Seasonal History Downloader

One-click daily history for the Seasonal Alpha Indicator.

Seasonal History Downloader fetches up to 25 years of daily OHLCV data from Yahoo Finance and saves it as clean CSV files in MQL5\Files\SAT_History, exactly the folder and format that other products in the Seasonal Alpha series (e.g. Seasonal Alpha Indicator) read. Deeper history means a more meaningful hit rate, fan and equity curve.

Broker independent.

What it does:

  • Reads your Market Watch, all symbols or a custom symbol list.
  • Downloads up to 25 years of daily bars per symbol.
  • Skips symbols that already have enough history, so re-runs are fast.
  • Offers an optional stocks-only filter and company-name caching.
  • Adds a configurable delay between requests to stay within rate limits.

One-time setup: in MT5 open Tools, then Options, then Expert Advisors, enable Allow WebRequest for listed URL, and add query1.finance.yahoo.com and query2.finance.yahoo.com. Then run the script once on any chart. Limit number of symbols for testing and increase it in alignment with the number of symbols you want to download. 

Output: MQL5\Files\SAT_History\TICKER.csv with the columns Date, Open, High, Low, Close, Volume, oldest row first.

Good to know: this is a convenience tool. The Seasonal Alpha Indicator also runs directly on broker chart bars, or on CSV files you place yourself, so the downloader is optional.

Data is provided by a third-party source for personal use, and its availability and accuracy are not guaranteed. For educational purposes only, not investment advice.


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