Is there a way to restrict the margin requirement in MT5 strategy optimization?
You should be preventing them.
Never risk more than a small percentage of your trading funds, certainly less than 2% per trade, 6% total.
Risk depends on your initial stop loss, lot size, and the value of the pair. It does not depend on margin and leverage. No SL means you have infinite risk.
- You place the stop where it needs to be — where the reason for the trade is no longer valid. E.g. trading a support bounce the stop goes below the support.
- AccountBalance * percent/100 = RISK = OrderLots * (|OrderOpenPrice - OrderStopLoss| * DeltaPerLot + CommissionPerLot) (Note OOP-OSL includes the spread, and DeltaPerLot is usually around $10/pip but it takes account of the exchange rates of the pair vs. your account currency.)
- Do NOT use TickValue by itself - DeltaPerLot
and verify that MODE_TICKVALUE is returning a value in your deposit currency, as promised by the documentation, or whether it
is returning a value in the instrument's base currency.
MODE_TICKVALUE is not reliable on non-fx instruments with many brokers - MQL4 programming forum 2017.10.10
Is there an universal solution for Tick value? - Currency Pairs - General - MQL5 programming forum 2018.02.11
Lot value calculation off by a factor of 100 - MQL5 programming forum 2019.07.19 - You must normalize lots properly and check against min and max.
- You must also check FreeMargin to avoid stop out
Most pairs are worth about $10 per PIP. A $5 risk with a (very small) 5 PIP SL is $5/$10/5 or 0.1 Lots maximum.
Thanks for the idea of preventing. However, it's not an option to prevent margin call in the way you described because in the optimization I'm searching for the limit values of parameters that still do not trigger a margin call, i.e. the optimization raises the risks to a maximum and this maximizes the profit.
If there is no setting in MT5 GUI, is there perhaps a programmatic way to detect a stop out event? This way I would return -(initial balance) from OnTester() in case of a stop out, and the account profit in case the expert adviser has reached the end of the testing period without a margin call.
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There was a way to set min margin level for optimization passes in MT4:
However, in MT5 I don't see such a possibility. Could you point me to the equivalent feature in MetaTrader 5?
If there is no such feature, then please consider the following use case. During the optimization, some passes (sets of parameters) get a margin call (stop out) early in the testing period, however, they still occupy the top of the optimization results because the balance left after a margin call exceeds the balance reached in the optimization passes that do not trigger a stop out. I want to filter away the results that trigger a stop out for obvious reasons.