Copy Set Files
If the EA is no longer on the market, it's entirely possible the EA will not work anymore if it needs to be activated.
For the set files they can be stored anywhere and/or nowhere (it's possible to run the EA without set files on its default settings, which I'm pretty sure that's what you're doing because you didn't load set files previously if you're asking this question). If you want to save the current settings, go on the system with the EA, double click the smile on a chart where it's loaded, and click save on the dialog that comes up. Save that file somewhere like a USB stick, it is your set file. Now go load the EA on another system and click load, then load the file you just saved.
But again, since you haven't done this process before, you never loaded a set file to the EA on the old system. You were just using the defaults. So your problem isn't going to be a set file, it's the EA probably won't load at all because it's no longer available and won't activate. Those are two vastly different issues, and you don't need a set file, you need someone to clone the EA itself. The exception being if you got activations left and are using the same hardware, but generally if it's removed from the market, you're SOL in a hurry.
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I have looked and searched the forum and cannot find a proper answer on how to copy set files in the most updated MT5 version. I saw a YouTube video that says the set files are in the Preset folder but it was an old video and my current version of MT5 does not have a Preset Folder.
My situation is I really like an EA that is no longer in the MQL5 Market, so when I go to a new broker the EA does not show up in My Purchases Menu of new broker. I want to save the EA set files from the Broker where it works and then I want to copy the set files to the new broker so that I can set up the EA.
So need steps to do the following:
1) Where to find the EA set files so that I can save and copy? 2) Where to copy set files for new broker? 3) How to use the set files to create EA in new broker?