Articles on strategy testing in MQL5
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.
Visualizing trading strategy optimization in MetaTrader 5
The article implements an MQL application with a graphical interface for extended visualization of the optimization process. The graphical interface applies the last version of EasyAndFast library....
Controlled optimization: Simulated annealing
The Strategy Tester in the MetaTrader 5 trading platform provides only two optimization options: complete search of parameters and genetic algorithm. This article proposes a new method for optimizing...
Custom Strategy Tester based on fast mathematical calculations
The article describes the way to create a custom strategy tester and a custom analyzer of the optimization passes. After reading it, you will understand how the math calculations mode and the...
Resolving entries into indicators
Different situations happen in trader’s life. Often, the history of successful trades allows us to restore a strategy, while looking at a loss history we try to develop and improve it. In both cases,...
Mini Market Emulator or Manual Strategy Tester
Mini Market Emulator is an indicator designed for partial emulation of work in the terminal. Presumably, it can be used to test "manual" strategies of market analysis and trading.
Optimizing a strategy using balance graph and comparing results with "Balance + max Sharpe Ratio" criterion
In this article, we consider yet another custom trading strategy optimization criterion based on the balance graph analysis. The linear regression is calculated using the function from the ALGLIB...
TradeObjects: Automation of trading based on MetaTrader graphical objects
The article deals with a simple approach to creating an automated trading system based on the chart linear markup and offers a ready-made Expert Advisor using the standard properties of the MetaTrader...
Creating and testing custom symbols in MetaTrader 5
Creating custom symbols pushes the boundaries in the development of trading systems and financial market analysis. Now traders are able to plot charts and test trading strategies on an unlimited...
The Flag Pattern
The article provides the analysis of the following patterns: Flag, Pennant, Wedge, Rectangle, Contracting Triangle, Expanding Triangle. In addition to analyzing their similarities and differences, we...
Custom Walk Forward optimization in MetaTrader 5
The article deals with the approaches enabling accurate simulation of walk forward optimization using the built-in tester and auxiliary libraries implemented in MQL.
Trading with Donchian Channels
In this article, we develop and tests several strategies based on the Donchian channel using various indicator filters. We also perform a comparative analysis of their operation.
How Long Is the Trend?
The article highlights several methods for trend identification aiming to determine the trend duration relative to the flat market. In theory, the trend to flat rate is considered to be 30% to 70%....
Comparative Analysis of 10 Trend Strategies
The article provides a brief overview of ten trend following strategies, as well as their testing results and comparative analysis. Based on the obtained results, we draw a general conclusion about...
An Example of Developing a Spread Strategy for Moscow Exchange Futures
The MetaTrader 5 platform allows developing and testing trading robots that simultaneously trade multiple financial instruments. The built-in Strategy Tester automatically downloads required tick...
LifeHack for trader: "Quiet" optimization or Plotting trade distributions
Analysis of the trade history and plotting distribution charts of trading results in HTML depending on position entry time. The charts are displayed in three sections - by hours, by days of the week...
How to quickly develop and debug a trading strategy in MetaTrader 5
Scalping automatic systems are rightfully regarded the pinnacle of algorithmic trading, but at the same time their code is the most difficult to write. In this article we will show how to build...
LifeHack for trader: four backtests are better than one
Before the first single test, every trader faces the same question — "Which of the four modes to use?" Each of the provided modes has its advantages and features, so we will do it the easy way - run...
Testing trading strategies on real ticks
The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC", "Every tick" and "Every tick based on real ticks" using actual historical data.
The checks a trading robot must pass before publication in the Market
Before any product is published in the Market, it must undergo compulsory preliminary checks in order to ensure a uniform quality standard. This article considers the most frequent errors made by...
LifeHack for Traders: Indicators of Balance, Drawdown, Load and Ticks during Testing
How to make the testing process more visual? The answer is simple: you need to use one or more indicators in the Strategy Tester, including a tick indicator, an indicator of balance and equity, an...
MQL5 Cookbook: Saving Optimization Results of an Expert Advisor Based on Specified Criteria
We continue the series of articles on MQL5 programming. This time we will see how to get results of each optimization pass right during the Expert Advisor parameter optimization. The implementation...
MQL5 Cookbook: Reducing the Effect of Overfitting and Handling the Lack of Quotes
Whatever trading strategy you use, there will always be a question of what parameters to choose to ensure future profits. This article gives an example of an Expert Advisor with a possibility to...
MQL5 Cookbook: Writing the History of Deals to a File and Creating Balance Charts for Each Symbol in Excel
When communicating in various forums, I often used examples of my test results displayed as screenshots of Microsoft Excel charts. I have many times been asked to explain how such charts can be...
MQL5 Cookbook: Developing a Multi-Currency Expert Advisor with Unlimited Number of Parameters
In this article, we will create a pattern that uses a single set of parameters for optimization of a trading system, while allowing for unlimited number of parameters. The list of symbols will be...
MQL5 Cookbook: Multi-Currency Expert Advisor - Simple, Neat and Quick Approach
This article will describe an implementation of a simple approach suitable for a multi-currency Expert Advisor. This means that you will be able to set up the Expert Advisor for testing/trading under...
MQL5 Cookbook: Developing a Framework for a Trading System Based on the Triple Screen Strategy
In this article, we will develop a framework for a trading system based on the Triple Screen strategy in MQL5. The Expert Advisor will not be developed from scratch. Instead, we will simply modify the...
MQL5 Cookbook: Using Indicators to Set Trading Conditions in Expert Advisors
In this article, we will continue to modify the Expert Advisor we have been working on throughout the preceding articles of the MQL5 Cookbook series. This time, the Expert Advisor will be enhanced...
MQL5 Cookbook: The History of Deals And Function Library for Getting Position Properties
It is time to briefly summarize the information provided in the previous articles on position properties. In this article, we will create a few additional functions to get the properties that can only...
Debugging MQL5 Programs
This article is intended primarily for the programmers who have already learned the language but have not fully mastered the program development yet. It reveals some debugging techniques and presents...
MQL5 Cookbook: How to Avoid Errors When Setting/Modifying Trade Levels
In continuation of our work on the Expert Advisor from the previous article of the series called "MQL5 Cookbook: Analyzing Position Properties in the MetaTrader 5 Strategy Tester", we will enhance it...
MQL5 Cloud Network: Are You Still Calculating?
It will soon be a year and a half since the MQL5 Cloud Network has been launched. This leading edge event ushered in a new era of algorithmic trading - now with a couple of clicks, traders can have...
MQL5 Cookbook: Analyzing Position Properties in the MetaTrader 5 Strategy Tester
We will present a modified version of the Expert Advisor from the previous article "MQL5 Cookbook: Position Properties on the Custom Info Panel". Some of the issues we will address include getting...
How to Test a Trading Robot Before Buying
Buying a trading robot on MQL5 Market has a distinct benefit over all other similar options - an automated system offered can be thoroughly tested directly in the MetaTrader 5 terminal. Before buying,...
Fast Dive into MQL5
You have decided to study MQL5 trading strategies' programming language, but you know nothing about it? We have tried to examine MQL5 and MetaTrader 5 terminal from the newcomers' point of view and...
Why Is MQL5 Market the Best Place for Selling Trading Strategies and Technical Indicators
MQL5.community Market provides Expert Advisors developers with the already formed market consisting of thousands of potential customers. This is the best place for selling trading robots and technical...
Limitless Opportunities with MetaTrader 5 and MQL5
In this article, I would like to give an example of what a trader's program can be like as well as what results can be achieved in 9 months, having started to learn MQL5 from scratch. This example...
Visualize a Strategy in the MetaTrader 5 Tester
We all know the saying "Better to see once than hear a hundred times". You can read various books about Paris or Venice, but based on the mental images you wouldn't have the same feelings as on the...
Speed Up Calculations with the MQL5 Cloud Network
How many cores do you have on your home computer? How many computers can you use to optimize a trading strategy? We show here how to use the MQL5 Cloud Network to accelerate calculations by receiving...
The Fundamentals of Testing in MetaTrader 5
What are the differences between the three modes of testing in MetaTrader 5, and what should be particularly looked for? How does the testing of an EA, trading simultaneously on multiple instruments,...
Finding Errors and Logging
MetaEditor 5 has the debugging feature. But when you write your MQL5 programs, you often want to display not the individual values, but all messages that appear during testing and online work. When...