Integration with Python can be used in backtest ?

[Yu Zhang]

I've recently seen quite a few updates to Integration with Python, including various functions.

Does it can be used in back testing? 

According MQL5 Reference, I found that there is no such function.

At the same time, Socket functions can not be used from the Strategy Tester.  Is there a way to interact with python while backtesting？

[Luciano de]

I'm facing the same issue.

[nicholish en]

Can you backtest a python script? Yes. Can you use the MQL Expert advisor backtester to backtest a python script? No. If you want to backtest a python script you have to use a python backtesting framework. 

[Mtype]

Would be amazing if MQL created a proper framework to interact with python script from the strategy tester modul.

[Ulisse Tidide]

yes, shouldnt even be difficult, you literally have to pipe into the python ea not real time market but history, I honestly cant believe they are not able to do it, I guess this tool is not standing the test of time, any serious python framework to test?

[Janet Sheao Mae Wen]

Ulisse Tidide:
yes, shouldnt even be difficult, you literally have to pipe into the python ea not real time market but history, I honestly cant believe they are not able to do it, I guess this tool is not standing the test of time, any serious python framework to test?

Yes I would be very interested in that as well. I am currently doing some research to see if there any backtesting framework for python.

Did you guys find anything?

Perhaps it would be a good idea to build something like this.

An ideal setup would be

Python (backend) for trading  ---> MT5 (frontend) for execution

and  a backtester for the Python backend that uses the historical data and market behaviour from MT5.

That of course means one has to build/replicate the whole Strategy Tester functionality that exists in MT5 (like proper timings, slippage etc).

The advantage of course is that you can customize it. Even use a better optimisation algorithm than the generic genetic optimiser

[Rafael Bambirra]

nicholish en #:
Can you backtest a python script? Yes. Can you use the MQL Expert advisor backtester to backtest a python script? No. If you want to backtest a python script you have to use a python backtesting framework. 

Which python backtest framework do you recommend? 

[Ulises Ulpiano Cune]

Rafael Bambirra #:
Which python backtest framework do you recommend? 

You can use "Backtesting.py" module python.

[Jothimurugan Muthusamy]

I am not able use Socket in Strategy tester need help.

[Fernando Carreiro]

jothimurugan92 #: I am not able use Socket in Strategy tester need help.

You can't use MQL5 Sockets in the Strategy Tester. It is referenced in the documentation. also, you post has nothing to do with the original post or with Python. Please don't hijack threads for other topics.

[Ela toron]

the closest thing i've found

https://github.com/mkhushi/MQL5-Python-Backtesting

I think MetaQuotes must admit python in the strategy tester