strategy tester
Forum on trading, automated trading systems and testing trading strategies
All (not yet) about Strategy Tester, Optimization and Cloud
Alain Verleyen, 2013.08.20 19:47
A must ! Before using it or asking any question : please read the Online Help (Also accessible by F1 on your MT5 platform)
For Traders
- General overview of the possibilities.
- Overview of results : Visualize a Strategy in the MetaTrader 5 Tester
- If you are thinking to buy a product on the Market : How to Test a Tading Robot before buying.
- If you don't see all strategy tester fields, they are probably hidden.
- How to use settings resulting from EA Optimization in your EA (without manually changing it).
For Programmers
- Detailed description of it works : Testing trading strategies (documentation).
- As noted by erdah, SendNotification, SendMail, SendFTP don't work in Strategy Tester (of course).
- IndicatorParameters() doesn't work in StrategyTester.
- OnChartEvent() in Strategy Tester.
- New CopyTicks() function doesn't work on Strategy Tester.
- General description of how to use it : The Fundamentals of Testing in MetaTrader 5
- How ticks are generated : The Algorithm of Ticks’ Generation
- Discussion about Strategy Tester mode (1 minute OHLC vs every tick)
- How to test a strategy for all timeframe and compare results ?
- Description of the algorithm used for fast optimization : Genetic Algorithm - It's easy.
- Creating Custom Criteria of Optimization of Expert Advisors
Running optimization from command line : https://www.mql5.com/en/forum/13468
- Don't expect too much from optimization and try to prevent curve over fit.
Announce of the launch : MQL5 Cloud Network launched.
As Users
- How it works, an overview : Speed Up Calculations with the MQL5 Cloud Network
- Optimization by example : MQL5 Cloud Network : Are you Still Calculating ?
Some useful topic about usage of the Cloud :
- Error message : endless loop detected in OnInit function
As Providers (agents)
- Frequently Asked Question about the Cloud Newtwork (FAQ).
- When you start to provide agents on the Cloud, you have to be patient and use the search engine.
- An example of what you can expect as agents provider or 1 year of Cloud's agents providing
Work in progress, stay tuned !
I don't have that option
I don't have that option
This is nothing wrong with strategy tester. Those are the EAs which were coded without this option:
You can try to use MACD Sample from Examples (see image above), or download EA from Codebase for example.
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Hello,
When i use the strategy tester in metatrader 5 (standard EA MACD of MAMA) it always use 0.01 lot for a trade, can i change this somewhere?
Is it possible when the test is finished, i can use my own template chart instead of the basic chart from metatrader 5 to analyse the trades?
Thanks for your effort.