Tester: Break Through The Strategy Tester Limit On Testing Hedge EA

 

New article Break Through The Strategy Tester Limit On Testing Hedge EA has been published:

An idea of testing the hedge Expert Advisors using the strategy tester.

An idea of testing hedge EA in the strategy tester will be given in this article. As you know, the strategy tester has its own limit unabling to open any order for another symbol. Every user that would like to test his/her own hedge Expert Advisors needs to test it/them live only. But does this limit our capabilities? I am sure that every hedge trader needs to test his own EA before trading live. So, I am giving the idea of generating a virtual strategy testing behavior (tester-like) to you all with hope that it can help us break through the mt4 strategy tester limit and hope that it will useful for further usage.

Author: chayutra sriboonruang

 

I definitely think you're on to something. In fact I've been thinking along these lines for a while now. It's possible to create an indicator who's inputs are the same as an EA, and output is a graphical depiction of P/L, Drawdown, win/loss ratio, etc... It seems easier in many ways to use the indicator shell to craft our own output regime in order to support our own granularity needs. I'm hopeful that MT5 will make these workarounds needless, however this is only a hope.

I should also mention that we can add features ad hoc, with this regime, such as profit trend smoothness detection. A "smooth" profitable trend is worth many times greater profitability that is choppy. The mind just salivates at what can be accomplished.

 
Mann..u r crazy dude!, but a cool crazy dude;) i too think u are on to something, i am also on my quest to develop a hedge tester, so i will be refering back to this thread many times in my quest to code the hedge backtester !
 

Now i am working on using a seperate platform to code this strat tester, since we are just interested in the end results, its relatively easier to code everything into 1 program as oppose to multiple programs (EAs) .So i was thinking we might not neccesarily need to use mql to code, but using php and web base html environment for testing, since php can handle reading csv file quite well, and html can create a form to input ur options for the tester;like currency,timeframe, lotsize,..etc.

so what i did was to use the html form to input the parameters,and then use php to execute the simulation for the hedge, and the code is less complicated..basically read from 2 csv history files and compare..repeat till condition is met...

anyway..not sure anyone is reading this..but comments are welcome..

 
senshine:

Now i am working on using a seperate platform to code this strat tester, since we are just interested in the end results, its relatively easier to code everything into 1 program as oppose to multiple programs (EAs) .So i was thinking we might not neccesarily need to use mql to code, but using php and web base html environment for testing, since php can handle reading csv file quite well, and html can create a form to input ur options for the tester;like currency,timeframe, lotsize,..etc.

so what i did was to use the html form to input the parameters,and then use php to execute the simulation for the hedge, and the code is less complicated..basically read from 2 csv history files and compare..repeat till condition is met...

anyway..not sure anyone is reading this..but comments are welcome..


I really want to see the results of that outstanding thinking.

Miguel

 

Would this work for for smaller timeframe like 1 min?

 
Many thanks.......
 
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