How to Export Data from Any Mql4 Custom Indicator to a CSV File

To save indicator values from the last 1000 bars to a CSV file for Excel analysis, the most efficient method is to use an MQL4 Script. A script runs once, performs the task, and then stops, which is perfect for exporting data.

Below is a complete, ready-to-use script. By default, it exports RSI values, but I have included a specific section where you can easily swap this for your specific indicator (built-in or custom).

MQL4 Script: Export Indicator Data to CSV

Save this code as a .mq4 file in your MQL4/Scripts folder (e.g., ExportData.mq4).

//+------------------------------------------------------------------+
//|                                                   ExportData.mq4 |
//|                        Copyright 2023, MetaQuotes Software Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, Quantitative AI Assistant"
#property link      "https://www.mql5.com"
#property version   "1.00"
#property strict
#property script_show_inputs

//--- Input Parameters
input string InpFileName = "IndicatorData.csv"; // Name of the file to save
input int    InpBarsToExport = 1000;            // Number of bars to export

//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
{
   // 1. Validate Bar Count
   int barsLimit = InpBarsToExport;
   if(barsLimit > Bars) barsLimit = Bars; // Prevent out of range errors
   
   // 2. Open File
   // We use FILE_CSV to format for Excel, and FILE_ANSI for standard text encoding
   int fileHandle = FileOpen(InpFileName, FILE_WRITE | FILE_CSV | FILE_ANSI, ",");
   
   if(fileHandle == INVALID_HANDLE)
   {
      Print("Error opening file: ", GetLastError());
      return;
   }

   // 3. Write CSV Header
   FileWrite(fileHandle, "Date", "Time", "Open", "High", "Low", "Close", "IndicatorValue");

   // 4. Loop through bars
   // We iterate backwards (from old to new) so the CSV is chronological in Excel
   for(int i = barsLimit - 1; i >= 0; i--)
   {
      string date = TimeToString(Time[i], TIME_DATE);
      string time = TimeToString(Time[i], TIME_MINUTES);
      
      // --- GET INDICATOR VALUE HERE ---
      // REPLACE the line below with your specific indicator function.
      // Example: iRSI(NULL, 0, 14, PRICE_CLOSE, i);
      // Example Custom: iCustom(NULL, 0, "MyIndicator", param1, param2, buffer_index, i);
      
      double indicatorValue = iRSI(NULL, 0, 14, PRICE_CLOSE, i); 
      
      // --------------------------------
      
      // 5. Write row to file
      FileWrite(fileHandle, 
                date, 
                time, 
                DoubleToString(Open[i], _Digits),
                DoubleToString(High[i], _Digits),
                DoubleToString(Low[i], _Digits),
                DoubleToString(Close[i], _Digits),
                DoubleToString(indicatorValue, 5) // 5 digits of precision for indicator
                );
   }

   // 6. Close File
   FileClose(fileHandle);
   
   Print("Successfully exported ", barsLimit, " bars to ", InpFileName);
   Print("File location: MQL4/Files folder");
}
//+------------------------------------------------------------------+

How to Customize for Your Indicator

You need to modify the line inside the loop labeled // --- GET INDICATOR VALUE HERE ---.

Case A: It is a Built-in Indicator (e.g., Moving Average, MACD)

Replace iRSI(...) with the specific function.

// Example for Moving Average
double indicatorValue = iMA(NULL, 0, 20, 0, MODE_SMA, PRICE_CLOSE, i);

Case B: It is a Custom Indicator (ex4 file)

If you downloaded an indicator or bought one, use iCustom. You need to know the Buffer Index (usually 0 for the main line) and the Input Parameters.

// Syntax: iCustom(Symbol, Timeframe, "IndicatorName", Input1, Input2, ..., BufferIndex, Shift);

// Example: "SuperTrend" indicator with inputs (10, 3.0) reading Buffer 0
double indicatorValue = iCustom(NULL, 0, "SuperTrend", 10, 3.0, 0, i);

How to Access the File

1. Compile the script in MetaEditor (F7).
2. Go to the MT4 Terminal.
3. Open the chart of the symbol you want to analyze.
4. Drag and drop the ExportData script from the Navigator onto the chart.
5. Once it finishes (check the "Experts" tab for the success message), go to:
   • File -> Open Data Folder.
   • Navigate to MQL4 -> Files.
6. You will find IndicatorData.csv. Open this file in Excel.

Q&A: Common Issues

Q: The file opens in Excel but everything is in one column.
A: This depends on your Windows Regional Settings. If your computer uses a comma (,) as a decimal separator, Excel might get confused by the CSV comma delimiter.

• Fix: In the code, change FileOpen(..., ",") to FileOpen(..., ";"). This uses a semicolon as the column separator, which is safer for European regions.

Q: I see "Empty Value" or huge numbers (e.g., 2147483647) in the CSV.
A: MT4 uses a specific value (EMPTY_VALUE) to indicate that nothing is drawn on the chart at that specific bar (common in arrows or zigzag indicators).

• Fix: You can add a check in the code:

  if(indicatorValue == EMPTY_VALUE) indicatorValue = 0; 
  

Q: How do I find the "Buffer Index" for my custom indicator?
A: Open the "Data Window" in MT4 (Ctrl+D). Hover your mouse over a bar where the indicator is visible. Look at the values listed on the left.

• The first value listed under the indicator name is Buffer 0.
• The second value is Buffer 1, and so on. Use that index number in the iCustom function.