Hi MagicTrader,
Check the following immediately after your export:
– In MT4, go to File->Data Folder and then browse to ‘history’. Now firstly check that the server folder you next click on matches the server you are shown when starting MT4 (eg. “FXCM Demo”).
– Browse to this server folder and check the dates on the HST files are today’s date.
– OPen the MT4 history center and see if the symbol & dates are the same as you have exported. If not, it is likely that your MT4 terminal is overwriting the data and using your broker’s instead. If this is the case you will need to disconnect your terminal by not logging on.
Hope this helps.