Tools to analyze the trades - page 11

[Sergey Golubev]

Magic of time trading intervals with Frames Analyzer tool 

It is about the interesting tool that allows you to take a deeper look at the optimization results of any trading algorithm. It is even possible to improve the results of your real automated trading with a minimum of effort and cost.

[Sergey Golubev]

Indicator of historical positions on the chart as their profit/loss diagram

• Introduction
• Deal class
• Position class
• Historical position list class
• Position profit graph indicator
• Conclusion

[Sergey Golubev]

Creating a Profit Concentration Analyzer in MQL5

In this article, we will build a script that reads a list of closed trades and measures how concentrated the profit is. By the end, you will have a working analyzer that:

• Reconstructs the profit distribution and reports the share contributed by the largest trades.
• Computes the Gini coefficient of the winning trades, a single number for how unequal the gains are.
• Runs an outlier-dependent stress test that removes the best few winning trades and recomputes the result to see whether the edge is broad or rests on a handful of outliers.
• Aggregates trades by day and checks the largest day against a prop-firm consistency limit.
• Combines these into a single concentration-and-consistency score, graded from A+ to F, with written recommendations.

Everything runs natively inside MetaTrader 5. There are no external libraries, no Python, and no machine learning. The whole tool is a single MQL5 script plus a small helper that exports the trades from a backtest.