In MetaTrader v5, you can easily export data via the Symbols dialog box. For something more complex, consider placing a job request in the Freelance section
You don't have to drag anything, just right-click the symbol in the Market Watch and select Symbols (Ctrl-U).
EDIT: Also, you don't have to completely repeat the process from the beginning. Once you have selected the time-frame and set the dates, you can just change the symbol from the dialog box and request the data and carry out the export.