Articles on strategy testing in MQL5

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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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Hybridization of population algorithms. Sequential and parallel structures

Hybridization of population algorithms. Sequential and parallel structures

Here we will dive into the world of hybridization of optimization algorithms by looking at three key types: strategy mixing, sequential and parallel hybridization. We will conduct a series of experiments combining and testing relevant optimization algorithms.
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Battle Royale Optimizer (BRO)

Battle Royale Optimizer (BRO)

The article explores the Battle Royale Optimizer algorithm — a metaheuristic in which solutions compete with their nearest neighbors, accumulate “damage,” are replaced when a threshold is exceeded, and periodically shrink the search space around the current best solution. It presents both pseudocode and an MQL5 implementation of the CAOBRO class, including neighbor search, movement toward the best solution, and an adaptive delta interval. Test results on the Hilly, Forest, and Megacity functions highlight the strengths and limitations of the approach. The reader is provided with a ready-to-use foundation for experimentation and tuning key parameters such as popSize and maxDamage.
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Market Simulation (Part 19): First Steps with SQL (II)

Market Simulation (Part 19): First Steps with SQL (II)

As we explained in the first article about SQL, there is no point in spending time programming procedures to do what is already built into SQL. However, without knowing the basics, you won’t be able to do anything with SQL or take full advantage of everything this tool offers. Therefore, in this article, we will look at how to perform basic tasks in databases.
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Formulating Dynamic Multi-Pair EA (Part 9): Market Microstructure Execution Noise Filtering

Formulating Dynamic Multi-Pair EA (Part 9): Market Microstructure Execution Noise Filtering

This article presents a multi-symbol execution filter that scores real-time market quality before any trade is allowed. It measures spread behavior, tick velocity, quote gaps, micro-volatility, and a slippage estimate, then classifies the state to block degraded conditions. Once noise settles, a liquidity sweep continuation model evaluates structure shifts so entries occur only when execution is mechanically stable.
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Developing a Replay System (Part 68): Getting the Time Right (I)

Developing a Replay System (Part 68): Getting the Time Right (I)

Today we will continue working on getting the mouse pointer to tell us how much time is left on a bar during periods of low liquidity. Although at first glance it seems simple, in reality this task is much more difficult. This involves some obstacles that we will have to overcome. Therefore, it is important that you have a good understanding of the material in this first part of this subseries in order to understand the following parts.
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The MQL5 Standard Library Explorer (Part 8) : The Hybrid Trades Journal Logging with CFile

The MQL5 Standard Library Explorer (Part 8) : The Hybrid Trades Journal Logging with CFile

In this article, we explore the File Operations classes of the MQL5 Standard Library to build a robust reporting module that automatically generates Excel-ready CSV files. Along the way, we clearly distinguish between manually executed trades and algorithmically executed orders, laying the groundwork for reliable, auditable trade reporting.
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Chaos optimization algorithm (COA): Continued

Chaos optimization algorithm (COA): Continued

We continue studying the chaotic optimization algorithm. The second part of the article deals with the practical aspects of the algorithm implementation, its testing and conclusions.
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Neuroboids Optimization Algorithm 2 (NOA2)

Neuroboids Optimization Algorithm 2 (NOA2)

The new proprietary optimization algorithm NOA2 (Neuroboids Optimization Algorithm 2) combines the principles of swarm intelligence with neural control. NOA2 combines the mechanics of a neuroboid swarm with an adaptive neural system that allows agents to self-correct their behavior while searching for the optimum. The algorithm is under active development and demonstrates potential for solving complex optimization problems.
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MQL5 Wizard Techniques you should know (14): Multi Objective Timeseries Forecasting with STF

MQL5 Wizard Techniques you should know (14): Multi Objective Timeseries Forecasting with STF

Spatial Temporal Fusion which is using both ‘space’ and time metrics in modelling data is primarily useful in remote-sensing, and a host of other visual based activities in gaining a better understanding of our surroundings. Thanks to a published paper, we take a novel approach in using it by examining its potential to traders.
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Market Simulation (Part 17): Sockets (XI)

Market Simulation (Part 17): Sockets (XI)

The implementation of the part of the code that will run in MetaTrader 5 does not present any difficulty. However, there are several points that need to be taken into account. This is necessary so that you can make the system work. Remember one important thing: not just one program will be running. In reality, we will have to run three programs simultaneously. It is important to implement and structure each of them in such a way that they can interact and communicate with one another, and that each of them understands what the others are trying or intending to do.
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Market Simulation (Part 21): First Steps with SQL (IV)

Market Simulation (Part 21): First Steps with SQL (IV)

Many of you may have far more experience working with databases than I do, and therefore may have a different opinion. Since it was necessary to explain why databases are designed the way they are, and why SQL has the form it does—especially why primary and foreign keys emerged—some things had to remain somewhat abstract.
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Bivariate Copulae in MQL5 (Part 1): Implementing Gaussian and Student's t-Copulae for Dependency Modeling

Bivariate Copulae in MQL5 (Part 1): Implementing Gaussian and Student's t-Copulae for Dependency Modeling

This is the first part of an article series presenting the implementation of bivariate copulae in MQL5. This article presents code implementing Gaussian and Student's t-copulae. It also delves into the fundamentals of statistical copulae and related topics. The code is based on the Arbitragelab Python package by Hudson and Thames.
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Role of random number generator quality in the efficiency of optimization algorithms

Role of random number generator quality in the efficiency of optimization algorithms

In this article, we will look at the Mersenne Twister random number generator and compare it with the standard one in MQL5. We will also find out the influence of the random number generator quality on the results of optimization algorithms.
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Population optimization algorithms: Charged System Search (CSS) algorithm

Population optimization algorithms: Charged System Search (CSS) algorithm

In this article, we will consider another optimization algorithm inspired by inanimate nature - Charged System Search (CSS) algorithm. The purpose of this article is to present a new optimization algorithm based on the principles of physics and mechanics.
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Market Simulation (Part 07): Sockets (I)

Market Simulation (Part 07): Sockets (I)

Sockets. Do you know what they are for or how to use them in MetaTrader 5? If the answer is no, let's start by studying them. In today's article, we'll cover the basics. Since there are several ways to do the same thing, and we are always interested in the result, I want to show that there is indeed a simple way to transfer data from MetaTrader 5 to other programs, such as Excel. However, the main idea is not to transfer data from MetaTrader 5 to Excel, but the opposite, that is, to transfer data from Excel or any other program to MetaTrader 5.
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Bacterial Chemotaxis Optimization (BCO)

Bacterial Chemotaxis Optimization (BCO)

The article presents the original version of the Bacterial Chemotaxis Optimization (BCO) algorithm and its modified version. We will take a closer look at all the differences, with a special focus on the new version of BCOm, which simplifies the bacterial movement mechanism, reduces the dependence on positional history, and uses simpler math than the computationally heavy original version. We will also conduct the tests and summarize the results.
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Developing a Replay System (Part 65): Playing the service (VI)

Developing a Replay System (Part 65): Playing the service (VI)

In this article, we will look at how to implement and solve the mouse pointer issue when using it in conjunction with a replay/simulation application. The content presented here is intended solely for educational purposes. Under no circumstances should the application be viewed for any purpose other than to learn and master the concepts presented.
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Neuroboids Optimization Algorithm (NOA)

Neuroboids Optimization Algorithm (NOA)

A new bioinspired optimization metaheuristic, NOA (Neuroboids Optimization Algorithm), combines the principles of collective intelligence and neural networks. Unlike conventional methods, the algorithm uses a population of self-learning "neuroboids", each with its own neural network that adapts its search strategy in real time. The article reveals the architecture of the algorithm, the mechanisms of self-learning of agents, and the prospects for applying this hybrid approach to complex optimization problems.
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Developing a Replay System (Part 52): Things Get Complicated (IV)

Developing a Replay System (Part 52): Things Get Complicated (IV)

In this article, we will change the mouse pointer to enable the interaction with the control indicator to ensure reliable and stable operation.
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Using the MQL5 Economic Calendar for News Filter (Part 4): Accurate Backtesting with Static Data

Using the MQL5 Economic Calendar for News Filter (Part 4): Accurate Backtesting with Static Data

This article implements a static, CSV-based news source for the Strategy Tester, so historical economic news events can be preloaded and queried during backtesting. It replaces live calendar calls in tester mode with a fast in-memory search, preserves the live logic for trading, and delivers deterministic, repeatable results with explicit control over included events, enabling reliable validation of news-aware filters, stop suspension, and trade-blocking rules.
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Market Simulation (Part 03): A Matter of Performance

Market Simulation (Part 03): A Matter of Performance

Often we have to take a step back and then move forward. In this article, we will show all the changes necessary to ensure that the Mouse and Chart Trade indicators do not break. As a bonus, we'll also cover other changes that have occurred in other header files that will be widely used in the future.
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Population optimization algorithms: Binary Genetic Algorithm (BGA). Part I

Population optimization algorithms: Binary Genetic Algorithm (BGA). Part I

In this article, we will explore various methods used in binary genetic and other population algorithms. We will look at the main components of the algorithm, such as selection, crossover and mutation, and their impact on the optimization. In addition, we will study data presentation methods and their impact on optimization results.
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Population optimization algorithms: Artificial Multi-Social Search Objects (MSO)

Population optimization algorithms: Artificial Multi-Social Search Objects (MSO)

This is a continuation of the previous article considering the idea of social groups. The article explores the evolution of social groups using movement and memory algorithms. The results will help to understand the evolution of social systems and apply them in optimization and search for solutions.
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Market Simulation (Part 05): Creating the C_Orders Class (II)

Market Simulation (Part 05): Creating the C_Orders Class (II)

In this article, I will explain how Chart Trade, together with the Expert Advisor, will process a request to close all of the users' open positions. This may sound simple, but there are a few complications that you need to know how to manage.
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Population optimization algorithms: Micro Artificial immune system (Micro-AIS)

Population optimization algorithms: Micro Artificial immune system (Micro-AIS)

The article considers an optimization method based on the principles of the body's immune system - Micro Artificial Immune System (Micro-AIS) - a modification of AIS. Micro-AIS uses a simpler model of the immune system and simple immune information processing operations. The article also discusses the advantages and disadvantages of Micro-AIS compared to conventional AIS.
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Artificial Showering Algorithm (ASHA)

Artificial Showering Algorithm (ASHA)

The article presents the Artificial Showering Algorithm (ASHA), a new metaheuristic method developed for solving general optimization problems. Based on simulation of water flow and accumulation processes, this algorithm constructs the concept of an ideal field, in which each unit of resource (water) is called upon to find an optimal solution. We will find out how ASHA adapts flow and accumulation principles to efficiently allocate resources in a search space, and see its implementation and test results.
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Developing a Replay System (Part 64): Playing the service (V)

Developing a Replay System (Part 64): Playing the service (V)

In this article, we will look at how to fix two errors in the code. However, I will try to explain them in a way that will help you, beginner programmers, understand that things don't always go as you expect. Anyway, this is an opportunity to learn. The content presented here is intended solely for educational purposes. In no way should this application be considered as a final document with any purpose other than to explore the concepts presented.
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MQL5 Wizard Techniques you should know (Part 18): Neural Architecture Search with Eigen Vectors

MQL5 Wizard Techniques you should know (Part 18): Neural Architecture Search with Eigen Vectors

Neural Architecture Search, an automated approach at determining the ideal neural network settings can be a plus when facing many options and large test data sets. We examine how when paired Eigen Vectors this process can be made even more efficient.
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Developing a Replay System (Part 30): Expert Advisor project — C_Mouse class (IV)

Developing a Replay System (Part 30): Expert Advisor project — C_Mouse class (IV)

Today we will learn a technique that can help us a lot in different stages of our professional life as a programmer. Often it is not the platform itself that is limited, but the knowledge of the person who talks about the limitations. This article will tell you that with common sense and creativity you can make the MetaTrader 5 platform much more interesting and versatile without resorting to creating crazy programs or anything like that, and create simple yet safe and reliable code. We will use our creativity to modify existing code without deleting or adding a single line to the source code.
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Arithmetic Optimization Algorithm (AOA): From AOA to SOA (Simple Optimization Algorithm)

Arithmetic Optimization Algorithm (AOA): From AOA to SOA (Simple Optimization Algorithm)

In this article, we present the Arithmetic Optimization Algorithm (AOA) based on simple arithmetic operations: addition, subtraction, multiplication and division. These basic mathematical operations serve as the foundation for finding optimal solutions to various problems.
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MQL5 Wizard Techniques you should know (Part 23): CNNs

MQL5 Wizard Techniques you should know (Part 23): CNNs

Convolutional Neural Networks are another machine learning algorithm that tend to specialize in decomposing multi-dimensioned data sets into key constituent parts. We look at how this is typically achieved and explore a possible application for traders in another MQL5 wizard signal class.
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Creating an EMA Crossover Forward Simulation Indicator in MQL5

Creating an EMA Crossover Forward Simulation Indicator in MQL5

A custom forward simulation engine detects fast/slow EMA crossovers and immediately projects synthetic candles ahead of the signal bar. It generates bodies and wicks using controlled logic, draws them with chart objects, and refreshes on every new signal or anchor change. You get a clear forward-looking view to test timing, visualize scenarios, and manage invalidation on the chart.
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Developing a Replay System (Part 57): Understanding a Test Service

Developing a Replay System (Part 57): Understanding a Test Service

One point to note: although the service code is not included in this article and will only be provided in the next one, I'll explain it since we'll be using that same code as a springboard for what we're actually developing. So, be attentive and patient. Wait for the next article, because every day everything becomes more interesting.
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Atmosphere Clouds Model Optimization (ACMO): Theory

Atmosphere Clouds Model Optimization (ACMO): Theory

The article is devoted to the metaheuristic Atmosphere Clouds Model Optimization (ACMO) algorithm, which simulates the behavior of clouds to solve optimization problems. The algorithm uses the principles of cloud generation, movement and propagation, adapting to the "weather conditions" in the solution space. The article reveals how the algorithm's meteorological simulation finds optimal solutions in a complex possibility space and describes in detail the stages of ACMO operation, including "sky" preparation, cloud birth, cloud movement, and rain concentration.
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The MQL5 Standard Library Explorer (Part 6): Optimizing a generated Expert Advisor

The MQL5 Standard Library Explorer (Part 6): Optimizing a generated Expert Advisor

In this discussion, we follow up on the previously developed multi-signal Expert Advisor with the objective of exploring and applying available optimization methods. The aim is to determine whether the trading performance of the EA can be meaningfully improved through systematic optimization based on historical data.
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Developing a Replay System (Part 60): Playing the Service (I)

Developing a Replay System (Part 60): Playing the Service (I)

We have been working on just the indicators for a long time now, but now it's time to get the service working again and see how the chart is built based on the data provided. However, since the whole thing is not that simple, we will have to be attentive to understand what awaits us ahead.
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Atmosphere Clouds Model Optimization (ACMO): Practice

Atmosphere Clouds Model Optimization (ACMO): Practice

In this article, we will continue diving into the implementation of the ACMO (Atmospheric Cloud Model Optimization) algorithm. In particular, we will discuss two key aspects: the movement of clouds into low-pressure regions and the rain simulation, including the initialization of droplets and their distribution among clouds. We will also look at other methods that play an important role in managing the state of clouds and ensuring their interaction with the environment.
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Population optimization algorithms: Bacterial Foraging Optimization - Genetic Algorithm (BFO-GA)

Population optimization algorithms: Bacterial Foraging Optimization - Genetic Algorithm (BFO-GA)

The article presents a new approach to solving optimization problems by combining ideas from bacterial foraging optimization (BFO) algorithms and techniques used in the genetic algorithm (GA) into a hybrid BFO-GA algorithm. It uses bacterial swarming to globally search for an optimal solution and genetic operators to refine local optima. Unlike the original BFO, bacteria can now mutate and inherit genes.
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Developing a Replay System (Part 45): Chart Trade Project (IV)

Developing a Replay System (Part 45): Chart Trade Project (IV)

The main purpose of this article is to introduce and explain the C_ChartFloatingRAD class. We have a Chart Trade indicator that works in a rather interesting way. As you may have noticed, we still have a fairly small number of objects on the chart, and yet we get the expected functionality. The values present in the indicator can be edited. The question is, how is this possible? This article will start to make things clearer.
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Interactive Supply and Demand Zone Manager in MQL5: From Manual to Automated Lifecycle

Interactive Supply and Demand Zone Manager in MQL5: From Manual to Automated Lifecycle

Replace static drawings with automated, stateful zones controlled by a CZone wrapper. The system synchronizes user rectangles, sizes zones by ATR, validates breakouts using consecutive closes, applies ghost/deactivation rules, merges nearby structures by a 1.5×ATR threshold, and projects edges forward. Traders gain durable levels that update themselves and reduce repetitive chart management.