diff --git a/freqtrade/tests/testdata/download_backtest_data.py b/freqtrade/tests/testdata/download_backtest_data.py
deleted file mode 100755
index 8c7d6daea..000000000
--- a/freqtrade/tests/testdata/download_backtest_data.py
+++ /dev/null
@@ -1,35 +0,0 @@
-#!/usr/bin/env python3
-
-"""This script generate json data from bittrex"""
-import json
-import sys
-
-from freqtrade import (exchange, arguments, misc)
-from freqtrade.exchange import ccxt
-
-BASE_PATH = 'freqtrade/tests/testdata'
-
-arguments = arguments.Arguments(sys.argv[1:], 'download utility')
-arguments.scripts_options()
-args = arguments.parse_args()
-
-TICKER_INTERVALS = ['1m', '5m']
-PAIRS = []
-
-if args.pair:
-    with open(args.pair) as file:
-        PAIRS = json.load(file)
-PAIRS = list(set(PAIRS))
-
-print('About to download pairs:', PAIRS)
-
-# Init Bittrex exchange
-exchange._API = ccxt.bittrex({'key': '', 'secret': ''})
-
-for pair in PAIRS:
-    for tick_interval in TICKER_INTERVALS:
-        print('downloading pair %s, interval %s' % (pair, tick_interval))
-        data = exchange.get_ticker_history(pair, tick_interval)
-        pair_print = pair.replace('/', '_')
-        filename = '{}-{}.json'.format(pair_print, tick_interval)
-        misc.file_dump_json(filename, data)
diff --git a/scripts/download_backtest_data.py b/scripts/download_backtest_data.py
new file mode 100755
index 000000000..8230c1349
--- /dev/null
+++ b/scripts/download_backtest_data.py
@@ -0,0 +1,41 @@
+#!/usr/bin/env python3
+
+"""This script generate json data from bittrex"""
+import json
+import sys
+import os
+
+from freqtrade import (exchange, arguments, misc)
+
+DEFAULT_DL_PATH = 'freqtrade/tests/testdata'
+
+arguments = arguments.Arguments(sys.argv[1:], 'download utility')
+arguments.testdata_dl_options()
+args = arguments.parse_args()
+
+TICKER_INTERVALS = ['1m', '5m']
+PAIRS = []
+
+if args.pairs_file:
+    with open(args.pairs_file) as file:
+        PAIRS = json.load(file)
+PAIRS = list(set(PAIRS))
+
+dl_path = DEFAULT_DL_PATH
+if args.export and os.path.exists(args.export):
+    dl_path = args.export
+
+print(f'About to download pairs: {PAIRS} to {dl_path}')
+
+# Init Bittrex exchange
+exchange._API = exchange.init_ccxt({'key': '',
+                                    'secret': '',
+                                    'name': 'bittrex'})
+
+for pair in PAIRS:
+    for tick_interval in TICKER_INTERVALS:
+        print(f'downloading pair {pair}, interval {tick_interval}')
+        data = exchange.get_ticker_history(pair, tick_interval)
+        pair_print = pair.replace('/', '_')
+        filename = f'{pair_print}-{tick_interval}.json'
+        misc.file_dump_json(os.path.join(dl_path, filename), data)