directory. |
AutoExportOnStart |
false | If true, exports data immediately upon attaching the EA. |
Check "Allow Automated Trading" in the MT4/5 toolbar and in the EA's common tab.
Ensure you have downloaded enough history (Press F2 to open History Center and click Download).