Articles on strategy testing in MQL4

Tutorial to build a Binary Options strategy an test it in Strategy-Tester of MetaTrader 4 with Binary-Options-Strategy-Tester utility from marketplace.

This article explores the effectiveness of complex trading systems by analyzing the efficiency of its individual components. Any analysis, whether it is graphic, based on indicators, or any other, is one of the key components of successful trading in financial markets. This article is to some extent a research of few simple and independent trading systems for analyzing their effectiveness and usefulness of the joint application.

The article provides a detailed description of the process of testing and optimizing Expert Advisors in the MetaTrader 4 Strategy Tester. The importance of such information and the need for this publication cannot be underestimated. A lot of users who only get started with the MetaTrader 4 trading platform have a very vague idea of what and how needs to be done when working with Expert Advisors. The proposed article gives simple and clear answers to all of these questions and provides a slightly more professional approach to handling these issues using a specific example.

It's not just simple; it's super simple. Testing Expert Advisors on non-standard time frames is possible! All we need to do is to replace standard time frame data with non-standard time frame data. Furthermore, we can even test Expert Advisors that use data from several non-standard time frames.

There is no trouble finding the Holy Grail of testing, it is however much more difficult to get rid of it. This article addresses the selection of the Expert Advisor operating parameters with automated group processing of optimisation and testing results upon maximum utilisation of the Terminal performance capabilities and minimum end user load.

This article shows you how to easily use Neural Networks in your MQL4 code taking advantage of best freely available artificial neural network library (FANN) employing multiple neural networks in your code.

Developers of order modification/closing algorithms suffer from an imperishable woe - how to compare results obtained by different methods? The mechanism of checking is well known - it is Strategy Tester. But how to make an EA to work equally for opening/closing orders? The article describes a tool that provides strong repetition of order openings that allows us to maintain a mathematically correct platform to compare the results of different algorithms for trailing stops and for exiting the market.

The articles describes and provides a library of functions that allows a trader to optimize his or her Expert Advisor's inputs by launching optimization directly from the EA.

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

The article describes the methods of how to understand the tester optimization results better. It also gives some tips that help to avoid "harmful optimization".

In this article an example of optimization by profit/drawdown criterion with results returned into a file is developed for a standard Expert Advisor - Moving Average.

Enjoy the process of testing with charts, displaying the balance - now all the necessary information is always in view!

The elaborate interface of the terminal MetaTrader 4 is a forefront, but beside this the terminal includes a deep-laid tester of strategies. And while the worth of MetaTrader 4 as a trading terminal is obvious, the quality of the tester's strategy testing can be assessed only in practice. This article shows the advantages and conveniences of testing in MetaTrader 4.

The article compares the time and results of Expert Advisors' optimization using genetic algorithms and those obtained by simple search.

Testing manual strategies on history. Check how your trading algorithm works turning a deaf ear to programming niceties!

The article describes software that can make strategy testing highly similar to the real trading.

The article describes the possibilities of convenient viewing the trade history when visualizing tests. Starting from build 196, MetaTrader 4 Client Terminal offers testing visualization function. It allows controlling the Expert Advisors' testing on a brand new level. Now, the trading programmer can watch every action of his or her Expert Advisor checking its operation on history!

What happens after you have clicked on the "Start" button? The article answers this and many other questions.

Examined are the most frequent mistakes that lead the first-time programmers to creation of a "super-moneymaking" (when tested) trading systems. Exemplary experts that show fantastic results in tester, but result in losses during real trading are presented.

One-Minute Data Modelling Quality Rating

Genetic (evolutionary) algorithms are used for optimization purposes. An example of such purpose can be neuronet learning, i.e., selection of such weight values that allow reaching the minimum error. At this, the genetic algorithm is based on the random search method.

The article gives formulas and the calculation order for data shown in the Tester report.

Article explains how to read testing reports and to interpret the obtained results properly.

This article allows to find out more about features and limits of Strategy Tester in MetaTrader 4.

Many programs of technical analysis allow to test trading strategies on history data. In the most cases, the testing is conducted on already completed data without any attempts to model the trends within a price bar. It was made quickly, but not precisely