New article MQL5 Cookbook: Trading strategy stress testing using custom symbols
has been published:
The article considers an approach to stress testing of a trading strategy using custom symbols. A custom symbol class is created for
this purpose. This class is used to receive tick data from third-party sources, as well as to change symbol properties. Based on the
results of the work done, we will consider several options for changing trading conditions, under which a trading strategy is
The below table shows my strategy testing results with different spread values, using EURUSD data (Table 1).
Number of trades
Net Profit, $
Max. Equity Drawdown, %
Profit per Trade, $
Table 1. Testing results with different spread values
Column "Spread 1" reflects results with a real floating spread (12-17 points with five-digit quotes).
With a higher spread, the number of trades was less. This resulted in a decrease in drawdown. Moreover, the trade profitability has
increased in this case.
Author: Denis Kirichenko