New article How to Prepare MetaTrader 5 Quotes for Other Applications is published:
The article describes the examples of creating directories, copying data, filing, working with the symbols in Market Watch or the common list, as well as the examples of handling errors, etc. All these elements can eventually be gathered in a single script for filing the data in a user-defined format.
Before I started studying MQL5, I tried many other applications for
development of trading systems. I can't say that I wasted my time. Some
of them contain a few useful tools allowing users to save time, deal
with many issues, destroy some myths and quickly select some further
direction for development without the knowledge of programming
These applications need historical data. Due to the absence of some
certain standard data format, they often had to be edited before they
could be used (for example, in Excel) to comply with the format
applicable to the necessary program. Even if you are able to figure out
all necessary details, many things should still be done manually. Users
can find different versions of scripts designed to copy the quotes from
MetaTrader 4 to the necessary format. If there is such a demand, we can
also develop the version of the script for MQL5.
Author: Anatoli Kazharski