Not tried the script, is it the 'MT4 HST Import' tab in the History Centre? Anything to make it more failsafe and less labour intensive!
What worries me about simply saving the data from the chart on a weekly basis is that by doing so, I will overwrite and erase the last batch I saved, so I only ever have a tiny snippet of data..
My broker typically only offers:
26,344 bars for M1
256 bars for M5
2048 for M15 and M30
2685 for H1
8542 for H4
2084 for D1
1024 for W1
256 for MN
If I'm going to get the minimum of 20,000 bars for backtesting a timeframe, the only way I can see to get reliable gapless data is, on a weekly basis, saving it to a temporary file, finding the last line of the last batch, deleting it and everything before it, and copying what's left into the symbol/timeframe file in the relevant data directory...
I'm not shy about doing the work, I'll do what needs to be done, but I'm also very busy running a business!
I searched the web until my eyes went bloodshot yesterday for a method to do this, and along the way discovered what a common problem this is, and how many forum posts there are about it, so I apologise for dragging you all through it again.
Seems like it was fine until around build 600 of MT, the most recent posts of people happily automatically exporting data seem to be about four years old now!