Articles on strategy testing in MQL4


How to develop, write and test a trading strategy, how to find the optimal system parameters and how to analyze the results? The MetaTrader platform offers developers of trading robots rich functionality for fast and accurate testing of trading ideas. Read these articles to learn how to test multi-currency robots and how to use MQL5 Cloud Network for optimization purposes.

Developers of automated trading systems are recommended to start with the testing fundamentals and tick generation algorithms in the strategy tester.

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How to build and test a Binary Options strategy with the MetaTrader 4 Strategy Tester

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

Evaluating the effectiveness of trading systems by analyzing their components

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

Testing and Optimization of Expert Advisors

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

Testing Expert Advisors on Non-Standard Time Frames

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

Testing (Optimization) Technique and Some Criteria for Selection of the Expert Advisor Parameters

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

Using Neural Networks In MetaTrader

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

A Pattern Trailing Stop and Exit the Market

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

Automated Optimization of a Trading Robot in Real Trading

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

Break Through The Strategy Tester Limit On Testing Hedge EA

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

How Not to Fall into Optimization Traps?

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"

How To Implement Your Own Optimization Criteria

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

Testing Visualization: Account State Charts

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

Tester in the Terminal MetaTrader 4: It Should Be Known

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

Genetic Algorithms vs. Simple Search in the MetaTrader 4 Optimizer

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

Testing Visualization: Manual Trading

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

Testing Visualization: Functionality Enhancement

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

Testing Visualization: Trade History

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

Testing of Expert Advisors in the MetaTrader 4 Client Terminal: An Outward Glance

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

My First "Grail"

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

One-Minute Data Modelling Quality Rating

One-Minute Data Modelling Quality Rating

Genetic Algorithms: Mathematics

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

How to Evaluate the Expert Testing Results

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

What the Numbers in the Expert Testing Report Mean

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

Testing Features and Limits in MetaTrader 4

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

Strategy Tester: Modes of Modeling during Testing

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