Save history to HST:
The script exports historical data to HST format for its use in MetaTrader 4 client terminal. This file can be imported in MetaTrader 4 as historical data or you can open it as offline chart.
Initially, this script was designed for checking of the indicators,
written in MQL4 and MQL5, because the same data needed for the compare.
Author: Andrey Voytenko