uint  FileWrite(
   int  file_handle,   // File handle
   ...                 // List of recorded parameters
   );

//+------------------------------------------------------------------+
//|                                               Demo_FileWrite.mq4 |
//|                        Copyright 2014, MetaQuotes Software Corp. |
//|                                              https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2014, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property strict
//--- show the window of input parameters when launching the script
#property script_show_inputs
//--- parameters for receiving data from the terminal
input string             InpSymbolName="EURUSD";      // Сurrency pair
input ENUM_TIMEFRAMES    InpSymbolPeriod=PERIOD_H1;   // Time frame
input int                InpFastEMAPeriod=12;         // Fast EMA period
input int                InpSlowEMAPeriod=26;         // Slow EMA period
input int                InpSignalPeriod=9;           // Difference averaging period
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Price type
//--- parameters for writing data to file
input string             InpFileName="MACD.csv";      // File name
input string             InpDirectoryName="Data";     // Folder name
//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
  {
   bool     sign_buff[]; // signal array (true - buy, false - sell)
   datetime time_buff[]; // array of signals' appear time
   int      sign_size=0; // signal array size
   double   macd_buff[]; // array of indicator values
   datetime date_buff[]; // array of indicator dates
   int      macd_size=0; // size of indicator arrays
//--- set indexing as time series
   ArraySetAsSeries(sign_buff,true);
   ArraySetAsSeries(time_buff,true);
   ArraySetAsSeries(macd_buff,true);
   ArraySetAsSeries(date_buff,true);
//--- reset last error code
   ResetLastError();
//--- copying the time from last 1000 bars
   int copied=CopyTime(NULL,0,0,1000,date_buff);
   if(copied<=0)
     {
      PrintFormat("Failed to copy time values. Error code = %d",GetLastError());
      return;
     }
//--- prepare macd_buff array
   ArrayResize(macd_buff,copied);
//--- copy the values of main line of the iMACD indicator
   for(int i=0;i<copied;i++)
     {
      macd_buff[i]=iMACD(InpSymbolName,InpSymbolPeriod,InpFastEMAPeriod,InpSlowEMAPeriod,InpSignalPeriod,InpAppliedPrice,MODE_MAIN,i);
     }
//--- get size
   macd_size=ArraySize(macd_buff);
//--- analyze the data and save the indicator signals to the arrays
   ArrayResize(sign_buff,macd_size-1);
   ArrayResize(time_buff,macd_size-1);
   for(int i=1;i<macd_size;i++)
     {
      //--- buy signal
      if(macd_buff[i-1]<0 && macd_buff[i]>=0)
        {
         sign_buff[sign_size]=true;
         time_buff[sign_size]=date_buff[i];
         sign_size++;
        }
      //--- sell signal
      if(macd_buff[i-1]>0 && macd_buff[i]<=0)
        {
         sign_buff[sign_size]=false;
         time_buff[sign_size]=date_buff[i];
         sign_size++;
        }
     }
//--- open the file for writing the indicator values (if the file is absent, it will be created automatically)
   ResetLastError();
   int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_WRITE|FILE_CSV);
   if(file_handle!=INVALID_HANDLE)
     {
      PrintFormat("%s file is available for writing",InpFileName);
      PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
      //--- first, write the number of signals
      FileWrite(file_handle,sign_size);
      //--- write the time and values of signals to the file
      for(int i=0;i<sign_size;i++)
         FileWrite(file_handle,time_buff[i],sign_buff[i]);
      //--- close the file
      FileClose(file_handle);
      PrintFormat("Data is written, %s file is closed",InpFileName);
     }
   else
      PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
  }