All (not yet) about Strategy Tester, Optimization and Cloud - page 19

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Sergey Golubev #:

Manual Backtesting with On-Chart Buttons in the MetaTrader 5 Strategy Tester

A while back, I looked for a way to backtest ideas manually to see whether they made sense and which filters could improve accuracy. This was before I knew MQL5, and I was participating in competitions that encouraged gambling rather than trading. You know them, the ones that are free to enter, change rules from time to time and the first person has tripled their account within a day…..those ones.

Great implementation! On-chart buttons for manual backtesting are so handy. Especially useful for validating ideas before optimization.

[Sergey Golubev]

From "Best Pass" to Robust Solutions: Exploring the Optimization Surface in MetaTrader 5

In this article, we will look at the practical application of optimization frames in MetaTrader 5, learn how to save our own metrics and analyze the results, as well as build custom stability criteria based on the entire optimization surface. The main focus will be on identifying stable areas of parameters capable of maintaining predictable behavior even after changing market conditions.

[Sergey Golubev]

3D Visualization Without External Libraries: How MetaTrader 5 Reveals Optimization Results via MQL5 + DX11

In this article, we will walk through how to transform optimization result arrays, cluster volumes, and scenario models into manageable 3D landscapes. We will define the criteria of appropriateness: when 3D graphics add signal analysis capabilities, and when they generate visual noise. We will then move on to the architecture of the DX pipeline, examining initialization, binding metrics to vertex buffers, camera mechanics, and UI panels, and finally assessing the technological limitations of the environment.

[Sergey Golubev]

Trust Your Backtest Data First: Building a Reproducible Historical Data Audit in Python for MetaTrader 5

Every backtest result inherits the quality of its input data, yet few people check that data before computing statistics. Traders routinely see MetaTrader 5's built‑in “History Quality” drop from 99% to 30% without knowing why. Others discover too late that their feed had silent gaps in the exact period they tested. The forums are full of the same question — "how do I verify my history is complete across several pairs?" — and the usual answer is "write a script yourself."

This article is that script. It builds a reproducible, read‑only data audit that you run once before trusting any backtest. Then it shows why the audit matters by running the same trivial strategy on data from three brokers and measuring the result drift. The brokers are anonymized throughout (Broker A, B, C) — the point is not who is "best," but that "the same backtest" is an illusion the moment the data underneath it changes.

Everything here is reproducible. Full Python source is attached; it imports only read-only functions (API calls) from the MetaTrader 5 package and never touches an order function.

[Sergey Golubev]

Measuring broker execution quality in MQL5: Why your live account doesn't match the backtest

If you code in MQL5, you have probably lived this: the Strategy Tester draws a beautiful, almost straight equity curve, and when you put the same Expert Advisor (EA) on a real account, the result is very different. I have hit that wall more than once. My first instinct used to be to blame the strategy — but very often the strategy is fine. What changed is the execution quality.

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In this article I build a diagnostic tool—not a strategy—that captures execution metrics on your account. It helps answer one question with numbers: "Is my live result falling short because of the strategy, or because of execution?" The tool is an EA called Execution Quality Monitor.

This tool does not measure the broker in isolation. It measures the entire execution path (terminal/PC/VPS, network, broker gateway, venue liquidity), so poor results can come from any link. There is a dedicated section on this later; keep it in mind throughout.