A Practical Guide to File Operations (Read/Write) in Mql4

To save trade results to a text file (specifically a CSV file for easy analysis in Excel or Python), you need to use the MQL4 File functions.

The following solution is a robust script that iterates through your account's closed trade history and writes the details to a CSV file located in the MQL4/Files directory.

MQL4 Code to Save Trade History

//+------------------------------------------------------------------+
//|                                            SaveTradeHistory.mq4  |
//|                                     Copyright 2023, MetaQuotes   |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, Quantitative Trading AI"
#property link      "https://www.mql5.com"
#property version   "1.00"
#property strict
#property show_inputs

//--- Input Parameters
input string InpFileName = "TradeReport.csv"; // Name of the file to save
input string InpDelimiter = ",";              // Delimiter for CSV (comma is standard)

//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
{
   // 1. Open the file for writing
   // FILE_CSV: Indicates we are working with a CSV format
   // FILE_WRITE: Open for writing (will overwrite existing file)
   // FILE_ANSI: Use ANSI encoding (standard for simple text files)
   int fileHandle = FileOpen(InpFileName, FILE_CSV | FILE_WRITE | FILE_ANSI, InpDelimiter);

   // Check if file opened successfully
   if(fileHandle == INVALID_HANDLE)
   {
      Print("Error opening file: ", InpFileName, ". Error Code: ", GetLastError());
      return;
   }

   // 2. Write the Header Row
   FileWrite(fileHandle, 
      "Ticket", 
      "Symbol", 
      "Type", 
      "Lots", 
      "Open Time", 
      "Open Price", 
      "Close Time", 
      "Close Price", 
      "Commission", 
      "Swap", 
      "Profit", 
      "Comment",
      "MagicNumber"
   );

   // 3. Iterate through Account History
   int totalHistory = OrdersHistoryTotal();
   
   Print("Processing ", totalHistory, " historical orders...");

   for(int i = 0; i < totalHistory; i++)
   {
      // Select the order from history by index
      if(OrderSelect(i, SELECT_BY_POS, MODE_HISTORY))
      {
         // Optional: Filter out non-trading entries (like Balance deposits)
         // if(OrderType() > OP_SELL) continue; 

         // Convert Order Type to readable string
         string typeStr = GetOrderTypeString(OrderType());

         // 4. Write the Order Data
         FileWrite(fileHandle,
            OrderTicket(),
            OrderSymbol(),
            typeStr,
            DoubleToString(OrderLots(), 2),
            TimeToStr(OrderOpenTime(), TIME_DATE | TIME_SECONDS),
            DoubleToString(OrderOpenPrice(), 5),
            TimeToStr(OrderCloseTime(), TIME_DATE | TIME_SECONDS),
            DoubleToString(OrderClosePrice(), 5),
            DoubleToString(OrderCommission(), 2),
            DoubleToString(OrderSwap(), 2),
            DoubleToString(OrderProfit(), 2),
            OrderComment(),
            OrderMagicNumber()
         );
      }
   }

   // 5. Close the file to save changes
   FileClose(fileHandle);
   
   Print("Successfully saved trade history to: MQL4/Files/", InpFileName);
}

//+------------------------------------------------------------------+
//| Helper function to convert integer order type to string          |
//+------------------------------------------------------------------+
string GetOrderTypeString(int type)
{
   switch(type)
   {
      case OP_BUY:      return "BUY";
      case OP_SELL:     return "SELL";
      case OP_BUYLIMIT: return "BUY LIMIT";
      case OP_SELLLIMIT:return "SELL LIMIT";
      case OP_BUYSTOP:  return "BUY STOP";
      case OP_SELLSTOP: return "SELL STOP";
      case 6:           return "BALANCE"; // Deposit/Withdrawal
      default:          return "UNKNOWN";
   }
}

How to Use This Code

1. Create the Script:

   • Open MetaEditor (F4 in MT4).
   • Create a new Script (File -> New -> Script) and name it SaveTradeHistory.
   • Paste the code above into the window.
   • Click Compile (F7).

2. Run the Script:

   • Go to the MT4 Terminal.
   • Drag the SaveTradeHistory script from the Navigator window onto any chart.
   • You can change the filename in the inputs window if desired.

3. Locate the File:

   • Go to File -> Open Data Folder.
   • Navigate to MQL4 -> Files.
   • You will find TradeReport.csv there.

Key Implementation Details

• FileOpen: This function creates the file. The flag FILE_CSV handles the formatting automatically. FILE_WRITE overwrites the file every time you run the script. If you want to append new trades to an existing file instead, use FILE_READ | FILE_WRITE and seek to the end of the file using FileSeek.
• OrdersHistoryTotal & OrderSelect: We use MODE_HISTORY to access closed trades. If you wanted to save currently open positions, you would use MODE_TRADES.
• FileWrite: This function accepts multiple arguments and writes them to the file separated by the delimiter specified in FileOpen.
• Data Formatting: Functions like DoubleToString and TimeToStr are used to ensure the data looks clean in the text file (e.g., ensuring prices have the correct number of decimal places).

Q&A

Q: Can I use this inside an Expert Advisor (EA) instead of a script?
A: Yes. You can place the logic inside the OnDeinit() function of your EA. This will save the report automatically when you remove the EA from the chart or when a backtest finishes.

Q: Why can't I find the file on my computer?
A: MT4 uses a "Sandbox" security model. It can only write files to the specific MQL4/Files folder inside your Data Folder. It cannot write to your Desktop or C: drive directly.

Q: How do I filter by Magic Number?
A: Inside the for loop, add a check after OrderSelect:

if(OrderMagicNumber() != MyMagicNumber) continue;