If you want to build algorithmic trading strategies you need price data.
When you try to download OHLC price data from MT5, you discover there is no menu option.
I have written this blog post in which I provide the scripts for downloading ticks and OHLC data from MT5.
Ticks data is important if you want to build high frequency trading model.
I was thinking of building a probit model using the ticks data.
I am also planning to build a particle filter based on ticks data.
So I needed to download ticks data from MT5.
You can download the ticks data download script from the blog post.
I have also provided a script to download OHLC data from MT5.
If you want to build machine learning and deep learning models, you need this data.
On MT4, it is easy to download OHLC data in a csv file just click on Tools and then click on history center.
On MT5, there is no such option. But now you can use the script to download OHLC data from MT5 too.