MetaTrader 5
Experts
Indicators
Scripts
Libraries
Storage
Join our fan page
Closed Trades Exporter MAE MFE - script for MetaTrader 5
- Pine script programming
- CAlgo Programming
- Full Stack Web development
- Views:
- 72
- Published:
-
You are missing trading opportunities:- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration Log inYou agree to website policy and terms of use
If you do not have an account, please register -
Need a robot or indicator based on this code? Order it on Freelance
Go to Freelance
Closed Trades Exporter saves your closed trades to a CSV file that opens in Excel, Google Sheets or any spreadsheet program. Besides the usual trade details, it calculates two values that the terminal's history does not show: Maximum Adverse Excursion (MAE) and Maximum Favorable Excursion (MFE). These are measured from M1 price history for the period each trade was open.
MAE is the furthest the price moved against the trade before it was closed, and MFE is the furthest it moved in the trade's favor. Studying them across many trades shows whether stop losses are too tight or too wide, and whether take profits leave too much on the table. The CapturedPct column shows how much of the MFE each trade actually kept.
The file contains one row per closed position with these columns: position ID, symbol, type, volume, open and close time, open and close price, duration in minutes, profit, commission, swap, net profit, result in points, MAE and MFE in points and in account currency, captured percentage, magic number and comment.
| Input | Description |
|---|---|
| Days of history to export | Exports trades closed within this many days. Set 0 to export the full history. Default 90. |
| Only this symbol | Exports trades of one symbol only. Leave blank for all symbols. |
| Only this magic number | Exports trades of one Expert Advisor only. Set -1 for all trades, including manual ones. |
| Calculate MAE/MFE from M1 history | Turns the excursion calculation on or off. Turning it off makes the export faster. |
| File name | Name of the CSV file. Leave blank for an automatic name with the account number and date. |
| Column separator | Character between columns. Use a semicolon if your spreadsheet program expects it. |
| Save to the common Files folder | Saves the file to the folder shared by all terminals instead of this terminal's Files folder. |
The file location is shown in a message when the export finishes. In the terminal, File, Open Data Folder opens the data folder, and the CSV is in MQL5\Files. MT5 rebuilds each position from its deals, so scaling in and partial closes appear as one row with average entry and exit prices. Positions reversed on netting accounts, and positions opened before the selected period, are skipped.
MAE and MFE are based on Bid M1 bars, so for sell trades they do not include the spread. If the broker's server no longer has M1 history for an old trade, those columns are left blank and the count is shown in the final message. Money values use the current tick value, so they are approximate for symbols whose profit currency differs from the account currency.
Watchlist Chart Opener
Opens charts for all Market Watch symbols or a custom symbol list in one click, on any timeframe, with an optional template applied to each chart. Skips charts that are already open and limits how many are opened at once.
ATR Candle Strength
Shades the chart background by volatility regime (Compression, Normal, Expansion) based on the percentile rank of the current ATR. Shows the current regime on the chart, alerts on regime changes and exposes buffers for Expert Advisors.
Broker Profiler
Displays the symbol properties that cause the same EA to behave differently on a different broker: trading hours, contract size, tick value, spread statistics, swap cost and real-session coverage. Read-only; does not execute trades.
ORB Risk Managed - Opening Range Breakout with Account Protection
Opening Range Breakout EA template with built-in account protection. Marks the high and low of the first N minutes after the session open and places OCO stop orders above and below the range. Includes risk-based position sizing, daily loss limit, maximum drawdown limit, ATR range filter, trade direction filter, and protection against positions carried overnight. All session times are configurable inputs. Educational template, not a profit-guaranteed system. Test on demo before any live use.