MultiTester - library for MetaTrader 5

There are times when you need to run the Expert Advisor on multiple symbols. For this purpose there is a mode "All symbols selected in the Market Watch window" in the MT5-tester. This allows you to run the same EA settings on different symbols.

But sometimes you need to make many different runs of MT5-tester. This library allows you to do it.

Features.

You can set any number of combinations of symbols, timeframes, intervals. And conduct not only single runs on them, but also optimisation, including forward.

Scenarios.

• Research on which symbols and/or intervals and/or timeframes the TS shows good results.
• Performing optimisations on consecutive intervals in order to evaluate the auto-optimisation prospects of the TS.

#include <fxsaber\MultiTester\MultiTester.mqh> // Multiple runs/optimisations in Tester.

// This function is responsible for generating the task list.
void SetTesterSettings()
{
  TesterSettings.Add("AUDCAD"); // Run AUDCAD with the settings specified in the Tester.
  
  TesterSettings.Add("EURUSD", PERIOD_H1); // Run EURUSD H1 with the settings specified in the Tester.
  
  TesterSettings.Add("GBPUSD", PERIOD_M6, D'2019.07.01', D'2019.09.01'); // Run GBPUSD M6 on the specified interval.
}

The result of running this EA will be three calls of the Tester with the settings that are read in the source code.

Example2.

Let's analyse the source code of the Expert Advisor, the demonstration of launching which is given in the beginning.

#include <fxsaber\MultiTester\MultiTester.mqh> // Multiple runs/optimisations in Tester.

sinput bool Period_M1 = false;         // Switch on M1
sinput bool Period_M5 = false;         // Switch on M5
sinput bool Period_M15 = false;        // Switch on M15
sinput bool  false; // Custom characters only

// This function is responsible for generating the task list.
void SetTesterSettings()
{
  // Search all symbols from the Market Watch.
  for (int i = SymbolsTotal(true) - 1; i >= 0; i--)
  {
    const string Name = SymbolName(i, true);

    if (!OnlyCustomSymbols || SymbolInfoInteger(Name, SYMBOL_CUSTOM))
    {
      if (Period_M1)
        TesterSettings.Add(Name, PERIOD_M1); // If M1 is set, add each character with this TF.

      if (Period_M5)
        TesterSettings.Add(Name, PERIOD_M5); // If M1 is set, add each character with this TF.

      if (Period_M15)
        TesterSettings.Add(Name, PERIOD_M15); // If M15 is set, add each symbol with this TF.

      if (!Period_M1 && !Period_M5 && !Period_M15) // If no TF is set, let's run the Expert Advisor on the TF.
        TesterSettings.Add(Name);
    }
  }
}

The second example generates a list of tasks based on the marked TFs and symbols in the Market Watch. Again, let's look at the comments in the source code.

So, all we need to do is to write this string

#include <fxsaber\MultiTester\MultiTester.mqh> // Multiple runs/optimisations in Tester.

and write only one function that generates tasks in an intuitive way.

// This function is responsible for generating the task list.
void SetTesterSettings()

Features.

• Requires permission to use a DLL. Several WinAPI functions from user32.dll are called. Therefore not suitable for Market unless bypassed.
• The MTTester.mqh file in the delivery contains methods of MT5-tester control, which are convenient to use in other projects.
• It is possible to resume a task from an interrupted place.