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.
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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 tester, but result in losses during real trading are presented.
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. At this, the genetic algorithm is based on the random search method.
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 within a price bar. It was made quickly, but not precisely