If its exporting, then its just a case setting the parameters correctly.
I would check the start date to ensure that is correct and as early as you need it.
Also check the max number of the setting for order status. I.e order status 4 is "complete", therfore set setting to 4.

Any more probs, please feel free to pm me and we can look at your database a little more indepth.

Kind regards

J