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MetaTrader 5 Strategy Tester 3D Visualization

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MetaQuotes Software Corp.
Moderator
188196
MetaQuotes Software Corp.  

In the latest build 419, we have included a new mode of 3D visualization of testing results.

Here is a quick video showing how the tester works:


To play it, set "Math calculations" mode to prevent transmission of historical data, and start testing of the following Expert Advisor with limits -3.00 to 3.00 and step equal to 0.025:

#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link      "http://www.mql5.com"
#property version   "1.00"
//--- input parameters
input double   x=-3.0;
input double   y=-3.0;
//+------------------------------------------------------------------+
//| Tester function                                                  |
//+------------------------------------------------------------------+
double OnTester()
  {
//---
   double res=MathExp(-x*x-y*y);
//---
   return(res);
  }

Here are some variants of visualization of mathematical calculations:





Pawel Wojnarowski
685
Pawel Wojnarowski  
So, finally! I see another of my early MQL5 suggestions implemented (https://www.mql5.com/en/forum/16/page2, suggestion #8) :) Looks impressive, it will definitely serve a valuable tool for those who see a use of visualising dependancies of values of 3 optimised parameters.
MQL5 Suggestions
  • www.mql5.com
- Ability to label line objects with the "Descriptions" field.
Eric
153
Eric  

I can not understand how this tool can be higher than the simple visual tester on a priority list for developpers ...

 In order:

you create an EA, WATCH if it does what you want it does on the visual tester,

THEN,

you may think to optimise it parameter with the optimizer, but you can't even think to use this tool if you are not sure your EA does what it is supose to do on a chart live in the backtester !

 

 

Winsor Hoang
5061
Winsor Hoang  
Great stuff, I was doing surface chart manually in Excel. Now I don't have to do it anymore. Thank you!
zifu wang
637
zifu wang  

Does the 3D visualization only work in "Math calculations" mode ?

Can it work in "1 minute OHLC" mode? Can it be used to show results of an Expert Advisor testing?

  • X-Axis — select one of the optimized parameters to be displayed at the horizontal axis;
  • Y-Axis — select one of the optimized parameters to be displayed at the vertical axis; 
  •  

    Can you add "Z-Axis" to select different testing result? such as Balance,Total Net profit ,Expected Payoff ,Recovery Factor,Sharpe Ratio,etc. 

    Rashid Umarov
    Admin
    12665
    Rashid Umarov  
    kwang1:

    Does the 3D visualization only work in "Math calculations" mode ?

    Can it work in "1 minute OHLC" mode? Can it be used to show results of an Expert Advisor testing?

  • X-Axis — select one of the optimized parameters to be displayed at the horizontal axis;
  • Y-Axis — select one of the optimized parameters to be displayed at the vertical axis; 
  •  

    Can you add "Z-Axis" to select different testing result? such as Balance,Total Net profit ,Expected Payoff ,Recovery Factor,Sharpe Ratio,etc. 

    Definitely, it works for other testing modes too   :)

    You should try it.

    zifu wang
    637
    zifu wang  
    Rosh:

    Definitely, it works for other testing modes too   :)

    You should try it.

     

    Thanks Rosh,

    Can you help add "Z-Axis" to select different testing result? such as Custom Max,Balance,Total Net profit ,Expected Payoff ,Recovery Factor,Sharpe Ratio,etc. 

    Rashid Umarov
    Admin
    12665
    Rashid Umarov  

    You have two ways:

    • first - select one standard criteria before an optimization;
    • second one - return via OnTester your own result (it may be total profit, recovery factor, etc.)


    zifu wang
    637
    zifu wang  
    Rosh:

    You have two ways:

    • first - select one standard criteria before an optimization;
    • second one - return via OnTester your own result (it may be total profit, recovery factor, etc.)



     

    Rosh,

    Is it possiable that we select different result (it may be balance max,custom max,total profit, recovery factor, etc.) as Z-axis after an optimization?

    Documentation on MQL5: Standard Constants, Enumerations and Structures / Chart Constants / Types of Chart Events
    • www.mql5.com
    Standard Constants, Enumerations and Structures / Chart Constants / Types of Chart Events - Documentation on MQL5
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