Strategy tester bugs and feature requests

[Aldo]

Hi MQL5 community,

I would like to point out this bug: 

- When I export the strategy tester report either on html or excel file the relative drawdowns are replaced by the values of the maximal drawdowns.

 

There are some main requests that would be useful to all users:

- The lot size limit of 100 lots is too small. This limit is easily surpassed by some experts during backtests of 10 years or more (due to effective money management).

- The lot step could be reduced to 0.01 for further accuracy, and we have to consider that a great amount of brokers use this lot step.

 

Other useful requests:

- Replace the html graph with the time vs. balance graph used by the strategy tester and excel file.

- The relative drawdown is useful to measure the efficiency of exponential money management, but an additional drawdown variable is needed to measure the efficiency of linear money management: (local maximum-local minimum)/initial deposit.

- Include all types of drawdown variables in the optimization tabs to be able to choose the best-suited type of drawdown. 

- Include a maximum days of drawdown variable on reports and optimization tool.

 

Thanks for your time! 

[Alexey Da]

sturmvogel:

Hi MQL5 community,

......... 

Thanks for your time! 

Could you explain all of your requests using screenshots, video or examples.

[Aldo]

alexvd:
Could you explain all of your requests using screenshots, video or examples.

Sure, I'll try to explain it with more detail.

- When I export the strategy tester report either on html or excel file the relative drawdowns are replaced by the values of the maximal drawdowns:

- The lot size limit of 100 lots is too small. This limit is easily surpassed by some experts during backtests of 10 years or more (due to effective money management).

- The lot step could be reduced to 0.01 for further accuracy, and we have to consider that a great amount of brokers use this lot step.

We can see in this image that the trading system reached the lot limit of 100 lots. This affects the equity curve by transforming it from exponential to a linear behavior.

And the lot increment of 0.01 instead of 0.1 lots would be more appropriate on backtests with low initial deposits or different types of trading systems such as scalpers (I don't use scalpers btw).

- Replace the html graph with the time vs. balance graph used by the strategy tester and excel file.

It would be nice if we could see the time vs. balance & equity graph on the html export instead of the step vs. balance graph.

My last 3 requests are a little bit more difficult to explain on detail, but I would be glad to see your response on the requests I previously explained.

Thanks again!